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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
SCRM
1
DELISTED
Screaming Eagle Acquisition Corp. Class A Ordinary Shares
SCRM
$57.3M 1.29%
+5,974,198
New +$57.8M
Y
2
DELISTED
Alleghany Corp
Y
$51.3M 1.16%
61,550
+48,702
+379% +$40.7M
SWCH
3
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$49.2M 1.11%
+1,467,715
New +$47.4M
LHCG
4
DELISTED
LHC Group LLC
LHCG
$48.8M 1.1%
314,947
+247,511
+367% +$40.8M
MNDT
5
DELISTED
Mandiant, Inc. Common Stock
MNDT
$48M 1.08%
2,223,648
+157,036
+8% +$3.45M
VMW
6
DELISTED
VMware, Inc
VMW
$47M 1.06%
+413,992
New +$47M
FHN icon
7
First Horizon
FHN
$12.1B
$46.3M 1.04%
2,129,689
-52,439
-2% -$1.18M
DRE
8
DELISTED
Duke Realty Corp.
DRE
$46M 1.04%
+850,156
New +$46.5M
GHIX
9
DELISTED
Gores Holdings IX, Inc. Class A Common Stock
GHIX
$45.4M 1.02%
+4,724,115
New +$45.9M
CCMP
10
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$44M 0.99%
252,563
-9,321
-4% -$1.65M
ATVI
11
DELISTED
Activision Blizzard
ATVI
$42.5M 0.96%
550,842
+38,911
+8% +$3.03M
VG
12
DELISTED
Vonage Holdings Corporation
VG
$41.6M 0.94%
2,208,214
-24,991
-1% -$478K
WBT
13
DELISTED
Welbilt, Inc.
WBT
$39.1M 0.88%
1,642,389
-33,458
-2% -$790K
CHNG
14
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$37.7M 0.85%
1,641,153
+456,162
+38% +$10.7M
TXNM
15
TXNM Energy Inc
TXNM
$6.47B
$37.1M 0.84%
776,307
+199,190
+35% +$9.34M
SIMO icon
16
Silicon Motion
SIMO
$9.19B
$36M 0.81%
+430,218
New +$36.2M
COHR
17
DELISTED
Coherent Inc
COHR
$34.6M 0.78%
130,097
+13,698
+12% +$3.67M
BKI
18
DELISTED
Black Knight, Inc. Common Stock
BKI
$34.6M 0.78%
+535,827
New +$36.1M
TPTX
19
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$32.2M 0.73%
+427,666
New +$19M
CDK
20
DELISTED
CDK Global, Inc.
CDK
$30.7M 0.69%
+560,628
New +$30.3M
AUY
21
DELISTED
Yamana Gold, Inc.
AUY
$30.5M 0.69%
+6,552,412
New +$35.5M
HR icon
22
Healthcare Realty
HR
$7.42B
$30.1M 0.68%
1,077,715
+33,153
+3% +$985K
CTXS
23
DELISTED
Citrix Systems Inc
CTXS
$29.6M 0.67%
306,763
+3,246
+1% +$323K
FBC
24
DELISTED
Flagstar Bancorp, Inc. New
FBC
$29.3M 0.66%
825,678
+2,945
+0.4% +$109K
ACC
25
DELISTED
American Campus Communities, Inc.
ACC
$29M 0.65%
+450,216
New +$28.5M
1
2 3 4 5

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GA
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CIS
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EMPI
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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.