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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
GLHAW
1126
DELISTED
Glass Houses Acquisition Corp. Warrant
GLHAW
$11K ﹤0.01%
99,999
– –
LMACW
1127
DELISTED
Liberty Media Acquisition Corporation Warrants
LMACW
$11K ﹤0.01%
23,600
– –
PCPC.WS
1128
DELISTED
Periphas Capital Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $28.75
PCPC.WS
$11K ﹤0.01%
24,999
– –
MDH.WS
1129
DELISTED
MDH Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MDH.WS
$11K ﹤0.01%
125,000
– –
FVIV.WS
1130
DELISTED
Fortress Value Acquisition Corp. IV Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVIV.WS
$11K ﹤0.01%
57,435
+12,499
+28% +$4.66K
IPOD.WS
1131
DELISTED
Social Capital Hedosophia Holdings Corp. IV Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOD.WS
$11K ﹤0.01%
22,500
– –
COCHW icon
1132
Envoy Medical Warrant
COCHW
$536K
$10K ﹤0.01%
83,332
– –
RVPHW
1133
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$10K ﹤0.01%
55,839
-47,151
-46% -$9.53K
ZFOXW
1134
DELISTED
ZeroFox Holdings, Inc. Warrants
ZFOXW
$10K ﹤0.01%
65,000
– –
PMGMW
1135
DELISTED
Priveterra Acquisition Corp. II Warrant to purchase Class A common stock
PMGMW
$10K ﹤0.01%
120,504
– –
FICVW
1136
DELISTED
Frontier Investment Corp Warrants
FICVW
$10K ﹤0.01%
149,111
– –
NCACW
1137
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
$10K ﹤0.01%
148,125
– –
CCVI.WS
1138
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$10K ﹤0.01%
28,937
– –
ARBGW
1139
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$10K ﹤0.01%
143,333
– –
FTVIW
1140
DELISTED
FinTech Acquisition Corp. VI Warrants
FTVIW
$10K ﹤0.01%
74,998
– –
FPAC.WS
1141
DELISTED
Far Peak Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
FPAC.WS
$10K ﹤0.01%
35,000
– –
CLRMW
1142
DELISTED
Clarim Acquisition Corp. Warrant
CLRMW
$10K ﹤0.01%
95,022
– –
NDACW
1143
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
$10K ﹤0.01%
36,137
+11,938
+49% +$4.43K
FIACW
1144
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$10K ﹤0.01%
124,124
– –
FAASW
1145
DELISTED
DigiAsia Corp Warrant
FAASW
$9K ﹤0.01%
125,000
– –
GDSTW
1146
DELISTED
Goldenstone Acquisition Limited Warrants
GDSTW
$9K ﹤0.01%
+110,000
New +$10.4K
MITAW
1147
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$9K ﹤0.01%
86,289
– –
GLLIW
1148
DELISTED
Globalink Investment Inc. Warrants
GLLIW
$9K ﹤0.01%
200,000
– –
VSACW
1149
DELISTED
Vision Sensing Acquisition Corp. Warrants
VSACW
$9K ﹤0.01%
93,742
– –
CFIVW
1150
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$9K ﹤0.01%
99,998
– –
44 45
46
47 48

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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.