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
CFFSU
1551
DELISTED
CF Acquisition Corp. VII Unit
CFFSU
– –
-400,000
Closed -$4.06M
IGTAU
1552
DELISTED
Inception Growth Acquisition Limited Unit
IGTAU
– –
-300,000
Closed -$3.02M
ATEK.U
1553
DELISTED
Athena Technology Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-half of one Redeemable Warrant
ATEK.U
– –
-1,689,362
Closed -$16.8M
MNTN.U
1554
DELISTED
Everest Consolidator Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
MNTN.U
– –
-390,892
Closed -$3.92M
BFAC.U
1555
DELISTED
Battery Future Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
BFAC.U
– –
-1,100,000
Closed -$11M
TLGYU
1556
DELISTED
TLGY Acquisition Corporation Unit
TLGYU
– –
-346,405
Closed -$3.46M
KACLU
1557
DELISTED
Kairous Acquisition Corp. Limited Unit
KACLU
– –
-187,500
Closed -$1.9M
RCFA.U
1558
DELISTED
Perception Capital Corp. IV Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
RCFA.U
– –
-247,609
Closed -$2.5M
WEL.U
1559
DELISTED
Integrated Wellness Acquisition Corp Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
WEL.U
– –
-490,000
Closed -$4.94M
AEAEU
1560
DELISTED
AltEnergy Acquisition Corp Unit
AEAEU
– –
-297,894
Closed -$3.01M
ONYXU
1561
DELISTED
Onyx Acquisition Co. I Unit
ONYXU
– –
-297,141
Closed -$3.01M
IVCBU
1562
DELISTED
Investcorp Europe Acquisition Corp I Unit
IVCBU
– –
-1,000,000
Closed -$10.1M
CBRGU
1563
DELISTED
Chain Bridge I Units
CBRGU
– –
-297,128
Closed -$2.99M
FRLAU
1564
DELISTED
Fortune Rise Acquisition Corporation Units
FRLAU
– –
-319,294
Closed -$3.21M
MCAAU
1565
DELISTED
Mountain & Co. I Acquisition Corp. Unit
MCAAU
– –
-321,902
Closed -$3.28M
BLEUU
1566
DELISTED
bleuacacia ltd Unit
BLEUU
– –
-346,613
Closed -$3.5M
PHYT.U
1567
DELISTED
Pyrophyte Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PHYT.U
– –
-197,514
Closed -$2M
RRAC.U
1568
DELISTED
Rigel Resource Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one redeemable warrant
RRAC.U
– –
-445,711
Closed -$4.49M
AOGOU
1569
DELISTED
Arogo Capital Acquisition Corp. Unit
AOGOU
– –
-275,000
Closed -$2.76M
APCA.U
1570
DELISTED
AP Acquisition Corp Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
APCA.U
– –
-262,842
Closed -$2.66M
CMCAU
1571
DELISTED
Capitalworks Emerging Markets Acquisition Corp Unit
CMCAU
– –
-371,149
Closed -$3.74M
IRRX.U
1572
DELISTED
Integrated Rail and Resources Acquisition Corp. Units, each consisting of one share of Class A common stock and one half of one redeemable warrant
IRRX.U
– –
-342,171
Closed -$3.44M
SHAP.U
1573
DELISTED
Spree Acquisition Corp. 1 Limited Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
SHAP.U
– –
-625,000
Closed -$6.26M
GDNRU
1574
DELISTED
Gardiner Healthcare Acquisitions Corp. Unit
GDNRU
– –
-150,000
Closed -$1.51M
SGIIU
1575
DELISTED
Seaport Global Acquisition II Corp. Unit
SGIIU
– –
-269,974
Closed -$2.71M
60 61 62
63
64

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.