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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
MTOR
26
DELISTED
MERITOR, Inc.
MTOR
$27M 0.7%
+758,117
New +$22.4M
OCDX
27
DELISTED
Ortho Clinical Diagnostics Holdings plc Ordinary Shares
OCDX
$26.5M 0.69%
1,417,879
+1,024,838
+261% +$18.4M
PLAN
28
DELISTED
Anaplan, Inc.
PLAN
$26.1M 0.68%
+400,503
New +$19.5M
CHNG
29
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$25.8M 0.67%
1,184,991
+387,307
+49% +$8.04M
MGP
30
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$24.8M 0.65%
641,814
+120,649
+23% +$4.6M
SJI
31
DELISTED
South Jersey Industries, Inc.
SJI
$22.4M 0.59%
+649,737
New +$18.7M
MGI
32
DELISTED
MoneyGram International, Inc. New
MGI
$21.9M 0.57%
+2,071,878
New +$19.9M
FLOW
33
DELISTED
SPX FLOW, Inc.
FLOW
$21.9M 0.57%
253,725
+205,440
+425% +$17.6M
CNR
34
DELISTED
Cornerstone Building Brands, Inc.
CNR
$20.4M 0.53%
+836,891
New +$16.6M
ATC
35
DELISTED
Atotech Limited
ATC
$20.2M 0.53%
918,344
+162,596
+22% +$3.88M
TEN
36
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$18.1M 0.47%
+987,024
New +$14.2M
AJRD
37
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$17M 0.44%
432,990
-227,376
-34% -$9.06M
BKNG icon
38
Booking.com
BKNG
$138B
$16.7M 0.44%
177,525
-4,900
-3% -$458K
UMPQ
39
DELISTED
Umpqua Holdings Corp
UMPQ
$16.7M 0.43%
883,262
+152,865
+21% +$3.13M
FOE
40
DELISTED
Ferro Corporation
FOE
$16.6M 0.43%
765,009
+128,191
+20% +$2.79M
VCXB.U
41
DELISTED
10X Capital Venture Acquisition Corp III Units
VCXB.U
$16.3M 0.42%
+1,625,000
New +$16.3M
JGGCU
42
DELISTED
Jaguar Global Growth Corporation I Unit
JGGCU
$15.1M 0.39%
+1,500,000
New +$15.1M
ATEK
43
DELISTED
Athena Technology Acquisition Corp. II
ATEK
$14.1M 0.37%
+1,439,260
New +$14M
CXAC.U
44
DELISTED
C5 Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable public warrant
CXAC.U
$14M 0.36%
+1,381,675
New +$13.9M
HMA.U
45
DELISTED
Heartland Media Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
HMA.U
$13.9M 0.36%
+1,400,000
New +$14M
ANAT
46
DELISTED
American National Group, Inc. Common Stock
ANAT
$13.6M 0.35%
71,755
+4,669
+7% +$883K
ECOL
47
DELISTED
US Ecology, Inc.
ECOL
$13.5M 0.35%
+282,491
New +$11.3M
NPTN
48
DELISTED
NEOPHOTONICS CORP
NPTN
$13.4M 0.35%
880,131
+59,290
+7% +$903K
RCACU
49
DELISTED
Revelstone Capital Acquisition Corp. Unit
RCACU
$13.2M 0.34%
1,350,000
– –
PWUPU
50
DELISTED
PowerUp Acquisition Corp. Unit
PWUPU
$13.1M 0.34%
+1,300,000
New +$13M
1
2
3 4 5

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GA
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HCM
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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.