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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
UTAA
151
DELISTED
UTA Acquisition Corporation Class A Ordinary Shares
UTAA
$5.76M 0.13%
581,014
– –
SLAM
152
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$5.72M 0.13%
583,333
– –
TETE
153
DELISTED
Technology & Telecommunication Acquisition Corporation Class A Ordinary Shares
TETE
$5.69M 0.13%
+569,874
New +$5.69M
SGHL
154
DELISTED
Signal Hill Acquisition Corp. Class A Common Stock
SGHL
$5.69M 0.13%
+574,996
New +$5.71M
HAIA
155
DELISTED
Healthcare AI Acquisition Corp. Class A Ordinary Shares
HAIA
$5.65M 0.13%
569,158
– –
GEEX
156
DELISTED
Games & Esports Experience Acquisition Corp. Class A Ordinary Shares
GEEX
$5.58M 0.13%
557,154
+37,500
+7% +$376K
RACY
157
DELISTED
Relativity Acquisition Corp. Class A Common Stock
RACY
$5.52M 0.12%
+548,100
New +$5.48M
GFGD
158
DELISTED
The Growth for Good Acquisition Corporation Class A Ordinary Shares
GFGD
$5.51M 0.12%
563,816
– –
YOTAU
159
DELISTED
Yotta Acquisition Corporation Unit
YOTAU
$5.5M 0.12%
+550,000
New +$5.5M
ACII
160
DELISTED
Atlas Crest Investment Corp. II
ACII
$5.47M 0.12%
557,498
+157,498
+39% +$1.54M
BCSA
161
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
$5.43M 0.12%
547,106
+250,000
+84% +$2.49M
AGCB
162
DELISTED
Altimeter Growth Corp 2
AGCB
$5.42M 0.12%
549,494
+56,665
+11% +$557K
DTRT
163
DELISTED
DTRT Health Acquisition Corp. Class A Common Stock
DTRT
$5.41M 0.12%
537,968
+240,000
+81% +$2.41M
BOCN
164
DELISTED
Blue Ocean Acquisition Corp Class A Ordinary Shares
BOCN
$5.38M 0.12%
537,572
– –
AILE
165
DELISTED
iLearningEngines, Inc. Common Stock
AILE
$5.37M 0.12%
550,210
+493,000
+862% +$4.83M
GLLI
166
DELISTED
Globalink Investment Inc. Common Stock
GLLI
$5.37M 0.12%
541,640
+341,640
+171% +$3.39M
ZPTA
167
DELISTED
Zapata Computing Holdings Inc. Common Stock
ZPTA
$5.34M 0.12%
+534,946
New +$5.33M
TSPQ
168
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
$5.33M 0.12%
546,692
+50,000
+10% +$488K
PRPC
169
DELISTED
CC Neuberger Principal Holdings III
PRPC
$5.3M 0.12%
538,994
– –
SEDA
170
DELISTED
SDCL EDGE Acquisition Corporation
SEDA
$5.3M 0.12%
543,448
– –
GMFI
171
DELISTED
Aetherium Acquisition Corp
GMFI
$5.28M 0.12%
+532,467
New +$5.27M
HORI
172
DELISTED
Emerging Markets Horizon Corp. Class A Ordinary Shares
HORI
$5.21M 0.12%
525,720
– –
BPAC
173
DELISTED
Bullpen Parlay Acquisition Company Class A Ordinary Share
BPAC
$5.19M 0.12%
513,243
+99,999
+24% +$992K
SVFB
174
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
$5.15M 0.12%
524,172
+509,531
+3,480% +$4.99M
VMCA
175
DELISTED
Valuence Merger Corp. I Class A Ordinary Shares
VMCA
$5M 0.11%
+499,996
New +$5.01M
5 6
7
8 9

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GA
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HCM
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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.