We are live on ! Find out more
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
PSPC
501
DELISTED
Post Holdings Partnering Corporation
PSPC
$588K 0.02%
60,110
– –
MLAC
502
DELISTED
Malacca Straits Acquisition Company Limited Class A Ordinary Shares
MLAC
$586K 0.02%
57,927
– –
GIAC
503
DELISTED
Gesher I Acquisition Corp. Class A Ordinary Shares
GIAC
$580K 0.02%
58,956
-121,044
-67% -$1.19M
TSIBU
504
DELISTED
Tishman Speyer Innovation Corp. II Unit
TSIBU
$576K 0.02%
+58,333
New +$574K
PICC
505
DELISTED
Pivotal Investment Corporation III
PICC
$572K 0.01%
58,470
– –
PRST
506
DELISTED
Presto Technologies, Inc. Common Stock
PRST
$571K 0.01%
56,480
– –
ATAQ
507
DELISTED
Altimar Acquisition Corp III
ATAQ
$571K 0.01%
58,320
– –
NCAC
508
DELISTED
Newcourt Acquisition Corp Class A Ordinary Share
NCAC
$566K 0.01%
+56,574
New +$563K
FVT
509
DELISTED
Fortress Value Acquisition Corp. III
FVT
$566K 0.01%
57,430
– –
RAM
510
DELISTED
Aries I Acquisition Corporation Class A Ordinary Share
RAM
$564K 0.01%
56,010
– –
TMPO
511
DELISTED
Tempo Automation Holdings, Inc. Common Stock
TMPO
$563K 0.01%
56,010
– –
AILE
512
DELISTED
iLearningEngines, Inc. Common Stock
AILE
$558K 0.01%
57,210
– –
HERA
513
DELISTED
FTAC Hera Acquisition Corp. Class A Ordinary Shares
HERA
$557K 0.01%
56,889
-7,875
-12% -$76.8K
TCOA.U
514
DELISTED
Zalatoris Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one redeemable public warrant
TCOA.U
$556K 0.01%
56,330
-241,842
-81% -$2.4M
TMPM
515
DELISTED
Turmeric Acquisition Corp. Class A Ordinary Shares
TMPM
$554K 0.01%
56,290
– –
ACAH
516
DELISTED
Atlantic Coastal Acquisition Corp. Class A Common Stock
ACAH
$550K 0.01%
56,340
– –
QFTA
517
DELISTED
Quantum FinTech Acquisition Corporation
QFTA
$549K 0.01%
55,570
– –
SKYA
518
DELISTED
Skydeck Acquisition Corp. Class A Ordinary Shares
SKYA
$549K 0.01%
56,469
– –
JPC icon
519
Nuveen Preferred & Income Opportunities Fund
JPC
$2.9B
$545K 0.01%
+63,508
New +$565K
CLAA
520
DELISTED
Colonnade Acquisition Corp. II
CLAA
$543K 0.01%
55,534
– –
BETR icon
521
Better Home & Finance Holding
BETR
$423M
$536K 0.01%
1,086
– –
ONMD icon
522
OneMedNet
ONMD
$40.4M
$536K 0.01%
52,667
– –
SDAC
523
DELISTED
Sustainable Development Acquisition I Corp. Class A Common Stock
SDAC
$528K 0.01%
53,930
– –
CSTA
524
DELISTED
Constellation Acquisition Corp I
CSTA
$524K 0.01%
53,398
– –
AMOD
525
Alpha Modus Holdings
AMOD
$17.7M
$512K 0.01%
1,307
– –
19 20
21
22 23

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 1-Year Est. Return

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.