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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
ARTA
251
DELISTED
Artisan Acquisition Corp. Class A Ordinary Shares
ARTA
$2.55M 0.07%
258,809
– –
SV
252
DELISTED
Spring Valley Acquisition Corp. Class A Ordinary Share
SV
$2.55M 0.07%
243,641
– –
RWODU
253
DELISTED
Redwoods Acquisition Corp. Unit
RWODU
$2.51M 0.07%
+250,000
New +$2.51M
ACAQ
254
DELISTED
Athena Consumer Acquisition Corp.
ACAQ
$2.51M 0.07%
+251,290
New +$2.5M
LITT
255
DELISTED
Logistics Innovation Technologies Corp. Class A Common Stock
LITT
$2.5M 0.07%
256,521
-245,571
-49% -$2.38M
HZON
256
DELISTED
Horizon Acquisition Corporation II
HZON
$2.48M 0.06%
+250,000
New +$2.46M
GSEVU
257
DELISTED
Gores Holdings VII, Inc. Units
GSEVU
$2.48M 0.06%
+250,000
New +$2.48M
MITA
258
DELISTED
Coliseum Acquisition Corp. Class A Ordinary Share
MITA
$2.47M 0.06%
254,868
– –
ILMN icon
259
Illumina
ILMN
$28.7B
$2.47M 0.06%
7,263
-1,761
-20% -$595K
LCAA
260
DELISTED
L Catterton Asia Acquisition Corp Class A Ordinary Shares
LCAA
$2.46M 0.06%
252,294
+175,000
+226% +$1.7M
TGVC
261
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$2.45M 0.06%
247,753
-352,247
-59% -$3.47M
TCOA
262
DELISTED
Zalatoris Acquisition Corp.
TCOA
$2.44M 0.06%
+250,088
New +$2.45M
FRW
263
DELISTED
PWP Forward Acquisition Corp. I Class A Common Stock
FRW
$2.44M 0.06%
249,995
– –
BLEU
264
DELISTED
bleuacacia ltd Class A Ordinary Shares
BLEU
$2.42M 0.06%
+249,112
New +$2.41M
XFIN
265
DELISTED
ExcelFin Acquisition Corp Class A Common Stock
XFIN
$2.39M 0.06%
+239,634
New +$2.37M
ASZ.U
266
DELISTED
Austerlitz Acquisition Corporation II Units, each consisting of one Class A ordinary share and one-fourth of one redeemable warrant
ASZ.U
$2.37M 0.06%
+240,000
New +$2.37M
MTAL
267
DELISTED
Metals Acquisition
MTAL
$2.36M 0.06%
237,231
-84,063
-26% -$818K
APMI
268
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.36M 0.06%
244,830
– –
NVAC
269
DELISTED
NorthView Acquisition Corporation Common Stock
NVAC
$2.34M 0.06%
+238,489
New +$2.33M
MCAA
270
DELISTED
Mountain & Co. I Acquisition Corp. Class A Ordinary Shares
MCAA
$2.34M 0.06%
+232,248
New +$2.33M
ADRT
271
DELISTED
Ault Disruptive Technologies Corporation
ADRT
$2.34M 0.06%
+234,708
New +$2.33M
ATSPT
272
DELISTED
Archimedes Tech SPAC Partners Co. Subunit
ATSPT
$2.34M 0.06%
+235,600
New +$2.33M
BRAC
273
DELISTED
Broad Capital Acquisition Corp Common Stock
BRAC
$2.32M 0.06%
+235,055
New +$2.32M
TRUG icon
274
TruGolf
TRUG
$1.36M
$2.21M 0.06%
446
-299
-40% -$1.48M
ISAA
275
DELISTED
Iron Spark I Inc. Class A Common Stock
ISAA
$2.17M 0.06%
216,814
– –
9 10
11
12 13

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GA
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CIS
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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.