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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
TINV.WS
1026
DELISTED
Tiga Acquisition Corp. Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TINV.WS
$19K ﹤0.01%
40,000
– –
SANBW
1027
DELISTED
Sanaby Health Acquisition Corp. I Warrant
SANBW
$19K ﹤0.01%
+166,981
New +$30.5K
PSQH.WS icon
1028
PSQ Holdings, Inc. Warrants, Each whole warrant exercisable for 1/15th of a share of Class A common stock at an exercise price of $172.50 per share
PSQH.WS
$1.08M
$18K ﹤0.01%
164,603
– –
GRMLW
1029
Greenland Mines Ltd Warrant
GRMLW
$18K ﹤0.01%
+250,000
New +$23.9K
ONYXW
1030
DELISTED
Onyx Acquisition Co. I Warrant
ONYXW
$18K ﹤0.01%
148,568
– –
ADOCR
1031
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$18K ﹤0.01%
100,000
– –
SCAQW
1032
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
$18K ﹤0.01%
200,000
– –
CRECW
1033
DELISTED
Crescera Capital Acquisition Corp Warrant
CRECW
$18K ﹤0.01%
99,028
– –
FOXO.WS
1034
DELISTED
FOXO Technologies Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FOXO.WS
$18K ﹤0.01%
84,000
– –
VPCBW
1035
DELISTED
VPC Impact Acquisition Holdings II Warrant
VPCBW
$18K ﹤0.01%
88,623
+51,124
+136% +$13.9K
BENEW
1036
DELISTED
Benessere Capital Acquisition Corp. Warrant
BENEW
$18K ﹤0.01%
75,000
– –
ADRT.WS
1037
DELISTED
Ault Disruptive Technologies Corporation Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
ADRT.WS
$18K ﹤0.01%
176,031
– –
IPOF.WS
1038
DELISTED
Social Capital Hedosophia Holdings Corp. VI Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOF.WS
$18K ﹤0.01%
37,500
– –
BSLKW
1039
DELISTED
Bolt Projects Holdings Warrant
BSLKW
$17K ﹤0.01%
211,702
– –
IGTAW
1040
DELISTED
Inception Growth Acquisition Limited Warrants
IGTAW
$17K ﹤0.01%
149,997
– –
BLEUW
1041
DELISTED
bleuacacia ltd Warrants
BLEUW
$17K ﹤0.01%
173,305
– –
AOGOW
1042
DELISTED
Arogo Capital Acquisition Corp. Warrant
AOGOW
$17K ﹤0.01%
309,459
– –
AIBBR
1043
DELISTED
AIB Acquisition Corp Right
AIBBR
$17K ﹤0.01%
150,000
– –
LFACW
1044
DELISTED
LF Capital Acquisition Corp. II Warrants
LFACW
$17K ﹤0.01%
170,943
– –
CPARW
1045
DELISTED
Catalyst Partners Acquisition Corp. Warrant
CPARW
$17K ﹤0.01%
79,997
– –
RCHGW
1046
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
$17K ﹤0.01%
250,000
– –
OPTXW icon
1047
Syntec Optics Holdings Warrant
OPTXW
$15.5M
$16K ﹤0.01%
134,177
– –
RMCOW icon
1048
Royalty Management Holding Warrant
RMCOW
$1.49M
$16K ﹤0.01%
100,000
– –
PFTAW
1049
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$16K ﹤0.01%
79,330
+33,332
+72% +$10.2K
BCSAW
1050
DELISTED
Blockchain Coinvestors Acquisition Corp. I Warrant
BCSAW
$16K ﹤0.01%
198,552
+49,999
+34% +$12.8K
40 41
42
43 44

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HCM
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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.