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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
EVOJW
1301
DELISTED
Evo Acquisition Corp. Warrant
EVOJW
$4K ﹤0.01%
61,500
– –
REVEW
1302
DELISTED
Alpine Acquisition Corp Warrant
REVEW
$4K ﹤0.01%
+37,499
New +$6.51K
LVRAW
1303
DELISTED
Levere Holdings Corp. Warrant
LVRAW
$4K ﹤0.01%
41,666
– –
PDOT.WS
1304
DELISTED
Peridot Acquisition Corp. II Redeemable warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PDOT.WS
$4K ﹤0.01%
19,999
– –
LOKM.WS
1305
DELISTED
Live Oak Mobility Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOKM.WS
$4K ﹤0.01%
25,680
– –
DNZ.WS
1306
DELISTED
D and Z Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
DNZ.WS
$4K ﹤0.01%
41,332
– –
HCIIW
1307
DELISTED
Hudson Executive Investment Corp. II Warrant
HCIIW
$4K ﹤0.01%
30,500
– –
SCOAW
1308
DELISTED
ScION Tech Growth I Warrant
SCOAW
$4K ﹤0.01%
33,333
– –
VELOW
1309
DELISTED
Velocity Acquisition Corp. Warrant
VELOW
$4K ﹤0.01%
39,332
– –
RXRAW
1310
DELISTED
RXR Acquisition Corp. Warrants to purchase Class A common stock
RXRAW
$4K ﹤0.01%
26,400
– –
PCXCW
1311
DELISTED
Parsec Capital Acquisitions Corp Warrant
PCXCW
$4K ﹤0.01%
30,000
– –
JOFFW
1312
DELISTED
JOFF Fintech Acquisition Corp. Warrant
JOFFW
$4K ﹤0.01%
38,999
– –
HLAHW
1313
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Warrant
HLAHW
$4K ﹤0.01%
42,999
– –
BLTSW
1314
DELISTED
Bright Lights Acquisition Corp. Warrant
BLTSW
$4K ﹤0.01%
52,499
– –
SSAAW
1315
DELISTED
Science Strategic Acquisition Corp. Alpha Warrant
SSAAW
$4K ﹤0.01%
40,333
– –
FTCVW
1316
DELISTED
FinTech Acquisition Corp. V Warrant
FTCVW
$4K ﹤0.01%
49,999
– –
OHPAW
1317
DELISTED
Orion Acquisition Corp. Warrant
OHPAW
$4K ﹤0.01%
47,247
+8,248
+21% +$1.83K
WPCB.WS
1318
DELISTED
Warburg Pincus Capital Corporation I-B Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WPCB.WS
$4K ﹤0.01%
15,000
– –
NSTC.WS
1319
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
$4K ﹤0.01%
19,998
– –
TLGA.WS
1320
DELISTED
TLG Acquisition One Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
TLGA.WS
$4K ﹤0.01%
50,702
– –
CLIM.WS
1321
DELISTED
Climate Real Impact Solutions II Acquisition Corporation Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
CLIM.WS
$4K ﹤0.01%
24,399
– –
ACII.WS
1322
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
$4K ﹤0.01%
29,999
– –
MACC.WS
1323
DELISTED
Mission Advancement Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
MACC.WS
$4K ﹤0.01%
50,700
– –
WARR.WS
1324
DELISTED
Warrior Technologies Acquisition Company Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
WARR.WS
$4K ﹤0.01%
80,894
– –
GLSPW
1325
DELISTED
Global SPAC Partners Co. Warrants
GLSPW
$4K ﹤0.01%
47,500
– –
51 52
53
54 55

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GA
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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.