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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
+3.97%
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
$3.83B
AUM Growth
-$81M
Cap. Flow
-$128M
Cap. Flow %
-3.35%
Top 10 Hldgs %
13.49%
Holding
1,664
New
458
Increased
109
Reduced
107
Closed
303

Top Buys

Rank Stock Value
1
SCRMU
Screaming Eagle Acquisition Corp. Unit
SCRMU
+$59.5M
2
GHIXU
Gores Holdings IX, Inc. Unit
GHIXU
+$47.5M
3
FHN icon
First Horizon
FHN
+$43.5M
4
ATVI
Activision Blizzard
ATVI
+$39.9M
5
MNDT
Mandiant, Inc. Common Stock
MNDT
+$38.2M

Top Sells

Rank Stock Value
1
INFO
IHS Markit Ltd. Common Shares
INFO
+$39.1M
2
STL
Sterling Bancorp
STL
+$31.5M
3
NUAN
Nuance Communications, Inc.
NUAN
+$29.1M
4
CONE
CyrusOne Inc Common Stock
CONE
+$28.7M
5
XLNX
Xilinx Inc
XLNX
+$28.4M

Sector Composition

Rank Sector Weight
1 Financials 25.29%
2 Technology 11.38%
3 Industrials 6.16%
4 Communication Services 2.9%
5 Healthcare 2.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CND.WS
601
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
$276K 0.01%
231,666
– –
HCVIW
602
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$272K 0.01%
566,664
– –
ETHZW
603
DELISTED
ETHZilla Corp Warrant
ETHZW
$269K 0.01%
512,134
+248,979
+95% +$145K
FNVT
604
DELISTED
Finnovate Acquisition Corp. Class A Ordinary Shares
FNVT
$266K 0.01%
26,804
-298,184
-92% -$2.95M
BNY
605
DELISTED
BlackRock New York Municipal Income Trust
BNY
$262K 0.01%
+21,481
New +$283K
BNIX
606
DELISTED
Bannix Acquisition Corp. Common Stock
BNIX
$261K 0.01%
26,355
-38,645
-59% -$381K
WTMA
607
DELISTED
Welsbach Technology Metals Acquisition Corp. Common Stock
WTMA
$261K 0.01%
+26,469
New +$260K
MSPRZ
608
DELISTED
MSP Recovery Inc Warrant
MSPRZ
$252K 0.01%
525,000
– –
ERC
609
Allspring Multi-Sector Income Fund
ERC
$253M
$250K 0.01%
+24,050
New +$273K
HHGC
610
DELISTED
HHG Capital Corporation Ordinary Shares
HHGC
$248K 0.01%
25,000
– –
VGM icon
611
Invesco Trust Investment Grade Municipals
VGM
$552M
$242K 0.01%
+20,799
New +$256K
KCGI
612
DELISTED
Kensington Capital Acquisition Corp. V
KCGI
$242K 0.01%
24,418
-237,992
-91% -$2.35M
DMF
613
DELISTED
BNY Mellon Municipal Income
DMF
$239K 0.01%
+31,489
New +$252K
NNAVW
614
DELISTED
NextNav Inc Warrant
NNAVW
$236K 0.01%
124,403
-51,591
-29% -$80.2K
GCTS.WS
615
GCT Semiconductor Holding Warrants
GCTS.WS
$14.5M
$232K 0.01%
+596,337
New +$299K
OPA
616
DELISTED
Magnum Opus Acquisition Limited
OPA
$232K 0.01%
23,414
– –
EOSEW
617
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$228K 0.01%
205,919
-32,815
-14% -$44.2K
TACA
618
DELISTED
Trepont Acquisition Corp I
TACA
$225K 0.01%
+22,360
New +$224K
NAN icon
619
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$223K 0.01%
+17,704
New +$234K
JMAC
620
DELISTED
Maxpro Capital Acquisition Corp. Class A Common Stock
JMAC
$220K 0.01%
22,000
– –
IQI icon
621
Invesco Quality Municipal Securities
IQI
$527M
$215K 0.01%
+18,947
New +$227K
DCGOW
622
DELISTED
DocGo Inc. Warrants
DCGOW
$214K 0.01%
101,172
-21,250
-17% -$40.5K
MTRY
623
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$211K 0.01%
21,228
– –
TY icon
624
TRI-Continental Corp
TY
$1.86B
$206K 0.01%
+6,692
New +$207K
NEV
625
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$204K 0.01%
+15,654
New +$219K
23 24
25
26 27

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CIS
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EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 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
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
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AQR Arbitrage's Q1 2022 Portfolio in Review

As of Q1 2022, AQR Arbitrage held 1,664 positions worth $3.83B, down 2.1% from $3.91B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Arbitrage withdrew a net $128M in Q1 2022, closing 303 positions and reducing 107 holdings. Its most notable exit was IHS Markit Ltd. Common Shares, an estimated $39.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 25% of assets, up from 18% a quarter earlier, followed by Technology and Industrials.

Against the trend, AQR Arbitrage opened a new position in Screaming Eagle Acquisition Corp. Unit worth $60M.

  • AQR Arbitrage's largest Q1 2022 buy was Screaming Eagle Acquisition Corp. Unit: 6,000,000 shares worth $60M.
  • AQR Arbitrage added most to Ortho Clinical Diagnostics Holdings plc Ordinary Shares in Q1 2022, an estimated $18.4M increase.
  • AQR Arbitrage's biggest Q1 2022 reduction was Marblegate Acquisition Corp. Class A Common Stock, cutting an estimated $26.5M.
  • AQR Arbitrage fully exited IHS Markit Ltd. Common Shares in Q1 2022, selling an estimated $39.1M.
  • AQR Arbitrage's ten largest holdings make up 13% of its $3.83B portfolio in Q1 2022.
  • AQR Arbitrage opened 458 new positions and closed 303 in Q1 2022.
  • AQR Arbitrage's portfolio value fell 2.1% quarter-over-quarter to $3.83B.

Based on AQR Arbitrage's 13F filing for Q1 2022, filed 16 May 2022.