We are live on ! Find out more
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
IGTAW
926
DELISTED
Inception Growth Acquisition Limited Warrants
IGTAW
$34K ﹤0.01%
+149,997
New +$29.2K
APCA.WS
927
DELISTED
AP Acquisition Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
APCA.WS
$34K ﹤0.01%
+131,419
New +$38.1K
LIBYW
928
DELISTED
Liberty Resources Acquisition Corp. Warrant
LIBYW
$34K ﹤0.01%
+150,000
New +$35.9K
NFNT.WS
929
DELISTED
Infinite Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFNT.WS
$34K ﹤0.01%
+98,901
New +$43.2K
CRECW
930
DELISTED
Crescera Capital Acquisition Corp Warrant
CRECW
$34K ﹤0.01%
+99,028
New +$41.4K
RAMMW
931
DELISTED
Aries I Acquisition Corporation
RAMMW
$34K ﹤0.01%
90,505
– –
GLHAW
932
DELISTED
Glass Houses Acquisition Corp. Warrant
GLHAW
$34K ﹤0.01%
99,999
– –
FIACW
933
DELISTED
Focus Impact Acquisition Corp. Warrant
FIACW
$34K ﹤0.01%
+124,124
New +$50.1K
CMCAW
934
DELISTED
Capitalworks Emerging Markets Acquisition Corp Warrant
CMCAW
$33K ﹤0.01%
+185,574
New +$55.3K
HZON.WS
935
DELISTED
Horizon Acquisition Corporation II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HZON.WS
$33K ﹤0.01%
49,999
– –
PPGHW
936
DELISTED
Poema Global Holdings Corp. Warrant
PPGHW
$33K ﹤0.01%
24,999
– –
OPTXW icon
937
Syntec Optics Holdings Warrant
OPTXW
$14.1M
$32K ﹤0.01%
+134,177
New +$32.8K
GLLIR
938
DELISTED
Globalink Investment Inc. Rights
GLLIR
$32K ﹤0.01%
+200,000
New +$43.2K
ZURAW
939
DELISTED
Zura Bio Limited Warrants
ZURAW
$32K ﹤0.01%
75,000
– –
LFACW
940
DELISTED
LF Capital Acquisition Corp. II Warrants
LFACW
$32K ﹤0.01%
+170,943
New +$50.8K
ALTIW
941
DELISTED
AlTi Global Inc Warrant
ALTIW
$32K ﹤0.01%
50,713
– –
HORIW
942
DELISTED
Emerging Markets Horizon Corp. Warrants
HORIW
$32K ﹤0.01%
+262,860
New +$62K
ARGUW
943
DELISTED
Argus Capital Corp. Warrant
ARGUW
$32K ﹤0.01%
74,999
– –
PIAI.WS
944
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$31K ﹤0.01%
133,333
– –
MSDAW
945
DELISTED
MSD Acquisition Corp. Warrant
MSDAW
$31K ﹤0.01%
40,000
– –
DTRTW
946
DELISTED
DTRT Health Acquisition Corp. Warrant
DTRTW
$31K ﹤0.01%
+148,984
New +$50.4K
PSAGW
947
DELISTED
Property Solutions Acquisition Corporation II Warrant
PSAGW
$31K ﹤0.01%
112,500
– –
DSAQ.WS
948
DELISTED
Direct Selling Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DSAQ.WS
$31K ﹤0.01%
124,999
– –
REEAW
949
DELISTED
REE Automotive Ltd. Warrant
REEAW
$31K ﹤0.01%
99,480
-24,877
-20% -$16.3K
HIGA.WS
950
DELISTED
H.I.G. Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HIGA.WS
$31K ﹤0.01%
90,205
+38,539
+75% +$16.1K
36 37
38
39 40

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
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
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.