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
CCTS
301
DELISTED
Cactus Acquisition Corp. 1 Limited Class A Ordinary Share
CCTS
$1.97M 0.05%
+197,618
New +$1.95M
GGMC
302
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
$1.97M 0.05%
201,329
– –
PHYT
303
DELISTED
Pyrophyte Acquisition Corp.
PHYT
$1.96M 0.05%
+197,512
New +$1.96M
DEVS
304
DELISTED
DevvStream Corp
DEVS
$1.96M 0.05%
+19,786
New +$1.95M
NFNT
305
DELISTED
Infinite Acquisition Corp.
NFNT
$1.95M 0.05%
+197,802
New +$1.94M
ORIA
306
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$1.95M 0.05%
200,000
– –
BHAC
307
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.95M 0.05%
198,609
– –
TWOA
308
DELISTED
two
TWOA
$1.93M 0.05%
197,300
– –
LHAA
309
DELISTED
Lerer Hippeau Acquisition Corp. Class A Common Stock
LHAA
$1.93M 0.05%
197,900
+150,000
+313% +$1.46M
NOGN
310
DELISTED
Nogin, Inc. Common Stock
NOGN
$1.93M 0.05%
9,650
– –
TWCB
311
DELISTED
Bilander Acquisition Corp. Class A Common Stock
TWCB
$1.92M 0.05%
198,528
-250,412
-56% -$2.42M
GOBI
312
DELISTED
Gobi Acquisition Corp. Class A Ordinary Shares
GOBI
$1.91M 0.05%
196,000
– –
DNAB
313
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.9M 0.05%
195,200
– –
CDAQ
314
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$1.9M 0.05%
197,592
-362,442
-65% -$3.49M
PROK icon
315
ProKidney
PROK
$314M
$1.89M 0.05%
191,100
– –
ASND icon
316
Ascendis Pharma A/S
ASND
$16.5B
$1.89M 0.05%
+16,058
New +$1.86M
ASAX
317
DELISTED
Astrea Acquisition Corp. Class A Common Stock
ASAX
$1.88M 0.05%
192,088
– –
KACL
318
DELISTED
Kairous Acquisition Corp. Limited Ordinary Shares
KACL
$1.86M 0.05%
+187,496
New +$1.85M
LDTC
319
DELISTED
LeddarTech
LDTC
$1.84M 0.05%
+375,576
New +$1.83M
AFAC
320
DELISTED
Arena Fortify Acquisition Corp. Class A Common Stock
AFAC
$1.83M 0.05%
+183,702
New +$1.82M
ZVSA
321
DELISTED
ZyVersa Therapeutics
ZVSA
$1.83M 0.05%
+529
New +$1.83M
LOKM
322
DELISTED
Live Oak Mobility Acquisition Corp.
LOKM
$1.83M 0.05%
186,580
– –
RCFA
323
DELISTED
Perception Capital Corp. IV
RCFA
$1.83M 0.05%
+183,872
New +$1.82M
BOAS
324
DELISTED
BOA Acquisition Corp.
BOAS
$1.83M 0.05%
184,471
– –
NSTD
325
DELISTED
Northern Star Investment Corp. IV
NSTD
$1.8M 0.05%
184,192
+38,492
+26% +$374K
11 12
13
14 15

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 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
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
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 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.