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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
ETACW
1001
DELISTED
E.Merge Technology Acquisition Corp. Warrant
ETACW
$22K ﹤0.01%
166,666
– –
INTEW
1002
DELISTED
Integral Acquisition Corporation 1 Warrants
INTEW
$22K ﹤0.01%
172,002
– –
VGASW icon
1003
Verde Clean Fuels Warrant
VGASW
$547K
$21K ﹤0.01%
226,125
– –
APCA.WS
1004
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$21K ﹤0.01%
131,419
– –
CONXW
1005
DELISTED
CONX Corp. Warrant
CONXW
$21K ﹤0.01%
124,999
– –
WRAC.WS
1006
DELISTED
Williams Rowland Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
WRAC.WS
$21K ﹤0.01%
249,999
– –
VLATW
1007
DELISTED
Valor Latitude Acquisition Corp. Warrant
VLATW
$21K ﹤0.01%
163,332
+96,666
+145% +$19.7K
GEEXW
1008
DELISTED
Games & Esports Experience Acquisition Corp. Warrants
GEEXW
$21K ﹤0.01%
259,827
– –
SHCAW
1009
DELISTED
Spindletop Health Acquisition Corp. Warrant
SHCAW
$21K ﹤0.01%
195,434
– –
OPALW
1010
DELISTED
OPAL Fuels Inc. Warrant
OPALW
$21K ﹤0.01%
20,000
– –
GSEVW
1011
DELISTED
Gores Holdings VII, Inc. Warrant
GSEVW
$21K ﹤0.01%
46,123
+31,249
+210% +$19.4K
NPABW
1012
DELISTED
New Providence Acquisition Corp. II Warrant
NPABW
$21K ﹤0.01%
147,060
+16,667
+13% +$4.34K
XBPEW
1013
XBP Europe Holdings Warrant
XBPEW
$20K ﹤0.01%
75,000
– –
NBSTW
1014
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$20K ﹤0.01%
150,000
– –
MAQCW
1015
DELISTED
Maquia Capital Acquisition Corporation Warrant
MAQCW
$20K ﹤0.01%
200,155
– –
JUGGW
1016
DELISTED
Jaws Juggernaut Acquisition Corporation Warrant
JUGGW
$20K ﹤0.01%
50,000
– –
GIA.WS
1017
DELISTED
GigCapital 5, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
GIA.WS
$20K ﹤0.01%
300,000
– –
BGSX.WS
1018
DELISTED
Build Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
BGSX.WS
$20K ﹤0.01%
200,000
– –
MNTN.WS
1019
DELISTED
Everest Consolidator Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A Common Stock, at an exercise price of $11.50
MNTN.WS
$20K ﹤0.01%
195,444
– –
AERTW
1020
Aeries Technology Warrant
AERTW
$19K ﹤0.01%
246,865
– –
WALDW icon
1021
Waldencast PLC Warrant
WALDW
$4.48M
$19K ﹤0.01%
25,000
– –
TCOA.WS
1022
DELISTED
Zalatoris Acquisition 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
TCOA.WS
$19K ﹤0.01%
177,248
+28,164
+19% +$5.57K
CMCAW
1023
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$19K ﹤0.01%
185,574
– –
TRAQ.WS
1024
DELISTED
Trine II Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRAQ.WS
$19K ﹤0.01%
123,806
– –
ACDI.WS
1025
DELISTED
Ascendant Digital Acquisition Corp. III Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11. 50 per share
ACDI.WS
$19K ﹤0.01%
148,563
– –
39 40
41
42 43

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.