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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
PANW icon
576
Palo Alto Networks
PANW
$260B
$360K 0.01%
+3,474
New +$311K
FTEV
577
DELISTED
FinTech Evolution Acquisition Group
FTEV
$360K 0.01%
+36,744
New +$358K
GTPAU
578
DELISTED
Gores Technology Partners, Inc. Units
GTPAU
$359K 0.01%
+36,475
New +$363K
GRCY
579
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$358K 0.01%
34,387
-9,499
-22% -$98.5K
HCIC
580
DELISTED
Hennessy Capital Investment Corp. V Class A Common Stock
HCIC
$357K 0.01%
36,472
+25,977
+248% +$254K
HOLO icon
581
MicroCloud Hologram
HOLO
$37.1M
$352K 0.01%
4
– –
NESRW
582
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$352K 0.01%
320,120
+146,459
+84% +$254K
ARYD
583
DELISTED
ARYA Sciences Acquisition Corp IV Class A Odinary Shares
ARYD
$352K 0.01%
36,000
– –
AVGOP
584
DELISTED
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
$348K 0.01%
177
– –
PKBO
585
DELISTED
Peak Bio, Inc. Common Stock
PKBO
$344K 0.01%
35,000
– –
LFLYW
586
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$342K 0.01%
263,091
-86,472
-25% -$72K
SDA icon
587
SunCar Technology Group
SDA
$79M
$341K 0.01%
+34,000
New +$340K
FTF
588
Franklin Limited Duration Income Trust
FTF
$233M
$337K 0.01%
+44,456
New +$355K
FTAA
589
DELISTED
FTAC Athena Acquisition Corp. Class A Ordinary Share
FTAA
$337K 0.01%
34,387
– –
PRBM
590
DELISTED
Parabellum Acquisition Corp.
PRBM
$330K 0.01%
33,594
– –
LMACA
591
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
$330K 0.01%
33,250
– –
PPHP
592
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$329K 0.01%
33,000
– –
VLAT
593
DELISTED
Valor Latitude Acquisition Corp. Class A Ordinary Shares
VLAT
$324K 0.01%
33,333
-166,665
-83% -$1.62M
FSSI
594
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
$318K 0.01%
32,532
– –
ICU icon
595
SeaStar Medical
ICU
$13.7M
$308K 0.01%
122
– –
CNDA.U
596
DELISTED
Concord Acquisition Corp II Units, each consisting of one share of Class A Common Stock and one-third of one Warrant
CNDA.U
$305K 0.01%
+31,091
New +$309K
BGR icon
597
BlackRock Energy and Resources Trust
BGR
$406M
$301K 0.01%
+25,973
New +$284K
BACA
598
DELISTED
Berenson Acquisition Corp. I
BACA
$301K 0.01%
30,874
-43,586
-59% -$423K
PCX
599
DELISTED
Parsec Capital Acquisitions Corp Class A Common Stock
PCX
$300K 0.01%
+30,000
New +$299K
VCV icon
600
Invesco California Value Municipal Income Trust
VCV
$520M
$277K 0.01%
+25,037
New +$300K
22 23
24
25 26

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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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return
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.