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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
DSAQ.WS
1101
DELISTED
Direct Selling Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DSAQ.WS
$13K ﹤0.01%
124,999
– –
CXAIW icon
1102
CXApp Inc Warrant
CXAIW
$12K ﹤0.01%
99,999
– –
APXIW
1103
DELISTED
APx Acquisition Corp. I Warrant
APXIW
$12K ﹤0.01%
+148,488
New +$22.8K
CCTSW
1104
DELISTED
Cactus Acquisition Corp. 1 Limited Warrant
CCTSW
$12K ﹤0.01%
98,809
– –
PUCKW
1105
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$12K ﹤0.01%
128,000
– –
ALTUW
1106
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$12K ﹤0.01%
135,000
– –
SZZLW
1107
DELISTED
Sizzle Acquisition Corp. Warrant
SZZLW
$12K ﹤0.01%
99,997
– –
BMAQW
1108
DELISTED
Blockchain Moon Acquisition Corp. Warrants
BMAQW
$12K ﹤0.01%
100,000
– –
RAMMW
1109
DELISTED
Aries I Acquisition Corporation
RAMMW
$12K ﹤0.01%
90,505
– –
HPX.WS
1110
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$12K ﹤0.01%
150,000
– –
THACW
1111
DELISTED
Thrive Acquisition Corporation Warrant
THACW
$12K ﹤0.01%
112,499
– –
FLYA.WS
1112
DELISTED
SOAR Technology Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FLYA.WS
$12K ﹤0.01%
99,999
– –
SIERW
1113
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
$12K ﹤0.01%
99,997
– –
EDNCW
1114
DELISTED
Endurance Acquisition Corp. Warrant
EDNCW
$12K ﹤0.01%
100,000
– –
TEKKW
1115
DELISTED
Tekkorp Digital Acquisition Corp. Warrant
TEKKW
$12K ﹤0.01%
75,000
– –
PSTH.WS
1116
DELISTED
Pershing Square Tontine Holdings, Ltd. Warrants, exercisable for one share of Class A Common Stock f
PSTH.WS
$12K ﹤0.01%
27,777
– –
MOBXW icon
1117
Mobix Labs Warrants
MOBXW
$772K
$11K ﹤0.01%
147,846
– –
AMODW
1118
Alpha Modus Holdings Warrant
AMODW
$11K ﹤0.01%
62,498
– –
FTIIW
1119
DELISTED
FutureTech II Acquisition Corp. Warrant
FTIIW
$11K ﹤0.01%
+120,000
New +$14.3K
ROCLW
1120
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$11K ﹤0.01%
61,040
– –
IRAAW
1121
DELISTED
Iris Acquisition Corp Warrant
IRAAW
$11K ﹤0.01%
81,248
– –
BREZR
1122
DELISTED
Breeze Holdings Acquisition Corp. Right
BREZR
$11K ﹤0.01%
100,000
– –
ENCPW
1123
DELISTED
Energem Corp Warrant
ENCPW
$11K ﹤0.01%
125,000
– –
OPAD.WS
1124
DELISTED
Offerpad Solutions Inc. Warrants, Every 15 warrants will be exercisable for one share of Class A Common Stock at an exercise price of $172.50 per share of Class A Common Stock
OPAD.WS
$11K ﹤0.01%
42,322
-56,354
-57% -$34.8K
VBOCW
1125
DELISTED
Viscogliosi Brothers Acquisition Corp Warrant
VBOCW
$11K ﹤0.01%
+74,998
New +$12.5K
43 44
45
46 47

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HCM
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HPG
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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.