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
KRNL
651
DELISTED
Kernel Group Holdings, Inc. Class A Ordinary Shares
KRNL
$321K 0.01%
+32,712
New +$321K
PHD
652
DELISTED
Pioneer Floating Rate Fund
PHD
$316K 0.01%
+35,574
New +$341K
EHI
653
Western Asset Global High Income Fund
EHI
$175M
$315K 0.01%
44,634
+27,010
+153% +$207K
ICU icon
654
SeaStar Medical
ICU
$14.5M
$310K 0.01%
122
– –
AAQC
655
DELISTED
Accelerate Acquisition Corp
AAQC
$303K 0.01%
+31,001
New +$303K
NFJ
656
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$296K 0.01%
+25,663
New +$326K
DMB
657
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$286K 0.01%
+21,965
New +$264K
PANW icon
658
Palo Alto Networks
PANW
$261B
$280K 0.01%
3,468
-6
-0.2% -$532
NBH
659
Neuberger Municipal Fund Inc
NBH
$304M
$279K 0.01%
+24,942
New +$292K
VPV icon
660
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$275K 0.01%
+26,257
New +$282K
JGGCR
661
DELISTED
Jaguar Global Growth Corporation I Right
JGGCR
$270K 0.01%
+1,499,996
New +$244K
AVGOP
662
DELISTED
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
$269K 0.01%
177
– –
BCV
663
Bancroft Fund
BCV
$135M
$267K 0.01%
+14,780
New +$293K
FNVT
664
DELISTED
Finnovate Acquisition Corp. Class A Ordinary Shares
FNVT
$266K 0.01%
26,804
– –
PSF icon
665
Cohen & Steers Select Preferred & Income Fund
PSF
$235M
$265K 0.01%
+13,006
New +$277K
BNIX
666
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$262K 0.01%
26,355
– –
KCAC.WS
667
DELISTED
Kensington Capital Acquisition Corp. IV Class 1 redeemable warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50
KCAC.WS
$262K 0.01%
+903,188
New +$338K
WTMA
668
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$261K 0.01%
26,320
-149
-0.6% -$1.48K
IVH
669
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$260K 0.01%
+25,397
New +$289K
MAV
670
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$251K 0.01%
+28,699
New +$259K
HHGC
671
DELISTED
HHG Capital Corporation Ordinary Shares
HHGC
$251K 0.01%
25,000
– –
CND.WS
672
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
$248K 0.01%
231,666
– –
WEA
673
Western Asset Premier Bond Fund
WEA
$124M
$243K 0.01%
+22,965
New +$256K
SMIH
674
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
$243K 0.01%
+25,000
New +$243K
BGH
675
Barings Global Short Duration High Yield Fund
BGH
$281M
$242K 0.01%
+18,590
New +$266K
25 26
27
28 29

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.