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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
PRLHW
701
DELISTED
Pearl Holdings Acquisition Corp Warrant
PRLHW
$105K ﹤0.01%
+374,999
New +$102K
OSI.WS
702
DELISTED
Osiris Acquisition Corp. Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
OSI.WS
$103K ﹤0.01%
427,320
– –
VMGAW
703
DELISTED
VMG Consumer Acquisition Corp. Warrant
VMGAW
$103K ﹤0.01%
+277,715
New +$131K
SCLE
704
DELISTED
Broadscale Acquisition Corp. Class A common stock
SCLE
$103K ﹤0.01%
10,492
– –
BPACW
705
DELISTED
Bullpen Parlay Acquisition Company Warrant
BPACW
$102K ﹤0.01%
+296,952
New +$99.5K
IGACW
706
DELISTED
IG Acquisition Corp. Warrant
IGACW
$100K ﹤0.01%
312,500
– –
GIWWW
707
DELISTED
GigInternational1, Inc. Warrant
GIWWW
$100K ﹤0.01%
277,250
– –
SVSVW
708
DELISTED
Spring Valley Acquisition Corp. Warrant
SVSVW
$100K ﹤0.01%
49,999
– –
HWELW
709
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
$99K ﹤0.01%
300,750
– –
GGAAW
710
DELISTED
Genesis Growth Tech Acquisition Corp. Warrant
GGAAW
$99K ﹤0.01%
+494,961
New +$109K
CELUW
711
DELISTED
Celularity Inc
CELUW
$98K ﹤0.01%
71,695
-44,194
-38% -$36K
MTAL.WS
712
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$98K ﹤0.01%
108,831
– –
STRY.WS
713
DELISTED
Starry Group Holdings, Inc. Warrants, each whole warrant exercisable to purchase 1.2415 shares of Class A common stock at an exercise price of $11.50 per 1.2415 shares of Class A common stock
STRY.WS
$98K ﹤0.01%
+111,040
New +$89.5K
ACHR.WS icon
714
Archer Aviation Redeemable Warrants
ACHR.WS
$17M
$97K ﹤0.01%
106,944
-76,817
-42% -$44.9K
DSM
715
BNY Mellon Strategic Municipal Bond Fund
DSM
$291M
$95K ﹤0.01%
+13,485
New +$100K
AERTW
716
Aeries Technology Warrant
AERTW
$94K ﹤0.01%
+246,865
New +$107K
BURU.WS
717
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$94K ﹤0.01%
550,000
– –
ADALW
718
DELISTED
Anthemis Digital Acquisitions I Corp Warrant
ADALW
$94K ﹤0.01%
+359,631
New +$145K
ESSCR
719
DELISTED
East Stone Acquisition Corporation Right
ESSCR
$94K ﹤0.01%
275,000
– –
LUXAW
720
DELISTED
Lux Health Tech Acquisition Corp. Warrants
LUXAW
$94K ﹤0.01%
223,328
+33,330
+18% +$18.9K
THCPW
721
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$93K ﹤0.01%
141,360
– –
SLDPW icon
722
Solid Power Inc Warrant
SLDPW
$6.59M
$91K ﹤0.01%
38,125
-76,914
-67% -$152K
ROCAR
723
DELISTED
ROC Energy Acquisition Corp. Rights
ROCAR
$91K ﹤0.01%
+473,477
New +$106K
HOFVW
724
DELISTED
Hall of Fame Resort & Entertainment Company Warrant
HOFVW
$90K ﹤0.01%
358,735
-182,349
-34% -$38.8K
SEDA.WS
725
DELISTED
SDCL EDGE Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A ordinary share at an exercise price of $11.50
SEDA.WS
$90K ﹤0.01%
+271,724
New +$136K
27 28
29
30 31

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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.