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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
DMYS.WS
876
DELISTED
dMY Technology Group, Inc. VI Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DMYS.WS
$36K ﹤0.01%
99,298
– –
TSPQ.WS
877
DELISTED
TCW Special Purpose Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TSPQ.WS
$36K ﹤0.01%
165,564
– –
LOCC.WS
878
DELISTED
Live Oak Crestview Climate Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOCC.WS
$36K ﹤0.01%
133,330
– –
RCFA.WS
879
DELISTED
RCF Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RCFA.WS
$36K ﹤0.01%
123,802
– –
VMCAW
880
DELISTED
Valuence Merger Corp. I Warrant
VMCAW
$35K ﹤0.01%
+249,998
New +$41.4K
RFACW
881
DELISTED
RF Acquisition Corp. Warrants
RFACW
$35K ﹤0.01%
+385,000
New +$39.3K
EVE.WS
882
DELISTED
EVe Mobility Acquisition Corp Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EVE.WS
$35K ﹤0.01%
+389,271
New +$77.4K
FXCOR
883
DELISTED
Financial Strategies Acquisition Corp. Rights
FXCOR
$35K ﹤0.01%
352,400
– –
AHRNW
884
DELISTED
Ahren Acquisition Corp Warrants
AHRNW
$35K ﹤0.01%
+249,999
New +$65.2K
DHAIW
885
DELISTED
DIH Holding US Inc Warrants
DHAIW
$34K ﹤0.01%
+977,600
New +$53.3K
NKGNW
886
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$34K ﹤0.01%
130,528
– –
HAIAW
887
DELISTED
Healthcare AI Acquisition Corp. Warrants
HAIAW
$34K ﹤0.01%
284,579
– –
JAQCW
888
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
$34K ﹤0.01%
225,750
– –
SGIIW
889
DELISTED
Seaport Global Acquisition II Corp. Warrants
SGIIW
$34K ﹤0.01%
134,985
– –
ICNC.WS
890
DELISTED
Iconic Sports Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ICNC.WS
$34K ﹤0.01%
246,868
– –
CLOER
891
DELISTED
Clover Leaf Capital Corp. Rights
CLOER
$33K ﹤0.01%
300,000
– –
FHLTW
892
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$33K ﹤0.01%
113,243
– –
MCAFR
893
DELISTED
Mountain Crest Acquisition Corp. IV Rights
MCAFR
$33K ﹤0.01%
200,290
– –
ACAXR
894
DELISTED
Alset Capital Acquisition Corp Right
ACAXR
$33K ﹤0.01%
+369,992
New +$45.3K
MPRAW
895
DELISTED
Mercato Partners Acquisition Corporation Warrant
MPRAW
$33K ﹤0.01%
220,069
– –
CBRGW
896
DELISTED
Chain Bridge I Warrants
CBRGW
$33K ﹤0.01%
148,563
– –
FMIVW
897
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
$33K ﹤0.01%
150,000
– –
ALTIW
898
DELISTED
AlTi Global Inc Warrant
ALTIW
$33K ﹤0.01%
50,713
– –
LUXAW
899
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
$33K ﹤0.01%
223,328
– –
TLGYW
900
DELISTED
TLGY Acquisition Corporation Warrant
TLGYW
$33K ﹤0.01%
288,202
– –
34 35
36
37 38

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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.