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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
HMHC
1551
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-1,429,656
Closed -$30M
ISBC
1552
DELISTED
Investors Bancorp, Inc.
ISBC
– –
-3,680,501
Closed -$55M
FLOW
1553
DELISTED
SPX FLOW, Inc.
FLOW
– –
-253,725
Closed -$21.9M
PPGH
1554
DELISTED
Poema Global Holdings Corp. Class A Ordinary Share
PPGH
– –
-43,868
Closed -$433K
PPGHW
1555
DELISTED
Poema Global Holdings Corp. Warrant
PPGHW
– –
-24,999
Closed -$33K
PBCT
1556
DELISTED
People's United Financial Inc
PBCT
– –
-2,992,570
Closed -$59.8M
HNRA.U
1557
DELISTED
HNR Acquisition Corp Units, each consisting of one share of Common Stock, and one redeemable Warrant
HNRA.U
– –
-150,000
Closed -$1.5M
VNE
1558
DELISTED
Veoneer, Inc.
VNE
– –
-863,870
Closed -$31.9M
GMBT
1559
DELISTED
Pivotal Holdings Corp Class A Ordinary Share
GMBT
– –
-78,599
Closed -$737K
GMBTW
1560
DELISTED
Pivotal Holdings Corp Warrant
GMBTW
– –
-13,333
Closed -$9K
GDSTU
1561
DELISTED
Goldenstone Acquisition Limited Units
GDSTU
– –
-110,000
Closed -$1.1M
CPTNW
1562
DELISTED
Cepton, Inc. Warrant
CPTNW
– –
-20,339
Closed -$10K
CITEU
1563
DELISTED
Cartica Acquisition Corp Unit
CITEU
– –
-630,352
Closed -$6.37M
FLDDU
1564
DELISTED
FTAC Emerald Acquisition Corp. Unit
FLDDU
– –
-682,442
Closed -$6.81M
GHIXU
1565
DELISTED
Gores Holdings IX, Inc. Unit
GHIXU
– –
-4,750,000
Closed -$47.7M
PFTAU
1566
DELISTED
Perception Capital Corp. III Unit
PFTAU
– –
-100,000
Closed -$987K
PLAOU
1567
DELISTED
Patria Latin American Opportunity Acquisition Corp. Unit
PLAOU
– –
-1,200,000
Closed -$12.1M
APXIU
1568
DELISTED
APx Acquisition Corp. I Unit
APXIU
– –
-296,978
Closed -$2.98M
DUETU
1569
DELISTED
DUET Acquisition Corp. Unit
DUETU
– –
-255,460
Closed -$2.56M
AVHIU
1570
DELISTED
Achari Ventures Holdings Corp I Unit
AVHIU
– –
-100,000
Closed -$1M
RCACU
1571
DELISTED
Revelstone Capital Acquisition Corp. Unit
RCACU
– –
-1,350,000
Closed -$13.2M
PICC.U
1572
DELISTED
Pivotal Investment Corporation III Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
PICC.U
– –
-13,760
Closed -$134K
RACYU
1573
DELISTED
Relativity Acquisition Corp. Unit
RACYU
– –
-275,000
Closed -$2.77M
REGI
1574
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-129,451
Closed -$7.85M
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.