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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
IVCBW
751
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$85K ﹤0.01%
654,798
+154,800
+31% +$33.4K
AIRJW
752
AirJoule Technologies Warrant
AIRJW
$63.7M
$83K ﹤0.01%
435,239
– –
OSI.WS
753
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$83K ﹤0.01%
427,320
– –
VCXB.WS
754
DELISTED
10X Capital Venture Acquisition Corp III Warrants
VCXB.WS
$81K ﹤0.01%
+812,499
New +$138K
ASBPW
755
Aspire Biopharma Warrant
ASBPW
$439K
$80K ﹤0.01%
+669,998
New +$146K
MTVC.WS
756
DELISTED
Motive Capital Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
MTVC.WS
$80K ﹤0.01%
305,990
– –
RJAC.WS
757
DELISTED
Jackson Acquisition Company Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
RJAC.WS
$80K ﹤0.01%
532,838
– –
PLAOW
758
DELISTED
Patria Latin American Opportunity Acquisition Corp. Warrant
PLAOW
$78K ﹤0.01%
+599,997
New +$102K
BMAC.WS
759
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
$78K ﹤0.01%
431,244
– –
SPCMW
760
DELISTED
Sound Point Acquisition Corp I, Ltd Warrant
SPCMW
$78K ﹤0.01%
+489,999
New +$96K
PRPB.WS
761
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
$77K ﹤0.01%
167,800
– –
PEPLW
762
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$76K ﹤0.01%
299,999
– –
ROCAR
763
DELISTED
ROC Energy Acquisition Corp. Rights
ROCAR
$76K ﹤0.01%
473,477
– –
ETHZW
764
DELISTED
ETHZilla Corp Warrant
ETHZW
$75K ﹤0.01%
502,252
-9,882
-2% -$2.84K
CSLMR
765
DELISTED
CSLM Acquisition Corp. Right
CSLMR
$75K ﹤0.01%
+754,837
New +$127K
EOSEW
766
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$73K ﹤0.01%
196,651
-9,268
-5% -$5.71K
EVEX.WS icon
767
Eve Holding Inc Warrants
EVEX.WS
$45.1M
$72K ﹤0.01%
+141,371
New +$106K
PGSS.WS
768
DELISTED
Pegasus Digital Mobility Acquisition Corp. Redeemable Warrants
PGSS.WS
$72K ﹤0.01%
172,809
– –
TGVCW
769
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$72K ﹤0.01%
600,000
– –
GSRMR
770
DELISTED
GSR II Meteora Acquisition Corp. Right
GSRMR
$71K ﹤0.01%
+46,869
New +$69.1K
KNSW.WS
771
DELISTED
KnightSwan Acquisition Corporation Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
KNSW.WS
$70K ﹤0.01%
+580,728
New +$104K
PIPP.WS
772
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$70K ﹤0.01%
233,427
+6,761
+3% +$2.34K
BTMWW
773
DELISTED
Bitcoin Depot Inc Warrant
BTMWW
$68K ﹤0.01%
+750,000
New +$123K
PORT.WS
774
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$68K ﹤0.01%
486,950
– –
LATGW
775
DELISTED
LatAmGrowth SPAC Warrants
LATGW
$68K ﹤0.01%
+564,999
New +$116K
29 30
31
32 33

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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.