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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
BRD.WS
901
DELISTED
Beard Energy Transition Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
BRD.WS
$33K ﹤0.01%
219,912
– –
PGEN icon
902
Precigen
PGEN
$1.93B
$32K ﹤0.01%
23,855
– –
PRENW
903
Prenetics Global Ltd Warrant
PRENW
$136K
$32K ﹤0.01%
+78,074
New +$29.1K
CSLMW
904
DELISTED
CSLM Acquisition Corp. Warrant
CSLMW
$32K ﹤0.01%
+377,418
New +$52.8K
BOCNW
905
DELISTED
Blue Ocean Acquisition Corp Warrants
BOCNW
$32K ﹤0.01%
268,786
– –
NGC.WS
906
DELISTED
Northern Genesis Acquisition Corp. III Redeemable Warrants, each whole warrant exercisable for shares of common stock at an exercise price of $11.50 per share
NGC.WS
$32K ﹤0.01%
97,701
– –
CTAQW
907
DELISTED
Carney Technology Acquisition Corp. II Warrant
CTAQW
$32K ﹤0.01%
203,046
+7,332
+4% +$1.73K
AAQC.WS
908
DELISTED
Accelerate Acquisition Corp Warrants
AAQC.WS
$32K ﹤0.01%
199,999
– –
PEGRW
909
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$31K ﹤0.01%
222,320
– –
CDTTW
910
CDT Equity Inc Warrant
CDTTW
$30K ﹤0.01%
+300,000
New +$42.3K
RDZNW icon
911
Roadzen Inc Warrants
RDZNW
$6.91M
$30K ﹤0.01%
197,831
– –
PHYT.WS
912
DELISTED
Pyrophyte Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
PHYT.WS
$30K ﹤0.01%
98,756
– –
SAGAR
913
DELISTED
Sagaliam Acquisition Corp. Rights
SAGAR
$30K ﹤0.01%
+200,000
New +$34.5K
SHUAW
914
DELISTED
SHUAA Partners Acquisition Corp I Warrant
SHUAW
$30K ﹤0.01%
+199,997
New +$34.7K
ADERW
915
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$30K ﹤0.01%
100,000
– –
NHICW
916
DELISTED
NewHold Investment Corp. II Warrant
NHICW
$30K ﹤0.01%
148,965
– –
RNERW
917
DELISTED
Mount Rainier Acquisition Corp. Warrant
RNERW
$30K ﹤0.01%
198,614
– –
DCRDW
918
DELISTED
Decarbonization Plus Acquisition Corporation IV Warrant
DCRDW
$30K ﹤0.01%
150,749
– –
GGGVR
919
DELISTED
G3 VRM Acquisition Corp. Rights
GGGVR
$30K ﹤0.01%
300,000
– –
EVGRW
920
DELISTED
Evergreen Corporation Warrant
EVGRW
$29K ﹤0.01%
+350,000
New +$43.2K
XFINW
921
DELISTED
ExcelFin Acquisition Corp Warrant
XFINW
$29K ﹤0.01%
148,965
– –
FRBNW
922
DELISTED
Forbion European Acquisition Corp. Warrants
FRBNW
$29K ﹤0.01%
+161,675
New +$47.3K
HORIW
923
DELISTED
Emerging Markets Horizon Corp. Warrants
HORIW
$29K ﹤0.01%
262,860
– –
MLAIW
924
DELISTED
McLaren Technology Acquisition Corp. Warrant
MLAIW
$29K ﹤0.01%
248,473
– –
BSKYW
925
DELISTED
Big Sky Growth Partners, Inc. Warrant
BSKYW
$29K ﹤0.01%
132,189
– –
35 36
37
38 39

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GA
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EMPI
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HCM
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HPG
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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.