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
MDH.WS
1051
DELISTED
MDH Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
MDH.WS
$20K ﹤0.01%
125,000
– –
MAAQR
1052
DELISTED
Mana Capital Acquisition Corp. Rights
MAAQR
$20K ﹤0.01%
+99,992
New +$25.9K
WARR.WS
1053
DELISTED
Warrior Technologies Acquisition Company Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
WARR.WS
$20K ﹤0.01%
80,894
– –
WAVC.WS
1054
DELISTED
Waverley Capital Acquisition Corp. 1 Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
WAVC.WS
$19K ﹤0.01%
50,500
– –
RONI.WS
1055
DELISTED
Rice Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
RONI.WS
$19K ﹤0.01%
30,248
– –
GIIXW
1056
DELISTED
Gores Holdings VIII, Inc. Warrant
GIIXW
$19K ﹤0.01%
14,874
– –
LGV.WS
1057
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
$19K ﹤0.01%
46,000
– –
FSSIW
1058
DELISTED
Fortistar Sustainable Solutions Corp. Warrant
FSSIW
$19K ﹤0.01%
60,999
– –
PCPC.WS
1059
DELISTED
Periphas Capital Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $28.75
PCPC.WS
$19K ﹤0.01%
24,999
– –
SBII.WS
1060
DELISTED
Sandbridge X2 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
SBII.WS
$19K ﹤0.01%
40,666
– –
MEOAW
1061
DELISTED
Minority Equality Opportunities Acquisition Inc. Warrants
MEOAW
$19K ﹤0.01%
100,000
– –
ONMDW icon
1062
OneMedNet Corp Warrant
ONMDW
$787K
$18K ﹤0.01%
100,000
– –
CLDI.WS
1063
DELISTED
Calidi Biotherapeutics, Inc. Redeemable Warrants, each whole warrant exercisable for 1/10th of a share of Common Stock at an exercise price of $115.00
CLDI.WS
$18K ﹤0.01%
49,998
– –
CCVI.WS
1064
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$18K ﹤0.01%
28,937
+5,537
+24% +$4.18K
SDACW
1065
DELISTED
Sustainable Development Acquisition I Corp. Warrant
SDACW
$18K ﹤0.01%
60,349
– –
SNRHW
1066
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$18K ﹤0.01%
99,999
– –
BMAQR
1067
DELISTED
Blockchain Moon Acquisition Corp. Rights
BMAQR
$18K ﹤0.01%
100,000
– –
CRZNW
1068
DELISTED
Corazon Capital V838 Monoceros Corp Warrant
CRZNW
$18K ﹤0.01%
50,000
– –
GTPAW
1069
DELISTED
Gores Technology Partners, Inc. Warrant
GTPAW
$18K ﹤0.01%
23,600
– –
GTPBW
1070
DELISTED
Gores Technology Partners II, Inc. Warrant
GTPBW
$18K ﹤0.01%
23,599
– –
VTIQW
1071
DELISTED
VectoIQ Acquisition Corp. II Warrant
VTIQW
$18K ﹤0.01%
39,999
– –
PHICW
1072
DELISTED
Population Health Investment Co., Inc. Warrant
PHICW
$18K ﹤0.01%
62,444
– –
CDROW icon
1073
Codere Online Luxembourg Warrants
CDROW
$5.73M
$17K ﹤0.01%
29,742
-33,010
-53% -$21.2K
TLSIW icon
1074
TriSalus Life Sciences Warrant
TLSIW
$17K ﹤0.01%
66,665
– –
BRLSW icon
1075
Borealis Foods Inc Warrant
BRLSW
$17K ﹤0.01%
75,000
– –
41 42
43
44 45

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 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
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

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.