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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
KSI
276
DELISTED
Kadem Sustainable Impact Corporation Class A common stock
KSI
$2.17M 0.06%
222,278
– –
TOAC
277
DELISTED
Talon 1 Acquisition Corp. Class A Ordinary Shares
TOAC
$2.16M 0.06%
+214,388
New +$2.14M
SNTI icon
278
Senti Biosciences Holdings
SNTI
$11.6M
$2.15M 0.06%
21,751
– –
ACDI
279
DELISTED
Ascendant Digital Acquisition Corp. III
ACDI
$2.15M 0.06%
+214,267
New +$2.13M
HTAQ
280
DELISTED
Hunt Companies Acquisition Corp. I
HTAQ
$2.15M 0.06%
+214,108
New +$2.13M
ALOR
281
DELISTED
ALSP Orchid Acquisition Corp I
ALOR
$2.14M 0.06%
+213,972
New +$2.12M
DPCS
282
DELISTED
DP Cap Acquisition Corp I Class A Ordinary Shares
DPCS
$2.13M 0.06%
+214,108
New +$2.12M
JWAC
283
DELISTED
Jupiter Wellness Acquisition Corp. Class A Common Stock
JWAC
$2.13M 0.06%
+214,489
New +$2.11M
CBRG
284
DELISTED
Chain Bridge I Class A Ordinary Shares
CBRG
$2.12M 0.06%
+214,108
New +$2.12M
BWC
285
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
$2.1M 0.05%
216,300
-76,307
-26% -$740K
BSAQ
286
DELISTED
Black Spade Acquisition Co
BSAQ
$2.09M 0.05%
216,014
-9,286
-4% -$89.7K
GENQU
287
DELISTED
Genesis Unicorn Capital Corp. Unit
GENQU
$2.08M 0.05%
+207,500
New +$2.07M
ARTE
288
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
$2.05M 0.05%
205,396
-291,042
-59% -$2.88M
FLYA
289
DELISTED
SOAR Technology Acquisition Corp.
FLYA
$2.05M 0.05%
202,080
-97,920
-33% -$988K
DHBC
290
DELISTED
DHB Capital Corp. Class A common stock
DHBC
$2.03M 0.05%
208,438
– –
ENER
291
DELISTED
Accretion Acquisition Corp
ENER
$2.02M 0.05%
205,762
-244,235
-54% -$2.39M
SAGAU
292
DELISTED
Sagaliam Acquisition Corp. Units
SAGAU
$2.01M 0.05%
200,000
– –
VSEE
293
VSee Health
VSEE
$3.79M
$2M 0.05%
+200,000
New +$1.99M
FRSG
294
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
$2M 0.05%
205,446
+50,000
+32% +$491K
SZZL
295
DELISTED
Sizzle Acquisition Corp. Common stock
SZZL
$1.99M 0.05%
+199,994
New +$1.99M
RNER
296
DELISTED
Mount Rainier Acquisition Corp. Common Stock
RNER
$1.98M 0.05%
+198,614
New +$1.98M
GLLI
297
DELISTED
Globalink Investment Inc. Common Stock
GLLI
$1.98M 0.05%
+200,000
New +$1.97M
GTAC
298
DELISTED
Global Technology Acquisition Corp. I Class A Ordinary Shares
GTAC
$1.97M 0.05%
+197,494
New +$1.96M
CREC
299
DELISTED
Crescera Capital Acquisition Corp Class A Ordinary Shares
CREC
$1.97M 0.05%
+198,056
New +$1.95M
MDH
300
DELISTED
MDH Acquisition Corp.
MDH
$1.97M 0.05%
201,280
– –
10 11
12
13 14

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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.