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
TSC
1526
DELISTED
TriState Capital Holdings, Inc.
TSC
– –
-151,930
Closed -$5.05M
OCA.WS
1527
DELISTED
Omnichannel Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A comm
OCA.WS
– –
-341,600
Closed -$62K
APSG.WS
1528
DELISTED
Apollo Strategic Growth Capital Warrants, each exercisable for one Class A Ordinary Share at an exer
APSG.WS
– –
-32,223
Closed -$44K
OCDX
1529
DELISTED
Ortho Clinical Diagnostics Holdings plc Ordinary Shares
OCDX
– –
-1,417,879
Closed -$26.5M
ANAT
1530
DELISTED
American National Group, Inc. Common Stock
ANAT
– –
-71,755
Closed -$13.6M
ZNGA
1531
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-4,218,082
Closed -$39M
OTRAW
1532
DELISTED
OTR Acquisition Corp. Warrant
OTRAW
– –
-99,999
Closed -$21K
MIME
1533
DELISTED
Mimecast Limited
MIME
– –
-382,924
Closed -$30.5M
ARTA
1534
DELISTED
Artisan Acquisition Corp. Class A Ordinary Shares
ARTA
– –
-258,809
Closed -$2.55M
ARTAW
1535
DELISTED
Artisan Acquisition Corp. Warrants
ARTAW
– –
-86,269
Closed -$23K
XENT
1536
DELISTED
Intersect ENT, Inc
XENT
– –
-438,869
Closed -$12.3M
EPAY
1537
DELISTED
Bottomline Technologies Inc
EPAY
– –
-551,065
Closed -$31.2M
ZNTEW
1538
DELISTED
Zanite Acquisition Corp. Warrant
ZNTEW
– –
-175,000
Closed -$112K
ZNTE
1539
DELISTED
Zanite Acquisition Corp. Class A Common Stock
ZNTE
– –
-118,160
Closed -$1.21M
JOBS
1540
DELISTED
51job Inc
JOBS
– –
-221,285
Closed -$13M
GNOG
1541
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
– –
-441,002
Closed -$3.14M
SVSVW
1542
DELISTED
Spring Valley Acquisition Corp. Warrant
SVSVW
– –
-49,999
Closed -$100K
SV
1543
DELISTED
Spring Valley Acquisition Corp. Class A Ordinary Share
SV
– –
-243,641
Closed -$2.55M
ECOL
1544
DELISTED
US Ecology, Inc.
ECOL
– –
-282,491
Closed -$13.5M
MACU
1545
DELISTED
Mallard Acquisition Corp. Common stock
MACU
– –
-60,390
Closed -$609K
MGP
1546
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-641,814
Closed -$24.8M
ATSPT
1547
DELISTED
Archimedes Tech SPAC Partners Co. Subunit
ATSPT
– –
-235,600
Closed -$2.34M
CHPMW
1548
DELISTED
CHP Merger Corp. Warrant
CHPMW
– –
-479,757
Closed -$83K
FOE
1549
DELISTED
Ferro Corporation
FOE
– –
-765,009
Closed -$16.6M
MFL
1550
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
– –
-33,832
Closed -$415K
59 60 61
62
63

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.