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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
BWAC
351
DELISTED
BETTER WORLD ACQUISITION CORP. Common Stock
BWAC
$1.51M 0.04%
146,800
+100,000
+214% +$1.02M
HNRA.U
352
DELISTED
HNR Acquisition Corp Units, each consisting of one share of Common Stock, and one redeemable Warrant
HNRA.U
$1.5M 0.04%
+150,000
New +$1.5M
ASCAU
353
DELISTED
A SPAC I Acquisition Corp. Unit
ASCAU
$1.5M 0.04%
+150,000
New +$1.51M
LIBY
354
DELISTED
Liberty Resources Acquisition Corp. Class A Common Stock
LIBY
$1.5M 0.04%
+150,000
New +$1.49M
VBOCU
355
DELISTED
Viscogliosi Brothers Acquisition Corp Unit
VBOCU
$1.49M 0.04%
+150,000
New +$1.5M
LION
356
DELISTED
Lionheart III Corp Class A Common Stock
LION
$1.47M 0.04%
147,998
-146,768
-50% -$1.45M
GVCI
357
DELISTED
Green Visor Financial Technology Acquisition Corp. I Class A Ordinary Shares
GVCI
$1.47M 0.04%
+147,030
New +$1.46M
COLI
358
DELISTED
Colicity Inc. Class A Common Stock
COLI
$1.46M 0.04%
+149,994
New +$1.46M
SAMA
359
DELISTED
Schultze Special Purpose Acquisition Corp. II Class A Common Stock
SAMA
$1.46M 0.04%
148,959
– –
CIIG
360
DELISTED
CIIG Capital Partners II, Inc. Class A Common Stock
CIIG
$1.45M 0.04%
147,082
– –
THAC
361
DELISTED
Thrive Acquisition Corporation Class A ordinary shares
THAC
$1.45M 0.04%
145,450
-79,548
-35% -$792K
WAVC
362
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
$1.44M 0.04%
149,850
– –
FAAS
363
DELISTED
DigiAsia
FAAS
$1.43M 0.04%
144,000
-102,000
-41% -$1.01M
SCOA
364
DELISTED
ScION Tech Growth I Class A Ordinary Shares
SCOA
$1.42M 0.04%
+144,841
New +$1.42M
EOCW
365
DELISTED
Elliott Opportunity II Corp.
EOCW
$1.42M 0.04%
145,000
– –
LGVC
366
DELISTED
LAMF Global Ventures Corp. I Class A Ordinary Shares
LGVC
$1.41M 0.04%
+142,844
New +$1.41M
GSD
367
DELISTED
Global Systems Dynamics Inc. Class A Common Stock
GSD
$1.41M 0.04%
140,500
-125,000
-47% -$1.25M
ALSA
368
DELISTED
Alpha Star Acquisition Corp
ALSA
$1.39M 0.04%
+140,668
New +$1.38M
ACKIU
369
DELISTED
Ackrell SPAC Partners I Co Units
ACKIU
$1.39M 0.04%
135,000
– –
HCNE
370
DELISTED
Jaws Hurricane Acquisition Corp. Class A Common Stock
HCNE
$1.39M 0.04%
142,000
-41,664
-23% -$406K
SHFS icon
371
SHF Holdings
SHFS
$1.25M
$1.38M 0.04%
6,811
-3,134
-32% -$633K
HTPA
372
DELISTED
Highland Transcend Partners I Corp.
HTPA
$1.35M 0.04%
137,575
– –
GLHA
373
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
$1.34M 0.04%
137,666
– –
SCLX icon
374
Scilex Holding
SCLX
$48M
$1.33M 0.03%
3,742
– –
PFTA
375
DELISTED
Perception Capital Corp. III Class A Ordinary Share
PFTA
$1.33M 0.03%
135,697
– –
13 14
15
16 17

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EMPI
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HPG
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DTC
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AWA
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EAM
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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.