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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
ESM.WS
1126
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$13K ﹤0.01%
33,332
– –
SCMAW
1127
DELISTED
Seaport Calibre Materials Acquisition Corp. Warrant
SCMAW
$13K ﹤0.01%
+50,152
New +$16.6K
MPACR
1128
DELISTED
Model Performance Acquisition Corp. Right
MPACR
$13K ﹤0.01%
60,000
– –
VELOW
1129
DELISTED
Velocity Acquisition Corp. Warrant
VELOW
$13K ﹤0.01%
39,332
– –
SHACW
1130
DELISTED
SCP & CO Healthcare Acquisition Company Warrant
SHACW
$13K ﹤0.01%
63,499
– –
OEPWW
1131
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
$13K ﹤0.01%
39,999
– –
TPGY.WS
1132
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
$13K ﹤0.01%
20,000
– –
PPHPR
1133
DELISTED
PHP Ventures Acquisition Corp. Rights
PPHPR
$13K ﹤0.01%
71,500
– –
SCLXW icon
1134
Scilex Holding Co Warrant
SCLXW
$2.37M
$12K ﹤0.01%
39,615
– –
OCEAW
1135
DELISTED
Ocean Biomediacal, Inc. Warrants
OCEAW
$12K ﹤0.01%
49,997
– –
AONCW
1136
DELISTED
American Oncology Network, Inc. Warrant
AONCW
$12K ﹤0.01%
29,999
– –
TWLVW
1137
DELISTED
Twelve Seas Investment Company II Warrant
TWLVW
$12K ﹤0.01%
49,999
– –
ADOCW
1138
DELISTED
Edoc Acquisition Corp. Warrant
ADOCW
$12K ﹤0.01%
100,000
+50,000
+100% +$6.64K
EACPW
1139
DELISTED
Edify Acquisition Corp. Warrant
EACPW
$12K ﹤0.01%
61,000
– –
SLACW
1140
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$12K ﹤0.01%
29,999
– –
DISAW
1141
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$12K ﹤0.01%
49,533
+16,200
+49% +$7.01K
FZT.WS
1142
DELISTED
FAST 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
FZT.WS
$12K ﹤0.01%
37,500
– –
GRCYW
1143
DELISTED
Greencity Acquisition Corporation Warrants
GRCYW
$12K ﹤0.01%
150,000
+75,000
+100% +$7.79K
IPVIW
1144
DELISTED
InterPrivate IV InfraTech Partners Inc. Warrant
IPVIW
$12K ﹤0.01%
24,800
– –
VPCBW
1145
DELISTED
VPC Impact Acquisition Holdings II Warrant
VPCBW
$12K ﹤0.01%
37,499
– –
TBSAW
1146
DELISTED
TB SA Acquisition Corp Warrant
TBSAW
$12K ﹤0.01%
49,999
– –
LOKM.WS
1147
DELISTED
Live Oak Mobility Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOKM.WS
$12K ﹤0.01%
25,680
– –
DNZ.WS
1148
DELISTED
D and Z Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
DNZ.WS
$12K ﹤0.01%
41,332
– –
GNACW
1149
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
$12K ﹤0.01%
42,000
– –
COLIW
1150
DELISTED
Colicity Inc. Warrant
COLIW
$12K ﹤0.01%
30,999
– –
44 45
46
47 48

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EMPI
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HCM
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HPG
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DTC
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AWA
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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.