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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
AFAQU
226
DELISTED
AF Acquisition Corp Units
AFAQU
$2.96M 0.08%
+300,000
New +$2.96M
AEAE
227
DELISTED
AltEnergy Acquisition Corp
AEAE
$2.95M 0.08%
+297,892
New +$2.95M
BCSA
228
DELISTED
Blockchain Coinvestors Acquisition Corp. I Class A Ordinary Shares
BCSA
$2.95M 0.08%
+297,106
New +$2.93M
PLMJ
229
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$2.95M 0.08%
304,997
– –
JUGG
230
DELISTED
Jaws Juggernaut Acquisition Corporation Class A Ordinary Share
JUGG
$2.94M 0.08%
301,000
+197,500
+191% +$1.92M
RACB
231
DELISTED
Research Alliance Corp. II Class A Common Stock
RACB
$2.93M 0.08%
+300,000
New +$2.92M
LNZA icon
232
LanzaTech
LNZA
$61.1M
$2.92M 0.08%
2,995
– –
NHIC
233
DELISTED
NewHold Investment Corp. II Class A Common Stock
NHIC
$2.92M 0.08%
+297,930
New +$2.92M
SLVRU
234
DELISTED
SilverSPAC Inc. Unit
SLVRU
$2.91M 0.08%
296,338
– –
OKLO
235
Oklo
OKLO
$7.27B
$2.9M 0.08%
297,500
+50,000
+20% +$488K
TPBA
236
DELISTED
TPB Acquisition Corporation I Class A Ordinary Share
TPBA
$2.89M 0.08%
298,751
– –
BTWN
237
DELISTED
Bridgetown Holdings Limited Class A Ordinary Shares
BTWN
$2.88M 0.08%
+291,611
New +$2.87M
IQMD
238
DELISTED
Intelligent Medicine Acquisition Corp. Class A Common Stock
IQMD
$2.86M 0.07%
+286,090
New +$2.84M
VLATU
239
DELISTED
Valor Latitude Acquisition Corp. Unit
VLATU
$2.85M 0.07%
+290,000
New +$2.86M
AWIN
240
DELISTED
AERWINS Technologies Inc
AWIN
$2.84M 0.07%
2,823
– –
COCH icon
241
Envoy Medical
COCH
$51.9M
$2.77M 0.07%
283,578
– –
RACYU
242
DELISTED
Relativity Acquisition Corp. Unit
RACYU
$2.77M 0.07%
+275,000
New +$2.76M
DAOO
243
DELISTED
Crypto 1 Acquisition Corp Class A Ordinary Shares
DAOO
$2.73M 0.07%
+275,484
New +$2.71M
FRLA
244
DELISTED
Fortune Rise Acquisition Corporation Class A Common Stock
FRLA
$2.72M 0.07%
+270,754
New +$2.7M
AACI
245
DELISTED
Armada Acquisition Corp. I Common Stock
AACI
$2.7M 0.07%
274,665
– –
OPTX icon
246
Syntec Optics
OPTX
$288M
$2.67M 0.07%
+268,354
New +$2.67M
APCA
247
DELISTED
AP Acquisition Corp
APCA
$2.63M 0.07%
+262,838
New +$2.61M
NBST
248
DELISTED
Newbury Street Acquisition Corporation Common Stock
NBST
$2.61M 0.07%
267,650
– –
PCPC
249
DELISTED
Periphas Capital Partnering Corporation
PCPC
$2.56M 0.07%
104,385
– –
DUETU
250
DELISTED
DUET Acquisition Corp. Unit
DUETU
$2.56M 0.07%
+255,460
New +$2.55M
8 9
10
11 12

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.