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AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+1.31%
1 Year Est. Return
+27.01%
3 Year Est. Return
+77.25%
5 Year Est. Return
+160.09%
10 Year Est. Return
+1,244.43%
AUM
$4.44B
AUM Growth
+$605M
Cap. Flow
-$117M
Cap. Flow %
-2.64%
Top 10 Hldgs %
10.89%
Holding
1,665
New
292
Increased
229
Reduced
73
Closed
159

Top Buys

Rank Stock Value
1
SCRM
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
+$57.8M
2
SWCH
Switch, Inc. Class A Common Stock
SWCH
+$47.4M
3
VMW
VMware, Inc
VMW
+$47M
4
DRE
Duke Realty Corp.
DRE
+$46.5M
5
GHIX
Gores Holdings IX, Inc. Class A Common Stock
GHIX
+$45.9M

Top Sells

Rank Stock Value
1
SCRMU
Screaming Eagle Acquisition Corp. Unit
SCRMU
+$60M
2
PBCT
People's United Financial Inc
PBCT
+$59.8M
3
CERN
Cerner Corp
CERN
+$57.2M
4
ISBC
Investors Bancorp, Inc.
ISBC
+$55M
5
GHIXU
Gores Holdings IX, Inc. Unit
GHIXU
+$47.7M

Sector Composition

Rank Sector Weight
1 Financials 36.82%
2 Technology 12.7%
3 Industrials 6.4%
4 Healthcare 5.76%
5 Communication Services 3.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UMPQ
51
DELISTED
Umpqua Holdings Corp
UMPQ
$14.3M 0.32%
866,949
-16,313
-2% -$283K
ATEK
52
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$14.1M 0.32%
1,439,260
– –
SRRA
53
DELISTED
Sierra Oncology, Inc. Common Stock
SRRA
$14M 0.32%
+255,367
New +$13.4M
HMA
54
DELISTED
Heartland Media Acquisition Corp.
HMA
$13.9M 0.31%
+1,399,998
New +$13.9M
CXAC
55
DELISTED
C5 Acquisition Corporation
CXAC
$13.8M 0.31%
+1,381,473
New +$13.7M
NPTN
56
DELISTED
NEOPHOTONICS CORP
NPTN
$13.7M 0.31%
872,818
-7,313
-0.8% -$112K
ABP
57
DELISTED
Abpro Holdings
ABP
$13.4M 0.3%
+45,000
New +$13.4M
ASBP
58
Aspire Biopharma
ASBP
$9.4M
$13.4M 0.3%
+1,117
New +$13.4M
RCAC
59
DELISTED
Revelstone Capital Acquisition Corp. Class A Common Stock
RCAC
$13.2M 0.3%
+1,349,994
New +$13.2M
IVCB
60
DELISTED
Investcorp Europe Acquisition Corp I Class A Ordinary Shares
IVCB
$13.1M 0.3%
1,309,597
+309,600
+31% +$3.09M
GCP
61
DELISTED
GCP Applied Technologies Inc.
GCP
$12.5M 0.28%
399,950
-4,121
-1% -$128K
BZAI
62
Blaize Holdings
BZAI
$129M
$12.4M 0.28%
1,249,475
+250,000
+25% +$2.48M
JWSM
63
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
$12.4M 0.28%
1,257,505
+663,052
+112% +$6.51M
PPYA
64
DELISTED
Papaya Growth Opportunity Corp. I Class A Common Stock
PPYA
$12.2M 0.28%
+1,224,994
New +$12.2M
SUAC
65
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
$12.2M 0.27%
1,226,362
+590,000
+93% +$5.86M
PLAO
66
DELISTED
Patria Latin American Opportunity Acquisition Corp. Class A Ordinary Shares
PLAO
$12M 0.27%
+1,199,994
New +$12M
HERA
67
DELISTED
FTAC Hera Acquisition Corp. Class A Ordinary Shares
HERA
$11.8M 0.27%
1,208,518
+1,151,629
+2,024% +$11.3M
KNSW
68
DELISTED
KnightSwan Acquisition Corporation
KNSW
$11.6M 0.26%
+1,161,458
New +$11.6M
TGR
69
DELISTED
Kimbell Tiger Acquisition Corporation
TGR
$11.3M 0.25%
+1,125,424
New +$11.3M
LATG
70
DELISTED
Chenghe Acquisition I Co. Class A Ordinary Shares
LATG
$11.3M 0.25%
+1,129,998
New +$11.2M
GXII
71
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$11.2M 0.25%
1,141,078
+1,032,000
+946% +$10.1M
GCTS
72
GCT Semiconductor Holding
GCTS
$177M
$10.8M 0.24%
1,088,381
+200,000
+23% +$1.99M
BFAC
73
DELISTED
Battery Future Acquisition Corp.
BFAC
$10.8M 0.24%
1,083,186
+281,514
+35% +$2.79M
BKNG icon
74
Booking.com
BKNG
$138B
$10.7M 0.24%
156,000
-21,525
-12% -$1.84M
DGNU
75
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
$10.6M 0.24%
1,082,552
+358,876
+50% +$3.51M
1 2
3
4 5

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
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AWA
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AQR Arbitrage's Q2 2022 Portfolio in Review

As of Q2 2022, AQR Arbitrage held 1,665 positions worth $4.44B, up 16% from $3.83B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Arbitrage's Q2 2022 filing shows 292 new, 229 increased, 73 reduced and 159 closed positions. Its largest new stake was Screaming Eagle Acquisition Corp. Class A Ordinary Shares: 5,974,198 shares worth $57.3M. The largest sale was Screaming Eagle Acquisition Corp. Unit, an estimated $60M.

By sector, the portfolio is most concentrated in Financials at 37% of assets, up from 25% a quarter earlier, followed by Technology and Industrials.

  • AQR Arbitrage's largest Q2 2022 buy was Screaming Eagle Acquisition Corp. Class A Ordinary Shares: 5,974,198 shares worth $57.3M.
  • AQR Arbitrage added most to LHC Group LLC in Q2 2022, an estimated $40.8M increase.
  • AQR Arbitrage's biggest Q2 2022 reduction was Sanderson Farms Inc, cutting an estimated $23M.
  • AQR Arbitrage fully exited Screaming Eagle Acquisition Corp. Unit in Q2 2022, selling an estimated $60M.
  • AQR Arbitrage's ten largest holdings make up 11% of its $4.44B portfolio in Q2 2022.
  • AQR Arbitrage opened 292 new positions and closed 159 in Q2 2022.
  • AQR Arbitrage's portfolio value rose 16% quarter-over-quarter to $4.44B.

Based on AQR Arbitrage's 13F filing for Q2 2022, filed 15 Aug 2022.