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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
SPTK
426
DELISTED
SportsTek Acquisition Corp. Class A Common Stock
SPTK
$975K 0.03%
100,000
– –
CPAR
427
DELISTED
Catalyst Partners Acquisition Corp. Class A Ordinary Share
CPAR
$973K 0.03%
+99,985
New +$971K
RBAC
428
DELISTED
RedBall Acquisition Corp.
RBAC
$973K 0.03%
97,940
– –
OACB
429
DELISTED
Oaktree Acquisition Corp. II
OACB
$968K 0.03%
97,272
– –
TWLV
430
DELISTED
Twelve Seas Investment Company II Class A Common Stock
TWLV
$965K 0.03%
98,799
– –
HPLT
431
DELISTED
Home Plate Acquisition Corporation Class A Common Stock
HPLT
$965K 0.03%
99,280
– –
RMGC
432
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
$958K 0.03%
+97,777
New +$954K
FOXW
433
DELISTED
FoxWayne Enterprises Acquisition Corp. Class A Common Stock
FOXW
$947K 0.02%
94,130
-6,210
-6% -$62.1K
ICNC
434
DELISTED
Iconic Sports Acquisition Corp.
ICNC
$941K 0.02%
+94,080
New +$935K
GATE
435
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
$930K 0.02%
94,461
-2,705,538
-97% -$26.5M
AXH
436
DELISTED
Industrial Human Capital, Inc.
AXH
$916K 0.02%
+91,450
New +$910K
DSAC
437
DELISTED
Duddell Street Acquisition Corp. Class A Ordinary Shares
DSAC
$875K 0.02%
88,090
– –
IACC
438
DELISTED
ION Acquisition Corp 3 Ltd.
IACC
$873K 0.02%
89,609
– –
EJFA
439
DELISTED
EJF Acquisition Corp. Class A Ordinary Share
EJFA
$863K 0.02%
87,547
– –
EQHA
440
DELISTED
EQ Health Acquisition Corp.
EQHA
$859K 0.02%
87,656
– –
TCAC
441
DELISTED
Tuatara Capital Acquisition Corporation Class A Ordinary Shares
TCAC
$857K 0.02%
86,650
– –
MSAI icon
442
MultiSensor AI
MSAI
$9.83M
$854K 0.02%
2,151
-2,849
-57% -$1.12M
NSTC
443
DELISTED
Northern Star Investment Corp. III
NSTC
$842K 0.02%
85,992
-33,996
-28% -$331K
TLSI icon
444
TriSalus Life Sciences
TLSI
$266M
$840K 0.02%
85,717
-36,513
-30% -$360K
IGICW
445
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
$837K 0.02%
1,119,308
-7,175
-0.6% -$4.75K
FRON
446
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$835K 0.02%
85,172
+36,772
+76% +$358K
XBP icon
447
XBP Global Holdings
XBP
$42.7M
$834K 0.02%
8,282
– –
MBAC
448
DELISTED
M3-Brigade Acquisition II Corp.
MBAC
$832K 0.02%
85,127
+50,000
+142% +$492K
MVLA
449
DELISTED
Movella Holdings Inc. Common Stock
MVLA
$828K 0.02%
84,635
– –
WARR
450
DELISTED
Warrior Technologies Acquisition Company
WARR
$819K 0.02%
82,832
– –
16 17
18
19 20

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CIS
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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.