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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
RUMBW
676
RUM Group Inc Warrant
RUMBW
$12.6M
$129K ﹤0.01%
38,000
– –
NKGN
677
DELISTED
NKGen Biotech, Inc. Common Stock
NKGN
$126K ﹤0.01%
13,000
– –
STET.WS
678
DELISTED
ST Energy Transition I Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50, included as part of the SAIL securities
STET.WS
$126K ﹤0.01%
+371,187
New +$147K
TGVCW
679
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$125K ﹤0.01%
600,000
– –
MTVC.WS
680
DELISTED
Motive Capital Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
MTVC.WS
$125K ﹤0.01%
+305,990
New +$132K
PEPLW
681
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$124K ﹤0.01%
299,999
– –
HWEL
682
DELISTED
Healthwell Acquisition Corp. I Class A Common Stock
HWEL
$123K ﹤0.01%
12,700
-279,200
-96% -$2.69M
GFGDR
683
DELISTED
The Growth for Good Acquisition Corporation Right
GFGDR
$123K ﹤0.01%
+724,136
New +$125K
PEGRW
684
DELISTED
Project Energy Reimagined Acquisition Corp. Warrant
PEGRW
$122K ﹤0.01%
+222,320
New +$114K
USCTW
685
DELISTED
Roth CH Acquisition Co. Warrant
USCTW
$121K ﹤0.01%
+345,633
New +$136K
AFTR
686
DELISTED
AfterNext HealthTech Acquisition Corp
AFTR
$121K ﹤0.01%
12,498
– –
BRMK.WS
687
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$121K ﹤0.01%
1,362,627
+1,019,070
+297% +$93.2K
TRCA.U
688
DELISTED
Twin Ridge Capital Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
TRCA.U
$119K ﹤0.01%
+12,108
New +$119K
MMU
689
Western Asset Managed Municipals Fund
MMU
$549M
$118K ﹤0.01%
+10,132
New +$124K
FST.WS
690
DELISTED
FAST Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
FST.WS
$117K ﹤0.01%
77,725
– –
BMAC.WS
691
DELISTED
Black Mountain Acquisition Corp. Warrants, exercisable for one share of Class A Common Stock
BMAC.WS
$116K ﹤0.01%
431,244
– –
GDEVW icon
692
GDEV Inc Warrant
GDEVW
$60.8K
$113K ﹤0.01%
159,632
-99,368
-38% -$78.2K
ZNTEW
693
DELISTED
Zanite Acquisition Corp. Warrant
ZNTEW
$112K ﹤0.01%
175,000
– –
LUNRW
694
DELISTED
Intuitive Machines, Inc. Warrants
LUNRW
$111K ﹤0.01%
224,998
– –
XPOA.WS
695
DELISTED
DPCM Capital, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at
XPOA.WS
$110K ﹤0.01%
163,332
– –
PIPP.WS
696
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$109K ﹤0.01%
226,666
– –
SUAC.WS
697
DELISTED
ShoulderUp Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
SUAC.WS
$108K ﹤0.01%
+318,181
New +$133K
AAGRW
698
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$107K ﹤0.01%
117,164
– –
BRIVW
699
DELISTED
B. Riley Principal 250 Merger Corp. Warrant
BRIVW
$107K ﹤0.01%
214,059
– –
RJAC.WS
700
DELISTED
Jackson Acquisition Company Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
RJAC.WS
$107K ﹤0.01%
+532,838
New +$189K
26 27
28
29 30

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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.