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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
LGACW
1251
DELISTED
Lazard Growth Acquisition Corp. I Warrants
LGACW
$5K ﹤0.01%
10,000
– –
SCOBW
1252
DELISTED
ScION Tech Growth II Warrants
SCOBW
$5K ﹤0.01%
16,666
– –
NAACW
1253
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$5K ﹤0.01%
17,666
– –
JCICW
1254
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$5K ﹤0.01%
23,190
– –
FTEV.WS
1255
DELISTED
FinTech Evolution Acquisition Group Redeemable Warrants, each whole warrant exercisable for one Class A Ordinary Share for $11.50 per share
FTEV.WS
$5K ﹤0.01%
25,581
+12,248
+92% +$4.91K
RKTA.WS
1256
DELISTED
Rocket Internet Growth Opportunities Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
RKTA.WS
$5K ﹤0.01%
12,500
– –
COVAW
1257
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
$5K ﹤0.01%
26,549
– –
TWNI.WS
1258
DELISTED
Tailwind International Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TWNI.WS
$5K ﹤0.01%
25,000
– –
HHGCR
1259
DELISTED
HHG Capital Corporation Rights
HHGCR
$5K ﹤0.01%
25,000
– –
HHGCW
1260
DELISTED
HHG Capital Corporation Warrant
HHGCW
$4K ﹤0.01%
25,000
+12,500
+100% +$2.67K
FEXDR
1261
DELISTED
Fintech Ecosystem Development Corp. Right
FEXDR
$4K ﹤0.01%
+24,996
New +$4.41K
BLUA.WS
1262
DELISTED
BlueRiver Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
BLUA.WS
$4K ﹤0.01%
16,666
– –
TRCA.WS
1263
DELISTED
Twin Ridge Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
TRCA.WS
$4K ﹤0.01%
16,666
– –
CLAA.WS
1264
DELISTED
Colonnade Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
CLAA.WS
$4K ﹤0.01%
10,139
– –
TZPSW
1265
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$4K ﹤0.01%
16,999
– –
DLCAW
1266
DELISTED
Deep Lake Capital Acquisition Corp. Warrant
DLCAW
$4K ﹤0.01%
20,500
– –
FINMW
1267
DELISTED
Marlin Technology Corporation Warrant
FINMW
$4K ﹤0.01%
14,405
– –
FCAX.WS
1268
DELISTED
Fortress Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
FCAX.WS
$4K ﹤0.01%
10,599
– –
CPTK.WS
1269
DELISTED
Crown PropTech Acquisitions Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CPTK.WS
$4K ﹤0.01%
16,666
– –
LHC.WS
1270
DELISTED
Leo Holdings Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
LHC.WS
$4K ﹤0.01%
12,499
– –
CHAA.WS
1271
DELISTED
Catcha Investment Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CHAA.WS
$4K ﹤0.01%
16,666
– –
GSAQW
1272
DELISTED
Global Synergy Acquisition Corp. Warrant
GSAQW
$4K ﹤0.01%
24,999
– –
WTMAR
1273
DELISTED
Welsbach Technology Metals Acquisition Corp. one right to receive 1/10th of a share of common stock
WTMAR
$4K ﹤0.01%
+26,469
New +$5.67K
SDAWW
1274
SunCar Technology Group Warrant
SDAWW
$12.3M
$3K ﹤0.01%
+34,000
New +$3.77K
EBACW
1275
DELISTED
European Biotech Acquisition Corp. Warrant
EBACW
$3K ﹤0.01%
14,666
– –
49 50
51
52 53

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EMPI
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HPG
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DTC
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AWA
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EAM
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ACM
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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.