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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
SHCA
126
DELISTED
Spindletop Health Acquisition Corp. Class A Common Stock
SHCA
$6.89M 0.16%
690,868
+300,000
+77% +$3M
VAQC
127
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$6.86M 0.15%
700,000
+600,000
+600% +$5.88M
AFARU
128
DELISTED
Aura FAT Projects Acquisition Corp Unit
AFARU
$6.84M 0.15%
+690,000
New +$6.88M
MSAI icon
129
MultiSensor AI
MSAI
$9.77M
$6.83M 0.15%
17,151
+15,000
+697% +$5.96M
NVAC
130
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$6.79M 0.15%
688,489
+450,000
+189% +$4.45M
APGB
131
DELISTED
Apollo Strategic Growth Capital II
APGB
$6.71M 0.15%
682,409
+34,109
+5% +$334K
SCUA
132
DELISTED
Sculptor Acquisition Corp I
SCUA
$6.71M 0.15%
676,052
– –
LUXA
133
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
$6.69M 0.15%
676,137
+349,309
+107% +$3.45M
GBBK
134
DELISTED
Global Blockchain Acquisition Corp. Common Stock
GBBK
$6.66M 0.15%
+675,000
New +$6.62M
NDAC
135
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
$6.65M 0.15%
682,747
+358,222
+110% +$3.5M
DISA
136
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$6.34M 0.14%
648,599
– –
FLYX icon
137
flyExclusive
FLYX
$60.1M
$6.33M 0.14%
649,996
+249,996
+62% +$2.43M
CFFS
138
DELISTED
CF Acquisition Corp. VII Class A Common Stock
CFFS
$6.29M 0.14%
633,333
+199,500
+46% +$1.98M
BIOS
139
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
$6.27M 0.14%
623,954
– –
WAVC
140
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
$6.22M 0.14%
642,932
+493,082
+329% +$4.78M
GAQ
141
DELISTED
Generation Asia I Acquisition Limited Class A Ordinary Shares
GAQ
$6.2M 0.14%
+632,246
New +$6.2M
FVIV
142
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
$6.14M 0.14%
+628,368
New +$6.15M
CITE
143
DELISTED
Cartica Acquisition Corp Class A Ordinary Shares
CITE
$6.09M 0.14%
+607,851
New +$6.08M
IVCAU
144
DELISTED
Investcorp AI Acquisition Corp. Unit
IVCAU
$6.04M 0.14%
+600,000
New +$6.01M
HWH icon
145
HWH International
HWH
$11M
$6.02M 0.14%
+122,438
New +$6.05M
CMCA
146
DELISTED
Capitalworks Emerging Markets Acquisition Corp Class A Ordinary Shares
CMCA
$6M 0.14%
601,148
+230,000
+62% +$2.3M
NPAB
147
DELISTED
New Providence Acquisition Corp. II Class A Common Stock
NPAB
$5.94M 0.13%
596,179
+205,000
+52% +$2.04M
MDH
148
DELISTED
MDH Acquisition Corp.
MDH
$5.91M 0.13%
601,280
+400,000
+199% +$3.92M
MITA
149
DELISTED
Coliseum Acquisition Corp. Class A Ordinary Share
MITA
$5.88M 0.13%
604,868
+350,000
+137% +$3.4M
NTUS
150
DELISTED
Natus Medical Inc
NTUS
$5.88M 0.13%
+179,319
New +$5.67M
4 5
6
7 8

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GA
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CIS
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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.