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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
FEXDW
1401
DELISTED
Fintech Ecosystem Development Corp. Warrant
FEXDW
$1K ﹤0.01%
12,498
– –
QDROW
1402
DELISTED
Quadro Acquisition One Corp. Warrant
QDROW
$1K ﹤0.01%
15,000
– –
RMGCW
1403
DELISTED
RMG Acquisition Corp. III Warrant
RMGCW
$1K ﹤0.01%
15,660
– –
SBIGW
1404
DELISTED
SpringBig Holdings, Inc. Warrant
SBIGW
$1K ﹤0.01%
+13,800
New +$1.83K
CLAA.WS
1405
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
$1K ﹤0.01%
10,139
– –
NVSAW
1406
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
$1K ﹤0.01%
12,666
– –
TZPSW
1407
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$1K ﹤0.01%
16,999
– –
POWRW
1408
DELISTED
Powered Brands Warrants
POWRW
$1K ﹤0.01%
16,666
– –
KAIRW
1409
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$1K ﹤0.01%
31,346
– –
AKICW
1410
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
$1K ﹤0.01%
18,320
– –
LHC.WS
1411
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
$1K ﹤0.01%
12,499
– –
RBAC.WS
1412
DELISTED
RedBall Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordina
RBAC.WS
$1K ﹤0.01%
33,333
– –
ABNB icon
1413
Airbnb
ABNB
$83.7B
– –
-2,322
Closed -$399K
ASND icon
1414
Ascendis Pharma A/S
ASND
$16.7B
– –
-16,058
Closed -$1.89M
CDROW icon
1415
Codere Online Luxembourg Warrants
CDROW
$5.79M
– –
-29,742
Closed -$17K
CELUW
1416
DELISTED
Celularity Inc
CELUW
– –
-71,695
Closed -$98K
CHRD icon
1417
Chord Energy
CHRD
$7.79B
– –
-25,755
Closed -$3.77M
GBTG icon
1418
American Express Global Business Travel
GBTG
$4.91B
– –
-59,700
Closed -$594K
GDEVW icon
1419
GDEV Inc Warrant
GDEVW
$64.8K
$0 ﹤0.01%
159,632
– –
GS icon
1420
Goldman Sachs
GS
$313B
– –
-22,550
Closed -$7.44M
ILMN icon
1421
Illumina
ILMN
$29.4B
– –
-7,263
Closed -$2.47M
KPLTW
1422
DELISTED
Katapult Holdings Warrant
KPLTW
– –
-43,864
Closed -$14K
NAD icon
1423
Nuveen Quality Municipal Income Fund
NAD
$2.71B
– –
-11,342
Closed -$152K
NKX icon
1424
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
– –
-34,616
Closed -$469K
NVG icon
1425
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
– –
-11,887
Closed -$176K
55 56
57
58 59

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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.