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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
PIPP.U
626
DELISTED
Pine Island Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
PIPP.U
$203K 0.01%
+20,283
New +$203K
HTOOW
627
DELISTED
Fusion Fuel Green PLC Warrant
HTOOW
$202K 0.01%
79,422
-40,751
-34% -$75K
FEXD
628
DELISTED
Fintech Ecosystem Development Corp. Class A Common Stock
FEXD
$199K 0.01%
+19,976
New +$198K
OPAL icon
629
OPAL Fuels
OPAL
$67.7M
$198K 0.01%
20,000
– –
CPAAW
630
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
$192K 0.01%
375,497
– –
EVOJ
631
DELISTED
Evo Acquisition Corp. Class A Common Stock
EVOJ
$189K ﹤0.01%
19,320
– –
LSEAW
632
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$188K ﹤0.01%
817,278
+732,477
+864% +$140K
ECF
633
Ellsworth Growth & Income Fund
ECF
$166M
$187K ﹤0.01%
+17,701
New +$192K
INSI
634
DELISTED
Insight Select Income Fund
INSI
$184K ﹤0.01%
+10,294
New +$191K
ATEK.WS
635
DELISTED
Athena Technology Acquisition Corp. II Redeemable Warrants
ATEK.WS
$182K ﹤0.01%
+877,029
New +$303K
SGHC.WS
636
DELISTED
Super Group (SGHC) Limited Redeemable Warrants, each whole Warrant exercisable for one Ordinary Share, each at an exercise price of $11. 50 per share
SGHC.WS
$181K ﹤0.01%
+63,051
New +$110K
TIOA
637
DELISTED
Tio Tech A Class A Ordinary Share
TIOA
$178K ﹤0.01%
18,180
-81,616
-82% -$793K
NVG icon
638
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.68B
$176K ﹤0.01%
+11,887
New +$187K
YTPG
639
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$176K ﹤0.01%
17,909
– –
AIRJW
640
AirJoule Technologies Warrant
AIRJW
$61.4M
$174K ﹤0.01%
+435,239
New +$210K
BZAIW
641
Blaize Holdings Warrants
BZAIW
$5.93M
$172K ﹤0.01%
+1,217,571
New +$211K
PRPB.WS
642
DELISTED
CC Neuberger Principal Holdings II Redeemable warrants, each whole warrant exercisable for one Class
PRPB.WS
$168K ﹤0.01%
167,800
– –
MBAC.WS
643
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$168K ﹤0.01%
499,999
– –
MHI
644
DELISTED
Pioneer Municipal High Income Fund
MHI
$164K ﹤0.01%
+15,599
New +$175K
INVZW
645
DELISTED
Innoviz Technologies Warrant
INVZW
$162K ﹤0.01%
158,431
-20,508
-11% -$24.9K
FOUNW
646
DELISTED
Founder SPAC Warrants
FOUNW
$161K ﹤0.01%
374,999
– –
BARK.WS
647
DELISTED
BARK Inc Warrants
BARK.WS
$159K ﹤0.01%
245,187
-31,642
-11% -$19.7K
ENX
648
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$159K ﹤0.01%
+15,147
New +$170K
AENT icon
649
Alliance Entertainment
AENT
$305M
$158K ﹤0.01%
16,038
– –
SKYH.WS icon
650
Sky Harbour Group Warrants
SKYH.WS
$17.4M
$158K ﹤0.01%
+104,871
New +$108K
24 25
26
27 28

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CIS
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EMPI
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HPG
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DTC
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AWA
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EAM
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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.