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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
ATEK.WS
726
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$118K ﹤0.01%
877,029
– –
CLINR
727
DELISTED
Clean Earth Acquisitions Corp. Right
CLINR
$114K ﹤0.01%
+599,992
New +$108K
ENPC.WS
728
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$114K ﹤0.01%
125,000
– –
JGGCW
729
DELISTED
Jaguar Global Growth Corporation I Warrant
JGGCW
$112K ﹤0.01%
+749,998
New +$118K
SCUA.WS
730
DELISTED
Sculptor Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SCUA.WS
$112K ﹤0.01%
485,033
– –
EVV
731
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$110K ﹤0.01%
+10,621
New +$114K
CPAAW
732
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
$109K ﹤0.01%
375,497
– –
ATAKR
733
DELISTED
Aurora Technology Acquisition Corp. Rights
ATAKR
$108K ﹤0.01%
+977,600
New +$104K
TGR.WS
734
DELISTED
Kimbell Tiger Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TGR.WS
$103K ﹤0.01%
+569,997
New +$128K
SCLE
735
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
$103K ﹤0.01%
10,492
– –
BFAC.WS
736
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$102K ﹤0.01%
565,829
+3,257
+0.6% +$771
HMA.WS
737
DELISTED
Heartland Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
HMA.WS
$102K ﹤0.01%
+699,998
New +$140K
BRMK.WS
738
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$101K ﹤0.01%
1,349,274
-13,353
-1% -$1.07K
KTF
739
DWS Municipal Income Trust
KTF
$347M
$99K ﹤0.01%
+10,504
New +$99.1K
GGAAW
740
DELISTED
Genesis Growth Tech Acquisition Corp. Warrant
GGAAW
$99K ﹤0.01%
494,961
– –
DSACW
741
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
$98K ﹤0.01%
137,500
– –
FOUNW
742
DELISTED
Founder SPAC Warrants
FOUNW
$97K ﹤0.01%
374,999
– –
ZTAQW
743
DELISTED
Zimmer Energy Transition Acquisition Corp. Warrants
ZTAQW
$95K ﹤0.01%
+296,998
New +$111K
GFGDR
744
DELISTED
The Growth for Good Acquisition Corporation Right
GFGDR
$94K ﹤0.01%
724,136
– –
STET.WS
745
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
$93K ﹤0.01%
371,187
– –
HTOOW
746
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$91K ﹤0.01%
57,415
-22,007
-28% -$48.9K
RCACW
747
DELISTED
Revelstone Capital Acquisition Corp. Warrant
RCACW
$91K ﹤0.01%
+674,997
New +$143K
NETC.WS
748
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$90K ﹤0.01%
347,945
– –
NFYS.WS
749
DELISTED
Enphys Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFYS.WS
$88K ﹤0.01%
549,999
+250,000
+83% +$57.8K
DEX
750
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$88K ﹤0.01%
+11,533
New +$94.6K
28 29
30
31 32

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GA
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HCM
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HPG
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DTC
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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.