We are live on ! Find out more
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
IBER
501
DELISTED
Ibere Pharmaceuticals
IBER
$981K 0.02%
+100,000
New +$981K
BRIV
502
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$980K 0.02%
100,512
– –
SPKB
503
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$980K 0.02%
100,000
– –
SPTK
504
DELISTED
SportsTek Acquisition Corp. Class A Common Stock
SPTK
$978K 0.02%
100,000
– –
RBAC
505
DELISTED
RedBall Acquisition Corp.
RBAC
$975K 0.02%
97,940
– –
IRAA
506
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
$967K 0.02%
+98,875
New +$968K
HPLT
507
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
$967K 0.02%
99,280
– –
TWLV
508
DELISTED
Twelve Seas Investment Company II Class A Common Stock
TWLV
$966K 0.02%
98,799
– –
CPAR
509
DELISTED
Catalyst Partners Acquisition Corp. Class A Ordinary Share
CPAR
$964K 0.02%
98,980
-1,005
-1% -$9.8K
FOXW
510
DELISTED
FoxWayne Enterprises Acquisition Corp. Class A Common Stock
FOXW
$954K 0.02%
94,130
– –
MSPRZ
511
DELISTED
MSP Recovery Inc Warrant
MSPRZ
$940K 0.02%
445,408
-79,592
-15% -$78K
GATE
512
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
$933K 0.02%
94,461
– –
MUC icon
513
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$922K 0.02%
+77,007
New +$923K
VKQ icon
514
Invesco Municipal Trust
VKQ
$540M
$916K 0.02%
90,142
+56,533
+168% +$587K
VMO icon
515
Invesco Municipal Opportunity Trust
VMO
$653M
$915K 0.02%
88,569
+34,331
+63% +$358K
CLIM
516
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
$910K 0.02%
+92,538
New +$908K
TZPS
517
DELISTED
TZP Strategies Acquisition Corp. Class A Ordinary Share
TZPS
$904K 0.02%
+91,842
New +$903K
AXH
518
DELISTED
Industrial Human Capital, Inc.
AXH
$903K 0.02%
90,072
-1,378
-2% -$13.8K
NAC icon
519
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$894K 0.02%
72,539
+35,799
+97% +$435K
FTF
520
Franklin Limited Duration Income Trust
FTF
$233M
$893K 0.02%
132,039
+87,583
+197% +$612K
IQI icon
521
Invesco Quality Municipal Securities
IQI
$526M
$881K 0.02%
86,244
+67,297
+355% +$700K
DSAC
522
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
$874K 0.02%
88,090
– –
EQHA
523
DELISTED
EQ Health Acquisition Corp.
EQHA
$862K 0.02%
87,656
– –
EVM
524
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
$861K 0.02%
92,898
+53,963
+139% +$502K
JCIC
525
DELISTED
Jack Creek Investment Corp. Class A Ordinary Shares
JCIC
$851K 0.02%
+86,552
New +$850K
19 20
21
22 23

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.