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
JOBS
51
DELISTED
51job Inc
JOBS
$13M 0.34%
221,285
+56,716
+34% +$2.9M
GCP
52
DELISTED
GCP Applied Technologies Inc.
GCP
$12.7M 0.33%
404,071
+336,346
+497% +$10.7M
XENT
53
DELISTED
Intersect ENT, Inc
XENT
$12.3M 0.32%
438,869
+76,870
+21% +$2.11M
PPYAU
54
DELISTED
Papaya Growth Opportunity Corp. I Unit
PPYAU
$12.3M 0.32%
+1,225,000
New +$12.3M
ACABU
55
DELISTED
Atlantic Coastal Acquisition Corp. II Unit
ACABU
$12.2M 0.32%
+1,225,000
New +$12.2M
PLAOU
56
DELISTED
Patria Latin American Opportunity Acquisition Corp. Unit
PLAOU
$12.1M 0.32%
+1,200,000
New +$12.1M
KNSW.U
57
DELISTED
KnightSwan Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable public warrant
KNSW.U
$11.6M 0.3%
+1,161,061
New +$11.6M
TGR.U
58
DELISTED
Kimbell Tiger Acquisition Corporation Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
TGR.U
$11.5M 0.3%
+1,140,000
New +$11.5M
LHCG
59
DELISTED
LHC Group LLC
LHCG
$11.4M 0.3%
+67,436
New +$9.02M
LATGU
60
DELISTED
Chenghe Acquisition I Co. Unit
LATGU
$11.4M 0.3%
+1,130,000
New +$11.3M
Y
61
DELISTED
Alleghany Corp
Y
$10.9M 0.28%
+12,848
New +$8.9M
RJAC
62
DELISTED
Jackson Acquisition Company
RJAC
$10.5M 0.27%
+1,065,676
New +$10.5M
AIRJ
63
Montana Technologies Corp
AIRJ
$302M
$10.3M 0.27%
+1,059,269
New +$10.4M
HCMAU
64
DELISTED
HCM Acquisition Corp Unit
HCMAU
$10M 0.26%
+1,005,768
New +$10M
BYN.U
65
DELISTED
Banyan Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
BYN.U
$10M 0.26%
+1,000,000
New +$9.98M
IVCB
66
DELISTED
Investcorp Europe Acquisition Corp I Class A Ordinary Shares
IVCB
$9.98M 0.26%
+999,997
New +$9.94M
PSTH
67
DELISTED
Pershing Square Tontine Holdings, Ltd.
PSTH
$9.95M 0.26%
+500,000
New +$9.91M
BZAI
68
Blaize Holdings
BZAI
$129M
$9.89M 0.26%
+999,475
New +$9.85M
NUBIU
69
DELISTED
Nubia Brand International Corp. Unit
NUBIU
$9.89M 0.26%
+989,000
New +$9.89M
GGAA
70
DELISTED
Genesis Growth Tech Acquisition Corp. Class A Ordinary Shares
GGAA
$9.89M 0.26%
+989,922
New +$9.84M
SPCMU
71
DELISTED
Sound Point Acquisition Corp I, Ltd Unit
SPCMU
$9.86M 0.26%
+980,000
New +$9.85M
ATAKU
72
DELISTED
Aurora Technology Acquisition Corp. Unit
ATAKU
$9.84M 0.26%
+977,600
New +$9.81M
APTS
73
DELISTED
Preferred Apartment Communities, Inc.
APTS
$9.82M 0.26%
+393,604
New +$8.53M
PORT
74
DELISTED
Southport Acquisition Corporation
PORT
$9.67M 0.25%
+973,900
New +$9.62M
MTVC
75
DELISTED
Motive Capital Corp II
MTVC
$9.11M 0.24%
+917,970
New +$9.05M
1 2
3
4 5

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 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
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

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.