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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
APGB
101
DELISTED
Apollo Strategic Growth Capital II
APGB
$6.35M 0.17%
648,300
+600,000
+1,242% +$5.85M
DISA
102
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$6.34M 0.17%
648,599
+548,600
+549% +$5.34M
SUAC
103
DELISTED
ShoulderUp Technology Acquisition Corp.
SUAC
$6.28M 0.16%
+636,362
New +$6.27M
BIOS
104
DELISTED
BioPlus Acquisition Corp. Class A Ordinary Shares
BIOS
$6.17M 0.16%
+623,954
New +$6.16M
SPGS
105
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
$6.08M 0.16%
621,559
+573,749
+1,200% +$5.59M
CLINU
106
DELISTED
Clean Earth Acquisitions Corp. Unit
CLINU
$6.02M 0.16%
+600,000
New +$6.01M
KAHC
107
DELISTED
KKR Acquisition Holdings I Corp.
KAHC
$5.95M 0.16%
605,341
+547,611
+949% +$5.34M
JWSM
108
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
$5.83M 0.15%
+594,453
New +$5.8M
TETEU
109
DELISTED
Technology & Telecommunication Acquisition Corporation Unit
TETEU
$5.77M 0.15%
+571,426
New +$5.74M
SGHLU
110
DELISTED
Signal Hill Acquisition Corp. Unit
SGHLU
$5.76M 0.15%
+575,000
New +$5.74M
UTAA
111
DELISTED
UTA Acquisition Corporation Class A Ordinary Shares
UTAA
$5.7M 0.15%
+581,014
New +$5.71M
SLAM
112
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
$5.7M 0.15%
+583,333
New +$5.68M
HAIA
113
DELISTED
Healthcare AI Acquisition Corp. Class A Ordinary Shares
HAIA
$5.64M 0.15%
+569,158
New +$5.62M
VMGA
114
DELISTED
VMG Consumer Acquisition Corp. Class A Common Stock
VMGA
$5.5M 0.14%
+555,431
New +$5.49M
GFGD
115
DELISTED
The Growth for Good Acquisition Corporation Class A Ordinary Shares
GFGD
$5.48M 0.14%
+563,816
New +$5.45M
GTPB
116
DELISTED
Gores Technology Partners II, Inc. Class A Common
GTPB
$5.47M 0.14%
+559,380
New +$5.46M
WNNR.U
117
DELISTED
Andretti Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable public warrant
WNNR.U
$5.38M 0.14%
+534,950
New +$5.35M
BOCN
118
DELISTED
Blue Ocean Acquisition Corp Class A Ordinary Shares
BOCN
$5.32M 0.14%
+537,572
New +$5.3M
PRPC
119
DELISTED
CC Neuberger Principal Holdings III
PRPC
$5.31M 0.14%
538,994
+468,945
+669% +$4.59M
GMFIU
120
DELISTED
Aetherium Acquisition Corp Unit
GMFIU
$5.3M 0.14%
532,467
+33,467
+7% +$335K
SEDA
121
DELISTED
SDCL EDGE Acquisition Corporation
SEDA
$5.29M 0.14%
+543,448
New +$5.26M
TGAA
122
DELISTED
Target Global Acquisition I Corp. Class A Ordinary Share
TGAA
$5.22M 0.14%
+526,089
New +$5.18M
GEEX
123
DELISTED
Games & Esports Experience Acquisition Corp. Class A Ordinary Shares
GEEX
$5.19M 0.14%
+519,654
New +$5.18M
HORI
124
DELISTED
Emerging Markets Horizon Corp. Class A Ordinary Shares
HORI
$5.18M 0.14%
+525,720
New +$5.18M
TSC
125
DELISTED
TriState Capital Holdings, Inc.
TSC
$5.05M 0.13%
151,930
+8,982
+6% +$287K
3 4
5
6 7

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JWBC
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GA
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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.