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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
LGVCW
1201
DELISTED
LAMF Global Ventures Corp. I Warrant
LGVCW
$7K ﹤0.01%
99,042
– –
EACPW
1202
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$7K ﹤0.01%
61,000
– –
DISAW
1203
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$7K ﹤0.01%
49,533
– –
FRXB.WS
1204
DELISTED
Forest Road Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FRXB.WS
$7K ﹤0.01%
24,399
– –
CMRAW
1205
DELISTED
Comera Life Sciences Holdings, Inc. Warrant expiring 5/19/2027
CMRAW
$7K ﹤0.01%
+52,222
New +$8.55K
CPUH.WS
1206
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$7K ﹤0.01%
33,674
– –
GLTA.WS
1207
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
$7K ﹤0.01%
86,939
– –
GROV.WS
1208
DELISTED
Grove Collaborative Holdings, Inc. Each whole warrant is exercisable for one-fifth of a share of Class A Common Stock at an exercise price of $57.50
GROV.WS
$7K ﹤0.01%
+17,779
New +$8.92K
SNRHW
1209
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$7K ﹤0.01%
99,999
– –
PGRWW
1210
DELISTED
Progress Acquisition Corp. Warrant
PGRWW
$7K ﹤0.01%
66,500
– –
LDHAW
1211
DELISTED
LDH Growth Corp I Warrant
LDHAW
$7K ﹤0.01%
+27,399
New +$9.54K
SCMAW
1212
DELISTED
Seaport Calibre Materials Acquisition Corp. Warrant
SCMAW
$7K ﹤0.01%
50,152
– –
ARCKW
1213
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Warrants
ARCKW
$7K ﹤0.01%
115,848
– –
AEACW
1214
DELISTED
Authentic Equity Acquisition Corp. Warrant
AEACW
$7K ﹤0.01%
66,500
– –
COLIW
1215
DELISTED
Colicity Inc. Warrant
COLIW
$7K ﹤0.01%
30,999
– –
FACA.WS
1216
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
$7K ﹤0.01%
39,600
– –
PAFOR
1217
DELISTED
Pacifico Acquisition Corp. Rights
PAFOR
$7K ﹤0.01%
50,000
– –
GHACW
1218
DELISTED
Gaming & Hospitality Acquisition Corp. Warrants
GHACW
$7K ﹤0.01%
62,331
+21,998
+55% +$4.24K
SCLEW
1219
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
$7K ﹤0.01%
29,249
– –
LAAAW
1220
DELISTED
Lakeshore Acquisition I Corp. Warrant
LAAAW
$7K ﹤0.01%
28,125
– –
EQHA.WS
1221
DELISTED
EQ Health Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
EQHA.WS
$7K ﹤0.01%
75,000
– –
FSNB.WS
1222
DELISTED
Fusion Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FSNB.WS
$7K ﹤0.01%
73,997
+33,332
+82% +$5.28K
BOAS.WS
1223
DELISTED
BOA Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at a price of $11.50 per share
BOAS.WS
$7K ﹤0.01%
42,497
– –
MONDW
1224
DELISTED
Mondee Holdings, Inc. Warrant
MONDW
$7K ﹤0.01%
25,000
– –
AVAN.WS
1225
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
$7K ﹤0.01%
100,000
– –
47 48
49
50 51

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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.