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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
GLSPT
401
DELISTED
Global SPAC Partners Co. Subunit
GLSPT
$1.14M 0.03%
112,500
+95,000
+543% +$955K
CRZN
402
DELISTED
Corazon Capital V838 Monoceros Corp Class A Ordinary Shares
CRZN
$1.1M 0.03%
112,848
– –
GDSTU
403
DELISTED
Goldenstone Acquisition Limited Units
GDSTU
$1.1M 0.03%
+110,000
New +$1.1M
GXII
404
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$1.06M 0.03%
109,078
-136,998
-56% -$1.33M
AVAC
405
DELISTED
Avalon Acquisition Inc. Class A Common Stock
AVAC
$1.06M 0.03%
106,556
-143,434
-57% -$1.42M
ASPC
406
DELISTED
Alpha Capital Acquisition Co
ASPC
$1.03M 0.03%
104,430
– –
AEON icon
407
AEON Biopharma
AEON
$11.2M
$1.01M 0.03%
1,430
-310
-18% -$217K
BSGA
408
DELISTED
Blue Safari Group Acquisition Corp. Class A Ordinary Share
BSGA
$1.01M 0.03%
100,100
– –
AVHIU
409
DELISTED
Achari Ventures Holdings Corp I Unit
AVHIU
$1M 0.03%
100,000
– –
ROSE
410
DELISTED
Rose Hill Acquisition Corporation Class A Ordinary Shares
ROSE
$1M 0.03%
100,000
-99,998
-50% -$996K
SLCR
411
DELISTED
Silver Crest Acquisition Corporation Class A Ordinary Share
SLCR
$997K 0.03%
101,378
– –
BIOT
412
DELISTED
Biotech Acquisition Company Class A Ordinary Shares
BIOT
$996K 0.03%
101,148
– –
VSAC
413
DELISTED
Vision Sensing Acquisition Corp. Class A Common Stock
VSAC
$995K 0.03%
+99,736
New +$992K
CDIO icon
414
Cardio Diagnostics
CDIO
$4.62M
$989K 0.03%
+3,333
New +$985K
PFTAU
415
DELISTED
Perception Capital Corp. III Unit
PFTAU
$987K 0.03%
+100,000
New +$985K
LDHAU
416
DELISTED
LDH Growth Corp I Units
LDHAU
$985K 0.03%
+100,000
New +$984K
EPWR
417
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
$981K 0.03%
+99,994
New +$977K
FVIV.U
418
DELISTED
Fortress Value Acquisition Corp. IV Units, each consisting of one share of Class A common stock and one-eighth of one redeemable Warrant
FVIV.U
$981K 0.03%
+100,000
New +$980K
BRIV
419
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$980K 0.03%
100,512
– –
SPKB
420
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$979K 0.03%
100,000
– –
CLRM
421
DELISTED
Clarim Acquisition Corp. Class A Common Stock
CLRM
$979K 0.03%
100,000
– –
BNNR
422
DELISTED
Banner Acquisition Corp. Class A Common Stock
BNNR
$978K 0.03%
+99,270
New +$973K
EBAC
423
DELISTED
European Biotech Acquisition Corp. Class A Ordinary Shares
EBAC
$976K 0.03%
100,208
– –
SOC icon
424
Sable Offshore Corp
SOC
$794M
$975K 0.03%
100,000
– –
VAQC
425
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$975K 0.03%
100,000
– –
15 16
17
18 19

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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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ACM
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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.