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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
BWAQW
1176
DELISTED
Blue World Acquisition Corporation Warrant
BWAQW
$8K ﹤0.01%
+162,499
New +$13.8K
AEON.WS
1177
DELISTED
AEON Biopharma Inc
AEON.WS
$8K ﹤0.01%
50,000
– –
ROSS.WS
1178
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$8K ﹤0.01%
49,999
– –
TMPOW
1179
DELISTED
Tempo Automation Holdings, Inc. Warrant
TMPOW
$8K ﹤0.01%
100,000
– –
PIAI.WS
1180
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$8K ﹤0.01%
133,333
– –
LVACW
1181
DELISTED
LAVA Medtech Acquisition Corp. Warrants
LVACW
$8K ﹤0.01%
75,948
– –
HZON.WS
1182
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$8K ﹤0.01%
49,999
– –
SMIHW
1183
DELISTED
Summit Healthcare Acquisition Corp. Warrant
SMIHW
$8K ﹤0.01%
100,000
– –
GIIXW
1184
DELISTED
Gores Holdings VIII, Inc. Warrant
GIIXW
$8K ﹤0.01%
14,874
– –
HCARW
1185
DELISTED
Healthcare Services Acquisition Corporation Warrant
HCARW
$8K ﹤0.01%
75,000
– –
HCICW
1186
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
$8K ﹤0.01%
39,618
– –
DHBCW
1187
DELISTED
DHB Capital Corp. Warrant
DHBCW
$8K ﹤0.01%
66,666
– –
FSSIW
1188
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
$8K ﹤0.01%
60,999
– –
SWETW
1189
DELISTED
Athlon Acquisition Corp. Warrant
SWETW
$8K ﹤0.01%
66,499
– –
AXH.WS
1190
DELISTED
Industrial Human Capital, Inc. Warrants
AXH.WS
$8K ﹤0.01%
200,000
– –
PRBM.WS
1191
DELISTED
Parabellum Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
PRBM.WS
$8K ﹤0.01%
59,999
– –
GFX.WS
1192
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
$8K ﹤0.01%
87,500
– –
MEOAW
1193
DELISTED
Minority Equality Opportunities Acquisition Inc. Warrants
MEOAW
$8K ﹤0.01%
100,000
– –
ACHR.WS icon
1194
Archer Aviation Redeemable Warrants
ACHR.WS
$21.5M
$7K ﹤0.01%
12,851
-94,093
-88% -$63.9K
AISPW
1195
Airship AI Holdings Warrants
AISPW
$15.6M
$7K ﹤0.01%
75,000
– –
ABVEW
1196
DELISTED
Above Food Ingredients Inc Warrants
ABVEW
$7K ﹤0.01%
81,833
– –
VEEAW
1197
Veea Inc Warrant
VEEAW
$7K ﹤0.01%
37,394
– –
KACLW
1198
DELISTED
Kairous Acquisition Corp. Limited Warrants
KACLW
$7K ﹤0.01%
93,748
– –
LCW.WS
1199
DELISTED
Learn CW Investment Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
LCW.WS
$7K ﹤0.01%
81,364
– –
COOLW
1200
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$7K ﹤0.01%
133,333
– –
46 47
48
49 50

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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.