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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
PKBOW
1276
DELISTED
Peak Bio, Inc. Warrant
PKBOW
$5K ﹤0.01%
25,000
– –
ASAXW
1277
DELISTED
Astrea Acquisition Corp. Warrant
ASAXW
$5K ﹤0.01%
66,499
– –
SPTKW
1278
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
$5K ﹤0.01%
112,500
– –
HIIIW
1279
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
$5K ﹤0.01%
50,498
– –
SHACW
1280
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
$5K ﹤0.01%
63,499
– –
OEPWW
1281
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
$5K ﹤0.01%
39,999
– –
ATAQ.WS
1282
DELISTED
Altimar Acquisition Corp III Warrants
ATAQ.WS
$5K ﹤0.01%
12,500
– –
FVT.WS
1283
DELISTED
Fortress Value Acquisition Corp. III Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVT.WS
$5K ﹤0.01%
28,179
– –
AUS.WS
1284
DELISTED
Austerlitz Acquisition Corporation I Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
AUS.WS
$5K ﹤0.01%
17,500
– –
SLCRW
1285
DELISTED
Silver Crest Acquisition Corporation Warrant
SLCRW
$5K ﹤0.01%
21,499
– –
VYGG.WS
1286
DELISTED
Vy Global Growth Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
VYGG.WS
$5K ﹤0.01%
20,000
– –
CRU.WS
1287
DELISTED
Crucible Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CRU.WS
$5K ﹤0.01%
46,965
– –
CLAS.WS
1288
DELISTED
Class Acceleration Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CLAS.WS
$5K ﹤0.01%
63,999
– –
EDTXW
1289
DELISTED
EdtechX Holdings Acquisition Corp. II Warrant
EDTXW
$5K ﹤0.01%
73,875
– –
MDAIW icon
1290
Spectral AI Warrants
MDAIW
$5.79M
$4K ﹤0.01%
41,665
– –
JWSM.WS
1291
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$4K ﹤0.01%
17,500
– –
CLDI.WS
1292
DELISTED
Calidi Biotherapeutics, Inc. Redeemable Warrants, each whole warrant exercisable for 1/10th of a share of Common Stock at an exercise price of $115.00
CLDI.WS
$4K ﹤0.01%
49,998
– –
KRNLW
1293
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$4K ﹤0.01%
37,499
– –
TWLVW
1294
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$4K ﹤0.01%
49,999
– –
SLACW
1295
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$4K ﹤0.01%
29,999
– –
OPA.WS
1296
DELISTED
Magnum Opus Acquisition Limited Redeemable Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
OPA.WS
$4K ﹤0.01%
49,999
– –
NIRWW
1297
DELISTED
Near Intelligence, Inc. Warrant
NIRWW
$4K ﹤0.01%
49,999
– –
CCV.WS
1298
DELISTED
Churchill Capital Corp V Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCV.WS
$4K ﹤0.01%
12,499
– –
NSTD.WS
1299
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
$4K ﹤0.01%
19,998
– –
GBRGR
1300
DELISTED
Goldenbridge Acquisition Limited Right
GBRGR
$4K ﹤0.01%
34,000
– –
50 51
52
53 54

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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.