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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
VMGAU
526
DELISTED
VMG Consumer Acquisition Corp. Unit
VMGAU
$501K 0.01%
50,002
-365,736
-88% -$3.69M
NPABU
527
DELISTED
New Providence Acquisition Corp. II Unit
NPABU
$500K 0.01%
50,003
-341,184
-87% -$3.43M
WRAC
528
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$499K 0.01%
50,000
-190,832
-79% -$1.9M
FTPA
529
DELISTED
FTAC Parnassus Acquisition Corp. Class A Common Stock
FTPA
$498K 0.01%
51,164
+36,860
+258% +$359K
PAFO
530
DELISTED
Pacifico Acquisition Corp. Common Stock
PAFO
$498K 0.01%
50,000
– –
BGSX
531
DELISTED
Build Acquisition Corp.
BGSX
$496K 0.01%
+50,878
New +$495K
OEPW
532
DELISTED
One Equity Partners Open Water I Corp. Class A Common Stock
OEPW
$496K 0.01%
50,770
– –
IGAC
533
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$493K 0.01%
50,000
-168,220
-77% -$1.65M
MIT
534
DELISTED
Mason Industrial Technology, Inc.
MIT
$490K 0.01%
+50,200
New +$489K
TETC
535
DELISTED
Tech and Energy Transition Corporation Class A Common Stock
TETC
$488K 0.01%
+50,000
New +$486K
SBII
536
DELISTED
Sandbridge X2 Corp.
SBII
$488K 0.01%
+50,000
New +$486K
PTOC
537
DELISTED
Pine Technology Acquisition Corp. Class A Common Stock
PTOC
$484K 0.01%
49,360
– –
NAC icon
538
Nuveen California Quality Municipal Income Fund
NAC
$1.85B
$482K 0.01%
+36,740
New +$515K
BLTS
539
DELISTED
Bright Lights Acquisition Corp. Class A Common Stock
BLTS
$481K 0.01%
48,690
– –
MBTC
540
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$479K 0.01%
47,560
– –
ARYE
541
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$479K 0.01%
49,250
– –
BENE
542
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
$479K 0.01%
46,760
– –
RKTA
543
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$474K 0.01%
48,450
– –
LFTR
544
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
$474K 0.01%
48,167
– –
AGGR
545
DELISTED
Agile Growth Corp
AGGR
$471K 0.01%
48,300
– –
LDHA
546
DELISTED
LDH Growth Corp I Class A Ordinary Shares
LDHA
$470K 0.01%
48,100
– –
NKX icon
547
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$655M
$469K 0.01%
+34,616
New +$497K
NGC
548
DELISTED
Northern Genesis Acquisition Corp. III
NGC
$468K 0.01%
48,008
– –
FZT
549
DELISTED
FAST Acquisition Corp. II
FZT
$467K 0.01%
47,900
– –
ADX icon
550
Adams Diversified Equity Fund
ADX
$3.08B
$447K 0.01%
+24,230
New +$441K
20 21
22
23 24

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CIS
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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.