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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
BENER
1076
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
$15K ﹤0.01%
100,000
– –
REEAW
1077
DELISTED
REE Automotive Ltd. Warrant
REEAW
$15K ﹤0.01%
82,016
-17,464
-18% -$4.09K
EQD.WS
1078
DELISTED
Equity Distribution Acquisition Corp. Warrants, each whole warrant exercisable for one share of Clas
EQD.WS
$15K ﹤0.01%
149,999
– –
BHACW
1079
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$14K ﹤0.01%
99,999
– –
JTAIW
1080
DELISTED
Jet.AI Inc. Warrant
JTAIW
$14K ﹤0.01%
126,500
– –
ZURAW
1081
DELISTED
Zura Bio Limited Warrants
ZURAW
$14K ﹤0.01%
75,000
– –
TRONW
1082
DELISTED
Corner Growth Acquisition Corp. 2 Warrants
TRONW
$14K ﹤0.01%
116,665
– –
SWSSW
1083
DELISTED
Clean Energy Special Situations Corp. Warrant
SWSSW
$14K ﹤0.01%
49,998
– –
AVHIW
1084
DELISTED
Achari Ventures Holdings Corp I Warrant
AVHIW
$14K ﹤0.01%
+100,000
New +$19.1K
LBBBR
1085
DELISTED
Lakeshore Acquisition II Corp. Rights
LBBBR
$14K ﹤0.01%
+124,996
New +$24K
SAMAW
1086
DELISTED
Schultze Special Purpose Acquisition Corp. II Warrant
SAMAW
$14K ﹤0.01%
74,999
– –
FTPAW
1087
DELISTED
FTAC Parnassus Acquisition Corp. Warrant
FTPAW
$14K ﹤0.01%
71,714
– –
ARGUW
1088
DELISTED
Argus Capital Corp. Warrant
ARGUW
$14K ﹤0.01%
74,999
– –
HWKZ.WS
1089
DELISTED
Hawks 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
HWKZ.WS
$14K ﹤0.01%
87,498
– –
KWAC.WS
1090
DELISTED
Kingswood Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
KWAC.WS
$14K ﹤0.01%
193,622
– –
BOAC.WS
1091
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$14K ﹤0.01%
65,000
– –
PLMJW
1092
DELISTED
Plum Acquisition Corp. III Warrant
PLMJW
$13K ﹤0.01%
124,999
– –
AWINW
1093
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$13K ﹤0.01%
214,872
– –
FAZEW
1094
DELISTED
FaZe Holdings Inc. Warrant
FAZEW
$13K ﹤0.01%
40,332
– –
IPVF.WS
1095
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$13K ﹤0.01%
31,400
– –
ALORW
1096
DELISTED
ALSP Orchid Acquisition Corp I Warrant
ALORW
$13K ﹤0.01%
148,542
– –
GVCIW
1097
DELISTED
Green Visor Financial Technology Acquisition Corp. I Warrants
GVCIW
$13K ﹤0.01%
99,041
– –
GWIIW
1098
DELISTED
Good Works II Acquisition Corp. Warrant
GWIIW
$13K ﹤0.01%
287,818
– –
APN.WS
1099
DELISTED
Apeiron Capital Investment Corp. Redeemable Warrants
APN.WS
$13K ﹤0.01%
164,129
– –
DRAYW
1100
DELISTED
Macondray Capital Acquisition Corp. I Warrant
DRAYW
$13K ﹤0.01%
128,192
– –
42 43
44
45 46

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EMPI
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HCM
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HPG
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DTC
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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.