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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
FGMCU
1476
DELISTED
FG Merger Corp. Unit
FGMCU
– –
-300,000
Closed -$3.02M
WAVC.U
1477
DELISTED
Waverley Capital Acquisition Corp. 1 Units, each consisting of one Class A Ordinary Share and one-third of one redeemable warrant
WAVC.U
– –
-370,094
Closed -$3.6M
GENQU
1478
DELISTED
Genesis Unicorn Capital Corp. Unit
GENQU
– –
-207,500
Closed -$2.08M
HMA.U
1479
DELISTED
Heartland Media Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
HMA.U
– –
-1,400,000
Closed -$13.9M
VBOCU
1480
DELISTED
Viscogliosi Brothers Acquisition Corp Unit
VBOCU
– –
-150,000
Closed -$1.49M
GSRMU
1481
DELISTED
GSR II Meteora Acquisition Corp. Unit
GSRMU
– –
-750,000
Closed -$7.56M
AHRNU
1482
DELISTED
Ahren Acquisition Corp Unit
AHRNU
– –
-500,000
Closed -$5.03M
ZTAQU
1483
DELISTED
Zimmer Energy Transition Acquisition Corp. Units
ZTAQU
– –
-891,000
Closed -$8.74M
SPCMU
1484
DELISTED
Sound Point Acquisition Corp I, Ltd Unit
SPCMU
– –
-980,000
Closed -$9.86M
SGHLU
1485
DELISTED
Signal Hill Acquisition Corp. Unit
SGHLU
– –
-575,000
Closed -$5.76M
VMGAU
1486
DELISTED
VMG Consumer Acquisition Corp. Unit
VMGAU
– –
-50,002
Closed -$501K
TGR.U
1487
DELISTED
Kimbell Tiger Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
TGR.U
– –
-1,140,000
Closed -$11.5M
VLATU
1488
DELISTED
Valor Latitude Acquisition Corp. Unit
VLATU
– –
-290,000
Closed -$2.85M
REVEU
1489
DELISTED
Alpine Acquisition Corp Unit
REVEU
– –
-75,000
Closed -$758K
LDHAU
1490
DELISTED
LDH Growth Corp I Units
LDHAU
– –
-100,000
Closed -$985K
CPAQU
1491
DELISTED
Counter Press Acquisition Corporation Unit
CPAQU
– –
-400,000
Closed -$4.03M
RKLY.WS
1492
DELISTED
Rockley Photonics Holdings Limited Warrants, each warrant exercisable for one ordinary share at an exercise price of $11.50
RKLY.WS
– –
-57,643
Closed -$49K
GLS.WS
1493
DELISTED
Gelesis Holdings, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
GLS.WS
– –
-124,433
Closed -$28K
SGHC.WS
1494
DELISTED
Super Group (SGHC) Limited Redeemable Warrants, each whole Warrant exercisable for one Ordinary Share, each at an exercise price of $11. 50 per share
SGHC.WS
– –
-63,051
Closed -$181K
AFAQU
1495
DELISTED
AF Acquisition Corp Units
AFAQU
– –
-300,000
Closed -$2.96M
PSAGU
1496
DELISTED
Property Solutions Acquisition Corporation II Units
PSAGU
– –
-45,500
Closed -$445K
GSEVU
1497
DELISTED
Gores Holdings VII, Inc. Units
GSEVU
– –
-250,000
Closed -$2.48M
GTPAU
1498
DELISTED
Gores Technology Partners, Inc. Units
GTPAU
– –
-36,475
Closed -$359K
GTPBU
1499
DELISTED
Gores Technology Partners II, Inc. Units
GTPBU
– –
-174,914
Closed -$1.72M
STRY.WS
1500
DELISTED
Starry Group Holdings, Inc. Warrants, each whole warrant exercisable to purchase 1.2415 shares of Class A common stock at an exercise price of $11.50 per 1.2415 shares of Class A common stock
STRY.WS
– –
-111,040
Closed -$98K
58 59
60
61 62

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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.