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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
BNZIW icon
1001
Banzai International Warrant
BNZIW
$134K
$24K ﹤0.01%
100,000
– –
WALDW icon
1002
Waldencast PLC Warrant
WALDW
$4.53M
$24K ﹤0.01%
25,000
– –
ROCLW
1003
DELISTED
Roth CH Acquisition V Co. Warrant
ROCLW
$24K ﹤0.01%
+61,040
New +$26.9K
BTWNW
1004
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$24K ﹤0.01%
40,000
– –
ZVSAW
1005
DELISTED
ZyVersa Therapeutics, Inc. Warrants
ZVSAW
$24K ﹤0.01%
+138,981
New +$28.1K
SIERW
1006
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
$24K ﹤0.01%
99,997
– –
HMCOW
1007
DELISTED
HumanCo Acquisition Corp. Warrant
HMCOW
$24K ﹤0.01%
74,996
+49,997
+200% +$26.2K
FVIV.WS
1008
DELISTED
Fortress Value Acquisition Corp. IV Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVIV.WS
$24K ﹤0.01%
44,936
– –
RICOW
1009
DELISTED
Agrico Acquisition Corp Warrant
RICOW
$24K ﹤0.01%
114,198
– –
GFX.WS
1010
DELISTED
Golden Falcon Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
GFX.WS
$24K ﹤0.01%
87,500
– –
ALTUW
1011
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$23K ﹤0.01%
135,000
– –
AVCTW
1012
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$23K ﹤0.01%
178,863
-54,538
-23% -$8.73K
AFACW
1013
DELISTED
Arena Fortify Acquisition Corp. Warrant
AFACW
$23K ﹤0.01%
+91,851
New +$35.9K
TEKKW
1014
DELISTED
Tekkorp Digital Acquisition Corp. Warrant
TEKKW
$23K ﹤0.01%
75,000
– –
ARTAW
1015
DELISTED
Artisan Acquisition Corp. Warrants
ARTAW
$23K ﹤0.01%
86,269
– –
SHFSW icon
1016
SHF Holdings Warrants
SHFSW
$22K ﹤0.01%
99,998
– –
GLLIW
1017
DELISTED
Globalink Investment Inc. Warrants
GLLIW
$22K ﹤0.01%
+200,000
New +$26.8K
SFRWW
1018
DELISTED
Appreciate Holdings, Inc. Warrant
SFRWW
$22K ﹤0.01%
85,596
– –
BMAQW
1019
DELISTED
Blockchain Moon Acquisition Corp. Warrants
BMAQW
$22K ﹤0.01%
100,000
– –
ARCKW
1020
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Warrants
ARCKW
$22K ﹤0.01%
+115,848
New +$42.5K
AKICW
1021
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
$22K ﹤0.01%
18,320
– –
DHBCW
1022
DELISTED
DHB Capital Corp. Warrant
DHBCW
$22K ﹤0.01%
66,666
– –
CLRMW
1023
DELISTED
Clarim Acquisition Corp. Warrant
CLRMW
$22K ﹤0.01%
95,022
– –
EPWR.WS
1024
DELISTED
Empowerment & Inclusion Capital I Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock, each at an exercise price of $11.50 per share
EPWR.WS
$22K ﹤0.01%
113,496
+49,997
+79% +$17.7K
MIT.WS
1025
DELISTED
Mason Industrial Technology, Inc. Redeemable warrants, exercisable for one share of Class A common stock for $11.50 per share
MIT.WS
$22K ﹤0.01%
66,665
– –
39 40
41
42 43

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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.