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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
VMGAW
826
DELISTED
VMG Consumer Acquisition Corp. Warrant
VMGAW
$45K ﹤0.01%
302,716
+25,001
+9% +$5.65K
NMMCW
827
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$45K ﹤0.01%
150,000
– –
XAGEW
828
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$44K ﹤0.01%
112,500
– –
BIOSW
829
DELISTED
BioPlus Acquisition Corp. Warrants
BIOSW
$44K ﹤0.01%
311,977
– –
KYCHW
830
DELISTED
Keyarch Acquisition Corporation Warrant
KYCHW
$43K ﹤0.01%
+357,498
New +$51.2K
ADALW
831
DELISTED
Anthemis Digital Acquisitions I Corp Warrant
ADALW
$43K ﹤0.01%
359,631
– –
POND.WS
832
DELISTED
Angel Pond Holdings Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
POND.WS
$43K ﹤0.01%
86,952
– –
CRHC.WS
833
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
$43K ﹤0.01%
99,999
– –
RACYW
834
DELISTED
Relativity Acquisition Corp. Warrant
RACYW
$43K ﹤0.01%
+475,100
New +$69.7K
WEL.WS
835
DELISTED
Integrated Wellness Acquisition Corp Redeemable Warrants
WEL.WS
$42K ﹤0.01%
248,748
+3,750
+2% +$939
BWAQR
836
DELISTED
Blue World Acquisition Corporation Right
BWAQR
$42K ﹤0.01%
+324,999
New +$43.1K
GMFIW
837
DELISTED
Aetherium Acquisition Corp Warrant
GMFIW
$42K ﹤0.01%
+532,467
New +$67.1K
CLINW
838
DELISTED
Clean Earth Acquisitions Corp. Warrant
CLINW
$42K ﹤0.01%
+299,995
New +$63.1K
WAVC.WS
839
DELISTED
Waverley Capital Acquisition Corp. 1 Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
WAVC.WS
$42K ﹤0.01%
173,864
+123,364
+244% +$37.5K
ENTFW
840
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Warrant
ENTFW
$42K ﹤0.01%
246,969
– –
IGACW
841
DELISTED
IG Acquisition Corp. Warrant
IGACW
$42K ﹤0.01%
312,500
– –
GACQW
842
DELISTED
Global Consumer Acquisition Corp. Warrant
GACQW
$42K ﹤0.01%
222,695
– –
DAOOW
843
DELISTED
Crypto 1 Acquisition Corp Warrants
DAOOW
$42K ﹤0.01%
296,946
– –
HOFVW
844
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$41K ﹤0.01%
313,219
-45,516
-13% -$8.91K
LNZAW icon
845
LanzaTech Global Warrant
LNZAW
$4M
$41K ﹤0.01%
150,750
– –
GBBKW
846
DELISTED
Global Blockchain Acquisition Corp. Warrant
GBBKW
$41K ﹤0.01%
+675,000
New +$42.3K
LUNRW
847
DELISTED
Intuitive Machines, Inc. Warrants
LUNRW
$41K ﹤0.01%
374,998
+150,000
+67% +$49.1K
TRIS.WS
848
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$41K ﹤0.01%
331,979
– –
DMAQR
849
DELISTED
Deep Medicine Acquisition Corp. Rights
DMAQR
$41K ﹤0.01%
375,000
– –
GSDWW
850
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$41K ﹤0.01%
150,750
– –
32 33
34
35 36

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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.