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
REVHW
1251
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Warrant.
REVHW
$6K ﹤0.01%
23,399
– –
PHICW
1252
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
$6K ﹤0.01%
62,444
– –
SPGS.WS
1253
DELISTED
Simon Property Group Acquisition Holdings, Inc. Warrants, each exercisable for one Class A common stock at an exercise price of $11.50 per share
SPGS.WS
$6K ﹤0.01%
31,747
– –
AMPI.WS
1254
DELISTED
Advanced Merger Partners Inc Warrants
AMPI.WS
$6K ﹤0.01%
19,833
– –
TMAC.WS
1255
DELISTED
The Music Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
TMAC.WS
$6K ﹤0.01%
62,000
– –
ASPCW
1256
DELISTED
Alpha Capital Acquisition Co Warrant
ASPCW
$6K ﹤0.01%
25,000
– –
FATPW
1257
DELISTED
Fat Projects Acquisition Corp Warrant
FATPW
$6K ﹤0.01%
80,000
– –
BNZIW icon
1258
Banzai International Warrant
BNZIW
$5K ﹤0.01%
100,000
– –
COEPW
1259
DELISTED
Coeptis Therapeutics Warrants
COEPW
$5K ﹤0.01%
130,000
– –
BNIXW
1260
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$5K ﹤0.01%
65,000
– –
OCAXW
1261
DELISTED
OCA Acquisition Corp. Warrant
OCAXW
$5K ﹤0.01%
95,769
– –
LBBBW
1262
DELISTED
Lakeshore Acquisition II Corp. Warrants
LBBBW
$5K ﹤0.01%
+62,498
New +$7.49K
NRACW
1263
DELISTED
Northern Revival Acquisition Corporation Warrant
NRACW
$5K ﹤0.01%
50,000
– –
HHLA.WS
1264
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$5K ﹤0.01%
32,149
– –
FSRXW
1265
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$5K ﹤0.01%
29,748
– –
IFIN.WS
1266
DELISTED
InFinT Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per whole share
IFIN.WS
$5K ﹤0.01%
86,649
– –
FZT.WS
1267
DELISTED
FAST Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
FZT.WS
$5K ﹤0.01%
37,500
– –
SDACW
1268
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
$5K ﹤0.01%
60,349
– –
BWACW
1269
DELISTED
BETTER WORLD ACQUISITION CORP. Warrants
BWACW
$5K ﹤0.01%
90,000
– –
BTMDW
1270
DELISTED
Biote Corp. Warrant
BTMDW
$5K ﹤0.01%
12,607
-16,892
-57% -$9.11K
GRCYW
1271
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$5K ﹤0.01%
150,000
– –
BNNRW
1272
DELISTED
Banner Acquisition Corp. Warrants
BNNRW
$5K ﹤0.01%
49,635
– –
HERAW
1273
DELISTED
FTAC Hera Acquisition Corp. Warrant
HERAW
$5K ﹤0.01%
24,999
– –
BACA.WS
1274
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
$5K ﹤0.01%
37,499
– –
AVCTW
1275
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$5K ﹤0.01%
132,403
-46,460
-26% -$3.6K
49 50
51
52 53

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.