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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
IIIIW
1351
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
$3K ﹤0.01%
33,332
– –
COVAW
1352
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
$3K ﹤0.01%
26,549
– –
PV.WS
1353
DELISTED
Primavera Capital Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PV.WS
$3K ﹤0.01%
20,500
– –
HTPA.WS
1354
DELISTED
Highland Transcend Partners I Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HTPA.WS
$3K ﹤0.01%
24,285
– –
QNGY.WS
1355
DELISTED
Quanergy Systems, Inc. Warrants, each whole warrant exercisable for one twentieth (1/20) share of Common Stock at an exercise price of $230.00 per full share
QNGY.WS
$3K ﹤0.01%
52,199
-67,755
-56% -$9.2K
PAQCW
1356
DELISTED
Provident Acquisition Corp. Warrant
PAQCW
$3K ﹤0.01%
20,499
– –
PICC.WS
1357
DELISTED
Pivotal Investment Corporation III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
PICC.WS
$3K ﹤0.01%
26,951
+2,752
+11% +$841
SRSAW
1358
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
$3K ﹤0.01%
33,333
– –
SBII.WS
1359
DELISTED
Sandbridge X2 Corp. Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
SBII.WS
$3K ﹤0.01%
40,666
– –
ISLEW
1360
DELISTED
Isleworth Healthcare Acquisition Corporation Warrant
ISLEW
$3K ﹤0.01%
99,999
– –
WTMAR
1361
DELISTED
Welsbach Technology Metals Acquisition Corp. one right to receive 1/10th of a share of common stock
WTMAR
$3K ﹤0.01%
26,469
– –
AILEW
1362
DELISTED
iLearningEngines, Inc. Warrant
AILEW
$3K ﹤0.01%
61,000
– –
HHGCR
1363
DELISTED
HHG Capital Corporation Rights
HHGCR
$3K ﹤0.01%
25,000
– –
STRE.WS
1364
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$3K ﹤0.01%
20,000
– –
BETRW icon
1365
Better Home & Finance Warrant
BETRW
$2K ﹤0.01%
12,500
– –
LDTCW
1366
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$2K ﹤0.01%
16,666
– –
BNAIW
1367
Brand Engagement Network Warrant
BNAIW
$2.26M
$2K ﹤0.01%
33,865
– –
HHGCW
1368
DELISTED
HHG Capital Corporation Warrant
HHGCW
$2K ﹤0.01%
25,000
– –
FEXDR
1369
DELISTED
Fintech Ecosystem Development Corp. Right
FEXDR
$2K ﹤0.01%
24,996
– –
MACAW
1370
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$2K ﹤0.01%
20,000
– –
BLUA.WS
1371
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$2K ﹤0.01%
16,666
– –
HGASW
1372
DELISTED
Global Gas Corporation Warrant
HGASW
$2K ﹤0.01%
42,499
– –
MTRYW
1373
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$2K ﹤0.01%
21,228
– –
TRCA.WS
1374
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$2K ﹤0.01%
20,702
+4,036
+24% +$637
PNTM.WS
1375
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$2K ﹤0.01%
17,666
– –
53 54
55
56 57

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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.