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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
FTAAW
1226
DELISTED
FTAC Athena Acquisition Corp. Warrant
FTAAW
$7K ﹤0.01%
12,500
– –
IIIIW
1227
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
$7K ﹤0.01%
33,332
– –
PCXCW
1228
DELISTED
Parsec Capital Acquisitions Corp Warrant
PCXCW
$7K ﹤0.01%
+30,000
New +$8.32K
WPCB.WS
1229
DELISTED
Warburg Pincus Capital Corporation I-B Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WPCB.WS
$7K ﹤0.01%
15,000
– –
ATAQ.WS
1230
DELISTED
Altimar Acquisition Corp III Warrants
ATAQ.WS
$7K ﹤0.01%
12,500
– –
NOVVW
1231
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$7K ﹤0.01%
76,500
+38,250
+100% +$5.57K
BETRW icon
1232
Better Home & Finance Warrant
BETRW
$2.51M
$6K ﹤0.01%
12,500
– –
CSTA.WS
1233
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$6K ﹤0.01%
19,332
– –
AAC.WS
1234
DELISTED
Ares Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AAC.WS
$6K ﹤0.01%
14,999
– –
PNTM.WS
1235
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$6K ﹤0.01%
17,666
– –
GBRGR
1236
DELISTED
Goldenbridge Acquisition Limited Right
GBRGR
$6K ﹤0.01%
+34,000
New +$6.05K
ANAC.WS
1237
DELISTED
Arctos NorthStar Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ANAC.WS
$6K ﹤0.01%
18,749
– –
ITQRW
1238
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
$6K ﹤0.01%
19,500
– –
BIOTW
1239
DELISTED
Biotech Acquisition Company Warrant
BIOTW
$6K ﹤0.01%
26,499
– –
POWRW
1240
DELISTED
Powered Brands Warrants
POWRW
$6K ﹤0.01%
16,666
– –
KAIRW
1241
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$6K ﹤0.01%
31,346
– –
AGAC.WS
1242
DELISTED
African Gold Acquisition Corp Warrants
AGAC.WS
$6K ﹤0.01%
29,997
– –
TCACW
1243
DELISTED
Tuatara Capital Acquisition Corporation Warrant
TCACW
$6K ﹤0.01%
19,000
– –
LDTCW
1244
DELISTED
LeddarTech Holdings Inc. Warrants
LDTCW
$5K ﹤0.01%
16,666
– –
MMVWW
1245
DELISTED
MultiMetaVerse Holdings Limited Warrant
MMVWW
$5K ﹤0.01%
30,000
– –
MACAW
1246
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$5K ﹤0.01%
20,000
– –
MTRYW
1247
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$5K ﹤0.01%
21,228
– –
JMACW
1248
DELISTED
Maxpro Capital Acquisition Corp. Warrants
JMACW
$5K ﹤0.01%
22,000
– –
AGGRW
1249
DELISTED
Agile Growth Corp Warrant
AGGRW
$5K ﹤0.01%
16,666
– –
NVSAW
1250
DELISTED
New Vista Acquisition Corp. Warrant
NVSAW
$5K ﹤0.01%
12,666
– –
48 49
50
51 52

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HCM
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HPG
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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.