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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
BITE
451
DELISTED
Bite Acquisition Corp.
BITE
$815K 0.02%
83,200
– –
EAC
452
DELISTED
Edify Acquisition Corp. Class A Common Stock
EAC
$814K 0.02%
83,100
– –
HCII
453
DELISTED
Hudson Executive Investment Corp. II Class A Common Stock
HCII
$814K 0.02%
83,100
– –
DMYS
454
DELISTED
dMY Technology Group, Inc. VI
DMYS
$813K 0.02%
82,416
-116,182
-59% -$1.14M
OSTR
455
DELISTED
Oyster Enterprises Acquisition Corp. Class A Common Stock
OSTR
$813K 0.02%
83,000
– –
GNAC
456
DELISTED
Group Nine Acquisition Corp. Class A Common stock
GNAC
$812K 0.02%
82,812
-106,962
-56% -$1.04M
SHAC
457
DELISTED
SCP & CO Healthcare Acquisition Company Class A Common Stock
SHAC
$812K 0.02%
83,124
– –
SWET
458
DELISTED
Athlon Acquisition Corp. Class A Common stock
SWET
$810K 0.02%
82,666
– –
AONC
459
DELISTED
American Oncology Network, Inc. Class A Common Stock
AONC
$809K 0.02%
82,932
– –
SLAC
460
DELISTED
Social Leverage Acquisition Corp I Class A Common Stock
SLAC
$809K 0.02%
82,664
– –
MON
461
DELISTED
Monument Circle Acquisition Corp. Class A Common Stock
MON
$809K 0.02%
82,750
– –
SSAA
462
DELISTED
Science Strategic Acquisition Corp. Alpha Class A Common Stock
SSAA
$809K 0.02%
82,482
-106,457
-56% -$1.04M
MYD
463
DELISTED
BlackRock MuniYield Fund
MYD
$808K 0.02%
+63,996
New +$846K
ZWRK
464
DELISTED
Z-Work Acquisition Corp. Class A Common Stock
ZWRK
$808K 0.02%
82,665
– –
DNZ
465
DELISTED
D and Z Media Acquisition Corp.
DNZ
$806K 0.02%
82,359
– –
BMAQ
466
DELISTED
Blockchain Moon Acquisition Corp. Common Stock
BMAQ
$805K 0.02%
81,668
-18,332
-18% -$180K
ALTI icon
467
AlTi Global
ALTI
$402M
$803K 0.02%
81,330
– –
SCMA
468
DELISTED
Seaport Calibre Materials Acquisition Corp. Class A Common Stock
SCMA
$799K 0.02%
+80,630
New +$797K
FATP
469
DELISTED
Fat Projects Acquisition Corp Class A Ordinary Share
FATP
$790K 0.02%
80,000
– –
REVEU
470
DELISTED
Alpine Acquisition Corp Unit
REVEU
$758K 0.02%
75,000
– –
MTN icon
471
Vail Resorts
MTN
$5.6B
$752K 0.02%
2,888
-619
-18% -$168K
GMBT
472
DELISTED
Pivotal Holdings Corp Class A Ordinary Share
GMBT
$737K 0.02%
78,599
– –
JPS
473
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$736K 0.02%
+87,620
New +$770K
VWEWW
474
DELISTED
Vintage Wine Estates, Inc. Warrants
VWEWW
$735K 0.02%
+471,380
New +$848K
ABGI
475
DELISTED
ABG Acquisition Corp. I
ABGI
$734K 0.02%
74,800
– –
17 18
19
20 21

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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.