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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
SUAC.WS
851
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
$41K ﹤0.01%
318,181
– –
SHQAW
852
DELISTED
Shelter Acquisition Corporation I Warrants
SHQAW
$41K ﹤0.01%
226,993
– –
ESSCW
853
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$41K ﹤0.01%
275,000
– –
BARK.WS
854
DELISTED
BARK Inc Warrants
BARK.WS
$40K ﹤0.01%
209,338
-35,849
-15% -$12.4K
TVGNW icon
855
Tevogen Bio Warrant
TVGNW
$9.45M
$40K ﹤0.01%
247,615
– –
BLEUR
856
DELISTED
bleuacacia ltd Rights
BLEUR
$40K ﹤0.01%
346,610
– –
CNGLW
857
DELISTED
Canna-Global Acquisition Corp Warrant
CNGLW
$40K ﹤0.01%
496,844
– –
LCAHW
858
DELISTED
Landcadia Holdings IV, Inc. Warrant
LCAHW
$40K ﹤0.01%
125,000
– –
MBSC.WS
859
DELISTED
M3-Brigade Acquisition III Corp. Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
MBSC.WS
$40K ﹤0.01%
331,036
– –
AFAQW
860
DELISTED
AF Acquisition Corp Warrants
AFAQW
$40K ﹤0.01%
283,330
+99,999
+55% +$20.6K
RFACR
861
DELISTED
RF Acquisition Corp. Rights
RFACR
$39K ﹤0.01%
+385,000
New +$45.5K
IGTAR
862
DELISTED
Inception Growth Acquisition Limited Rights
IGTAR
$39K ﹤0.01%
299,994
– –
SHAP.WS
863
DELISTED
Spree Acquisition Corp. 1 Limited Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SHAP.WS
$39K ﹤0.01%
327,419
– –
SGHLW
864
DELISTED
Signal Hill Acquisition Corp. Warrant
SGHLW
$39K ﹤0.01%
+287,498
New +$49.9K
GIACW
865
DELISTED
Gesher I Acquisition Corp. Warrants
GIACW
$39K ﹤0.01%
89,999
– –
ESSCR
866
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$39K ﹤0.01%
275,000
– –
CITEW
867
DELISTED
Cartica Acquisition Corp Warrant
CITEW
$38K ﹤0.01%
+315,175
New +$71.3K
THCPW
868
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$38K ﹤0.01%
141,360
– –
OTMOW
869
DELISTED
Otonomo Technologies Ltd. Warrant
OTMOW
$38K ﹤0.01%
476,070
-5,700
-1% -$747
APMIW
870
DELISTED
AxonPrime Infrastructure Acquisition Corporation Warrants
APMIW
$38K ﹤0.01%
167,165
– –
FST.WS
871
DELISTED
FAST Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FST.WS
$38K ﹤0.01%
77,725
– –
NNAVW
872
DELISTED
NextNav Inc Warrant
NNAVW
$37K ﹤0.01%
86,093
-38,310
-31% -$41K
AACIW
873
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$37K ﹤0.01%
138,250
– –
MSSAW
874
DELISTED
Metal Sky Star Acquisition Corporation Warrant
MSSAW
$36K ﹤0.01%
+445,000
New +$34.6K
GFGDW
875
DELISTED
The Growth for Good Acquisition Corporation Warrant
GFGDW
$36K ﹤0.01%
362,068
– –
33 34
35
36 37

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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.