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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
KCGI.WS
651
DELISTED
Kensington Capital Acquisition Corp. V Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
KCGI.WS
$158K ﹤0.01%
263,625
– –
ATA
652
DELISTED
Americas Technology Acquisition Corp.
ATA
$157K ﹤0.01%
15,288
– –
BROGW
653
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$155K ﹤0.01%
408,117
-18,149
-4% -$7.96K
OMEG
654
DELISTED
Omega Alpha SPAC Class A Ordinary Shares
OMEG
$155K ﹤0.01%
15,793
– –
NEA icon
655
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.39B
$154K ﹤0.01%
+11,683
New +$163K
NAD icon
656
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$152K ﹤0.01%
+11,342
New +$163K
BFAC.WS
657
DELISTED
Battery Future Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
BFAC.WS
$152K ﹤0.01%
+562,572
New +$172K
NCA icon
658
Nuveen California Municipal Value Fund
NCA
$299M
$150K ﹤0.01%
+16,409
New +$158K
EHI
659
Western Asset Global High Income Fund
EHI
$175M
$149K ﹤0.01%
+17,624
New +$158K
WALD icon
660
Waldencast
WALD
$208M
$148K ﹤0.01%
15,000
– –
WPCB
661
DELISTED
Warburg Pincus Capital Corporation I-B
WPCB
$147K ﹤0.01%
15,000
-47,950
-76% -$468K
SCUA.WS
662
DELISTED
Sculptor Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
SCUA.WS
$146K ﹤0.01%
+485,033
New +$195K
SVFB
663
DELISTED
SVF Investment Corp. 2 Class A Ordinary Shares
SVFB
$144K ﹤0.01%
14,641
– –
CNDA.WS
664
DELISTED
Concord Acquisition Corp II Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CNDA.WS
$141K ﹤0.01%
236,991
– –
IVCBW
665
DELISTED
Investcorp Europe Acquisition Corp I Warrant
IVCBW
$140K ﹤0.01%
+499,998
New +$148K
STRDW
666
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$139K ﹤0.01%
403,883
-52,596
-12% -$10.8K
IMPX.WS
667
DELISTED
AEA-Bridges Impact Corp Warrants
IMPX.WS
$138K ﹤0.01%
175,000
– –
ZINGW
668
DELISTED
FTAC Zeus Acquisition Corp. Warrant
ZINGW
$135K ﹤0.01%
+367,166
New +$168K
VLDRW
669
DELISTED
Velodyne Lidar, Inc. Warrants
VLDRW
$135K ﹤0.01%
130,162
+11,640
+10% +$12K
TRIS.WS
670
DELISTED
Tristar Acquisition I Corp. Redeemable Warrants, each exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRIS.WS
$134K ﹤0.01%
+331,979
New +$143K
ACRO.WS
671
DELISTED
Acropolis Infrastructure Acquisition Corp Warrants
ACRO.WS
$134K ﹤0.01%
282,327
– –
PICC.U
672
DELISTED
Pivotal Investment Corporation III Units, each consisting of one share of Class A common stock and one-fifth of one redeemable warrant
PICC.U
$134K ﹤0.01%
+13,760
New +$135K
PORT.WS
673
DELISTED
Southport Acquisition Corporation Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50
PORT.WS
$132K ﹤0.01%
+486,950
New +$160K
NETC.WS
674
DELISTED
Nabors Energy Transition Corp. Warrants, exercisable for one share of Class A Common Stock
NETC.WS
$132K ﹤0.01%
+347,945
New +$152K
MYI icon
675
BlackRock MuniYield Quality Fund III
MYI
$717M
$130K ﹤0.01%
+10,355
New +$138K
25 26
27
28 29

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CIS
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EMPI
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HPG
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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
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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.