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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
TPGY.WS
1226
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
$7K ﹤0.01%
20,000
– –
GPCOR
1227
DELISTED
Golden Path Acquisition Corporation Rights
GPCOR
$7K ﹤0.01%
35,000
– –
ACKIW
1228
DELISTED
Ackrell SPAC Partners I Co Warrants
ACKIW
$7K ﹤0.01%
+67,499
New +$18.7K
NOVVR
1229
DELISTED
Nova Vision Acquisition Corp. Rights
NOVVR
$7K ﹤0.01%
76,500
– –
ICUCW
1230
SeaStar Medical Holding Corp Warrant
ICUCW
$413K
$6K ﹤0.01%
50,000
– –
SCLXW icon
1231
Scilex Holding Co Warrant
SCLXW
$2.55M
$6K ﹤0.01%
39,615
– –
TLSIW icon
1232
TriSalus Life Sciences Warrant
TLSIW
$25.5M
$6K ﹤0.01%
66,665
– –
OCEAW
1233
DELISTED
Ocean Biomediacal, Inc. Warrants
OCEAW
$6K ﹤0.01%
49,997
– –
ASCAW
1234
DELISTED
A SPAC I Acquisition Corp. Warrant
ASCAW
$6K ﹤0.01%
+112,496
New +$13.5K
TBCPW
1235
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$6K ﹤0.01%
26,346
– –
DOMA.WS
1236
DELISTED
Doma Holdings, Inc. Warrants, Every 25 warrants will be exercisable for one share of Common Stock at an exercise price of $287.50 per share of Common Stock
DOMA.WS
$6K ﹤0.01%
56,108
-20,161
-26% -$4.28K
GSQB.WS
1237
DELISTED
G Squared Ascend II Inc. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GSQB.WS
$6K ﹤0.01%
48,918
– –
ORIAW
1238
DELISTED
Orion Biotech Opportunities Corp. Warrant
ORIAW
$6K ﹤0.01%
40,000
– –
IPVIW
1239
DELISTED
InterPrivate IV InfraTech Partners Inc. Warrant
IPVIW
$6K ﹤0.01%
24,800
– –
CRZNW
1240
DELISTED
Corazon Capital V838 Monoceros Corp Warrant
CRZNW
$6K ﹤0.01%
50,000
– –
FRONW
1241
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
$6K ﹤0.01%
27,943
– –
TBSAW
1242
DELISTED
TB SA Acquisition Corp Warrant
TBSAW
$6K ﹤0.01%
49,999
– –
ESM.WS
1243
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$6K ﹤0.01%
33,332
– –
EPHYW
1244
DELISTED
Epiphany Technology Acquisition Corp. Warrant
EPHYW
$6K ﹤0.01%
83,332
– –
MPACR
1245
DELISTED
Model Performance Acquisition Corp. Right
MPACR
$6K ﹤0.01%
60,000
– –
MONCW
1246
DELISTED
Monument Circle Acquisition Corp. Warrant
MONCW
$6K ﹤0.01%
64,500
– –
GNACW
1247
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
$6K ﹤0.01%
42,000
– –
KLAQW
1248
DELISTED
KL Acquisition Corp Warrant
KLAQW
$6K ﹤0.01%
38,665
– –
LGV.WS
1249
DELISTED
Longview 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
LGV.WS
$6K ﹤0.01%
46,000
– –
ZWRKW
1250
DELISTED
Z-Work Acquisition Corp. Warrant
ZWRKW
$6K ﹤0.01%
41,665
– –
48 49
50
51 52

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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.