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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
RWODU
1451
DELISTED
Redwoods Acquisition Corp. Unit
RWODU
– –
-250,000
Closed -$2.51M
GMFIU
1452
DELISTED
Aetherium Acquisition Corp Unit
GMFIU
– –
-532,467
Closed -$5.3M
SCRMU
1453
DELISTED
Screaming Eagle Acquisition Corp. Unit
SCRMU
– –
-6,000,000
Closed -$60M
GAQ.U
1454
DELISTED
Generation Asia I Acquisition Limited Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
GAQ.U
– –
-459,400
Closed -$4.52M
KYCHU
1455
DELISTED
Keyarch Acquisition Corporation Unit
KYCHU
– –
-715,000
Closed -$7.1M
ASCAU
1456
DELISTED
A SPAC I Acquisition Corp. Unit
ASCAU
– –
-150,000
Closed -$1.5M
WNNR.U
1457
DELISTED
Andretti Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable public warrant
WNNR.U
– –
-534,950
Closed -$5.38M
HCMAU
1458
DELISTED
HCM Acquisition Corp Unit
HCMAU
– –
-1,005,768
Closed -$10M
LBBBU
1459
DELISTED
Lakeshore Acquisition II Corp. Unit
LBBBU
– –
-125,000
Closed -$1.25M
SAGAU
1460
DELISTED
Sagaliam Acquisition Corp. Units
SAGAU
– –
-200,000
Closed -$2.01M
NUBIU
1461
DELISTED
Nubia Brand International Corp. Unit
NUBIU
– –
-989,000
Closed -$9.89M
ATAKU
1462
DELISTED
Aurora Technology Acquisition Corp. Unit
ATAKU
– –
-977,600
Closed -$9.84M
ACAXU
1463
DELISTED
Alset Capital Acquisition Corp Unit
ACAXU
– –
-370,000
Closed -$3.76M
CLINU
1464
DELISTED
Clean Earth Acquisitions Corp. Unit
CLINU
– –
-600,000
Closed -$6.02M
LIVBU
1465
DELISTED
LIV Capital Acquisition Corp. II Unit
LIVBU
– –
-720,000
Closed -$7.21M
KNSW.U
1466
DELISTED
KnightSwan Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable public warrant
KNSW.U
– –
-1,161,061
Closed -$11.6M
SHUAU
1467
DELISTED
SHUAA Partners Acquisition Corp I Unit
SHUAU
– –
-400,000
Closed -$4.01M
JGGCU
1468
DELISTED
Jaguar Global Growth Corporation I Unit
JGGCU
– –
-1,500,000
Closed -$15.1M
ITAQU
1469
DELISTED
Industrial Tech Acquisitions II, Inc. Unit
ITAQU
– –
-365,000
Closed -$3.66M
TRCA.U
1470
DELISTED
Twin Ridge Capital Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
TRCA.U
– –
-12,108
Closed -$119K
FRBNU
1471
DELISTED
Forbion European Acquisition Corp. Unit
FRBNU
– –
-485,033
Closed -$4.83M
CXAC.U
1472
DELISTED
C5 Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable public warrant
CXAC.U
– –
-1,381,675
Closed -$14M
SSU.WS
1473
DELISTED
SIGNA Sports United N.V. Public Warrants, each whole warrant to purchase one Ordinary Shares at an exercise price of $11.50
SSU.WS
– –
-28,065
Closed -$15K
SLVRU
1474
DELISTED
SilverSPAC Inc. Unit
SLVRU
– –
-296,338
Closed -$2.91M
MURFU
1475
DELISTED
Murphy Canyon Acquisition Corp. Unit
MURFU
– –
-300,000
Closed -$3.03M
57 58
59
60 61

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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.