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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
TSIBU
1501
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
– –
-58,333
Closed -$576K
FVIV.U
1502
DELISTED
Fortress Value Acquisition Corp. IV Units, each consisting of one share of Class A common stock and one-eighth of one redeemable Warrant
FVIV.U
– –
-100,000
Closed -$981K
ASZ.U
1503
DELISTED
Austerlitz Acquisition Corporation II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
ASZ.U
– –
-240,000
Closed -$2.37M
KIIIW
1504
DELISTED
Kismet Acquisition Three Corp. Warrant
KIIIW
$0 ﹤0.01%
13,332
– –
PIPP.U
1505
DELISTED
Pine Island Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
PIPP.U
– –
-20,283
Closed -$203K
SANBU
1506
DELISTED
Sanaby Health Acquisition Corp. I Unit
SANBU
– –
-333,965
Closed -$3.36M
KCAC.U
1507
DELISTED
Kensington Capital Acquisition Corp. IV Units, each consisting of one Class A Ordinary Share, one Class 1 redeemable Warrant and one Class 2 redeemable Warrant
KCAC.U
– –
-825,000
Closed -$8.26M
ACKIU
1508
DELISTED
Ackrell SPAC Partners I Co Units
ACKIU
– –
-135,000
Closed -$1.39M
RVACU
1509
DELISTED
Riverview Acquisition Corp. Unit
RVACU
– –
-446,500
Closed -$4.46M
GOAC.WS
1510
DELISTED
GO Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock
GOAC.WS
$0 ﹤0.01%
266,032
-17,300
-6% -$2.19K
RICOW
1511
DELISTED
Agrico Acquisition Corp Warrant
RICOW
– –
-114,198
Closed -$24K
APTS
1512
DELISTED
Preferred Apartment Communities, Inc.
APTS
– –
-393,604
Closed -$9.82M
EJFAW
1513
DELISTED
EJF Acquisition Corp. Warrant
EJFAW
– –
-12,999
Closed -$12K
EJFA
1514
DELISTED
EJF Acquisition Corp. Class A Ordinary Share
EJFA
– –
-87,547
Closed -$863K
PLAN
1515
DELISTED
Anaplan, Inc.
PLAN
– –
-400,503
Closed -$26.1M
VGII.WS
1516
DELISTED
Virgin Group Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one Class
VGII.WS
– –
-19,999
Closed -$8K
OACB
1517
DELISTED
Oaktree Acquisition Corp. II
OACB
– –
-97,272
Closed -$968K
OACB.WS
1518
DELISTED
Oaktree Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share
OACB.WS
– –
-33,613
Closed -$22K
TCACW
1519
DELISTED
Tuatara Capital Acquisition Corporation Warrant
TCACW
– –
-19,000
Closed -$6K
TCAC
1520
DELISTED
Tuatara Capital Acquisition Corporation Class A Ordinary Shares
TCAC
– –
-86,650
Closed -$857K
TACA.WS
1521
DELISTED
Trepont Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordin
TACA.WS
– –
-51,180
Closed -$8K
TACA
1522
DELISTED
Trepont Acquisition Corp I
TACA
– –
-22,360
Closed -$225K
CERN
1523
DELISTED
Cerner Corp
CERN
– –
-611,160
Closed -$57.2M
CAS.WS
1524
DELISTED
Cascade Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class
CAS.WS
– –
-159,916
Closed -$28K
NEV
1525
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
– –
-15,654
Closed -$204K
59 60
61
62 63

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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.