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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
DUETW
926
DELISTED
DUET Acquisition Corp. Warrant
DUETW
$29K ﹤0.01%
+255,460
New +$40.5K
OABIW icon
927
OmniAb Inc Warrant
OABIW
$28K ﹤0.01%
83,832
– –
ML.WS
928
DELISTED
MoneyLion Inc. Warrants, each whole warrant exercisable 1/30th of a share of Class A common stock at an exercise price of $345.00 per whole share
ML.WS
$28K ﹤0.01%
161,435
-48,301
-23% -$12.1K
DPCSW
929
DELISTED
DP Cap Acquisition Corp I Warrants
DPCSW
$28K ﹤0.01%
148,563
– –
TRTL.WS
930
DELISTED
TortoiseEcofin Acquisition Corp. III Warrant, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TRTL.WS
$28K ﹤0.01%
86,819
– –
ASCAR
931
DELISTED
A SPAC I Acquisition Corp. Right
ASCAR
$28K ﹤0.01%
+149,994
New +$24K
GENQW
932
DELISTED
Genesis Unicorn Capital Corp. Warrants
GENQW
$28K ﹤0.01%
+207,500
New +$33.3K
SVNAW
933
DELISTED
7 Acquisition Corp Warrant
SVNAW
$28K ﹤0.01%
173,330
– –
GXIIW
934
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
$28K ﹤0.01%
199,998
– –
PTOCW
935
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
$28K ﹤0.01%
299,999
– –
PMVC.WS
936
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$28K ﹤0.01%
250,000
– –
JUN.WS
937
DELISTED
Juniper II Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
JUN.WS
$28K ﹤0.01%
149,083
– –
PSPC.WS
938
DELISTED
Post Holdings Partnering Corporation Redeemable Warrants, each whole warrant exercisable for one share of Series A common stock at an exercise price of $11.50
PSPC.WS
$28K ﹤0.01%
100,000
– –
ITAQW
939
DELISTED
Industrial Tech Acquisitions II, Inc. Warrants
ITAQW
$27K ﹤0.01%
+182,498
New +$36.3K
CCAIW
940
DELISTED
Cascadia Acquisition Corp. Warrant
CCAIW
$27K ﹤0.01%
150,000
– –
LITTW
941
DELISTED
Logistics Innovation Technologies Corp. Warrant
LITTW
$27K ﹤0.01%
169,078
– –
AXAC.RT
942
DELISTED
AXIOS Sustainable Growth Acquisition Corporation Rights to receive one-tenth (1/10) of one Class A ordinary share
AXAC.RT
$27K ﹤0.01%
300,000
– –
TPBAW
943
DELISTED
TPB Acquisition Corporation I Warrant
TPBAW
$27K ﹤0.01%
133,832
– –
ALVOW icon
944
Alvotech Warrant
ALVOW
$45.3M
$26K ﹤0.01%
+31,513
New +$28.5K
GDSTR
945
DELISTED
Goldenstone Acquisition Limited Rights
GDSTR
$26K ﹤0.01%
+110,000
New +$19.4K
TGAAW
946
DELISTED
Target Global Acquisition I Corp. Warrant
TGAAW
$26K ﹤0.01%
175,429
+66
+0% +$16
OTECW
947
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$26K ﹤0.01%
257,010
– –
EOCW.WS
948
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
$26K ﹤0.01%
100,000
– –
KALWW
949
DELISTED
Kalera Public Limited Company Warrant
KALWW
$26K ﹤0.01%
+113,998
New +$30.2K
CPAQW
950
DELISTED
Counter Press Acquisition Corporation Warrant
CPAQW
$26K ﹤0.01%
+234,165
New +$45.6K
36 37
38
39 40

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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.