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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
BENER
1026
DELISTED
Benessere Capital Acquisition Corp. Right
BENER
$22K ﹤0.01%
100,000
– –
OACB.WS
1027
DELISTED
Oaktree Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share
OACB.WS
$22K ﹤0.01%
33,613
– –
BOAC.WS
1028
DELISTED
Bluescape Opportunities Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
BOAC.WS
$22K ﹤0.01%
65,000
– –
AMODW
1029
Alpha Modus Holdings Warrant
AMODW
$256K
$21K ﹤0.01%
62,498
– –
TRONW
1030
DELISTED
Corner Growth Acquisition Corp. 2 Warrants
TRONW
$21K ﹤0.01%
116,665
– –
BREZW
1031
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$21K ﹤0.01%
100,000
– –
AIBBR
1032
DELISTED
AIB Acquisition Corp Right
AIBBR
$21K ﹤0.01%
+150,000
New +$25.1K
IPVF.WS
1033
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$21K ﹤0.01%
31,400
– –
GLTA.WS
1034
DELISTED
Galata Acquisition Corp. Warrants, each whole warrant exercisable for one class A ordinary share at an exercise price of $11.50
GLTA.WS
$21K ﹤0.01%
86,939
– –
BNNRW
1035
DELISTED
Banner Acquisition Corp. Warrants
BNNRW
$21K ﹤0.01%
+49,635
New +$21.7K
HWKZ.WS
1036
DELISTED
Hawks Acquisition Corp Public warrants, each whole public warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50 per share
HWKZ.WS
$21K ﹤0.01%
87,498
– –
IPOD.WS
1037
DELISTED
Social Capital Hedosophia Holdings Corp. IV Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOD.WS
$21K ﹤0.01%
22,500
– –
OTRAW
1038
DELISTED
OTR Acquisition Corp. Warrant
OTRAW
$21K ﹤0.01%
99,999
– –
COCHW icon
1039
Envoy Medical Warrant
COCHW
$465K
$20K ﹤0.01%
83,332
– –
PFTAW
1040
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$20K ﹤0.01%
45,998
– –
VSACW
1041
DELISTED
Vision Sensing Acquisition Corp. Warrants
VSACW
$20K ﹤0.01%
+93,742
New +$25.4K
JTAIW
1042
DELISTED
Jet.AI Inc. Warrant
JTAIW
$20K ﹤0.01%
126,500
– –
SWSSW
1043
DELISTED
Clean Energy Special Situations Corp. Warrant
SWSSW
$20K ﹤0.01%
49,998
– –
ZFOXW
1044
DELISTED
ZeroFox Holdings, Inc. Warrants
ZFOXW
$20K ﹤0.01%
65,000
– –
ROSS.WS
1045
DELISTED
Ross Acquisition Corp II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
ROSS.WS
$20K ﹤0.01%
49,999
– –
VLATW
1046
DELISTED
Valor Latitude Acquisition Corp. Warrant
VLATW
$20K ﹤0.01%
66,666
– –
SMIHW
1047
DELISTED
Summit Healthcare Acquisition Corp. Warrant
SMIHW
$20K ﹤0.01%
100,000
– –
AEACW
1048
DELISTED
Authentic Equity Acquisition Corp. Warrant
AEACW
$20K ﹤0.01%
66,500
– –
SPTKW
1049
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
$20K ﹤0.01%
112,500
– –
HIIIW
1050
DELISTED
Hudson Executive Investment Corp. III Warrant
HIIIW
$20K ﹤0.01%
50,498
– –
40 41
42
43 44

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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.