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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
BHACW
901
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$39K ﹤0.01%
99,999
– –
COOLW
902
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$39K ﹤0.01%
133,333
– –
BENEW
903
DELISTED
Benessere Capital Acquisition Corp. Warrant
BENEW
$39K ﹤0.01%
75,000
– –
ENPC.WS
904
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$39K ﹤0.01%
125,000
– –
MNTN.WS
905
DELISTED
Everest Consolidator Acquisition Corporation Warrants, each whole warrant exercisable for one share of Class A Common Stock, at an exercise price of $11.50
MNTN.WS
$39K ﹤0.01%
+195,444
New +$61.7K
BRACR
906
DELISTED
Broad Capital Acquisition Corp Rights
BRACR
$38K ﹤0.01%
+235,055
New +$44.3K
PUCKW
907
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$38K ﹤0.01%
128,000
– –
ENERW
908
DELISTED
Accretion Acquisition Corp Warrant
ENERW
$38K ﹤0.01%
224,999
– –
MSAIW icon
909
MultiSensor AI Holdings Warrant
MSAIW
$715K
$37K ﹤0.01%
149,999
– –
ALORW
910
DELISTED
ALSP Orchid Acquisition Corp I Warrant
ALORW
$37K ﹤0.01%
+148,542
New +$42.9K
BWCAW
911
DELISTED
Blue Whale Acquisition Corp I Warrant
BWCAW
$37K ﹤0.01%
74,351
– –
FTVIW
912
DELISTED
FinTech Acquisition Corp. VI Warrants
FTVIW
$37K ﹤0.01%
74,998
– –
FAASW
913
DELISTED
DigiAsia Corp Warrant
FAASW
$36K ﹤0.01%
125,000
+62,500
+100% +$21.2K
ALSAR
914
DELISTED
Alpha Star Acquisition Corp Rights
ALSAR
$36K ﹤0.01%
+200,000
New +$46.3K
ADOCR
915
DELISTED
Edoc Acquisition Corp. Right
ADOCR
$36K ﹤0.01%
100,000
– –
FAZEW
916
DELISTED
FaZe Holdings Inc. Warrant
FAZEW
$36K ﹤0.01%
40,332
– –
NCACW
917
DELISTED
Newcourt Acquisition Corp Warrant
NCACW
$36K ﹤0.01%
+148,125
New +$53.8K
OTECW
918
DELISTED
OceanTech Acquisitions I Corp. Warrant
OTECW
$36K ﹤0.01%
257,010
– –
AXH.WS
919
DELISTED
Industrial Human Capital, Inc. Warrants
AXH.WS
$36K ﹤0.01%
+200,000
New +$45.3K
GTACW
920
DELISTED
Global Technology Acquisition Corp. I Warrant
GTACW
$35K ﹤0.01%
+98,747
New +$43.4K
TRAQ.WS
921
DELISTED
Trine II Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
TRAQ.WS
$35K ﹤0.01%
+123,806
New +$53.5K
FLYA.WS
922
DELISTED
SOAR Technology Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FLYA.WS
$35K ﹤0.01%
99,999
+1
+0% –
HTAQ.WS
923
DELISTED
Hunt Companies Acquisition Corp. I Warrants, each exercisable for one Class A ordinary share at an exercise price of $11.50 per share
HTAQ.WS
$35K ﹤0.01%
+148,563
New +$48.3K
VSEEW
924
VSee Health Warrant
VSEEW
$268K
$34K ﹤0.01%
+200,000
New +$46.8K
MITAW
925
DELISTED
Coliseum Acquisition Corp. Warrant
MITAW
$34K ﹤0.01%
86,289
– –
35 36
37
38 39

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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.