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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
INTEU
1326
DELISTED
Integral Acquisition Corporation 1 Unit
INTEU
– –
-344,010
Closed -$3.45M
LILMW
1327
DELISTED
Lilium N.V. Warrants
LILMW
– –
-38,668
Closed -$268K
SEDA.U
1328
DELISTED
SDCL EDGE Acquisition Corporation Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
SEDA.U
– –
-543,450
Closed -$5.38M
CCTSU
1329
DELISTED
Cactus Acquisition Corp. 1 Limited Unit
CCTSU
– –
-197,621
Closed -$1.99M
FIACU
1330
DELISTED
Focus Impact Acquisition Corp. Unit
FIACU
– –
-248,250
Closed -$2.5M
LLAP
1331
DELISTED
Terran Orbital Corporation
LLAP
– –
-48,150
Closed -$476K
VSACU
1332
DELISTED
Vision Sensing Acquisition Corp. Unit
VSACU
– –
-125,000
Closed -$1.27M
GTACU
1333
DELISTED
Global Technology Acquisition Corp. I Unit
GTACU
– –
-197,497
Closed -$2M
IXAQ
1334
DELISTED
IX Acquisition Corp. Class A Ordinary Share
IXAQ
– –
-296,376
Closed -$2.87M
ADRT.U
1335
DELISTED
Ault Disruptive Technologies Corporation Units, each consisting of one share of Common Stock, and three-fourths of one Redeemable Warrant to purchase one share of Common Stock
ADRT.U
– –
-200,000
Closed -$2.03M
XFINU
1336
DELISTED
ExcelFin Acquisition Corp Unit
XFINU
– –
-297,933
Closed -$2.99M
AAGR
1337
DELISTED
African Agriculture Holdings Inc
AAGR
– –
-257,373
Closed -$1.81M
IRAA
1338
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
– –
-255,552
Closed -$2.5M
CLOE
1339
DELISTED
Clover Leaf Capital Corp. Class A Common Stock
CLOE
– –
-294,000
Closed -$2.94M
IFIN.U
1340
DELISTED
InFinT Acquisition Corporation Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
IFIN.U
– –
-173,301
Closed -$1.74M
FEXDU
1341
DELISTED
Fintech Ecosystem Development Corp. Units
FEXDU
– –
-25,000
Closed -$255K
TRON
1342
DELISTED
Corner Growth Acquisition Corp. 2 Class A Ordinary Share
TRON
– –
-12,000
Closed -$119K
TRIS.U
1343
DELISTED
Tristar Acquisition I Corp. Units, each consisting of one Class A Ordinary Share and one-half of one Redeemable Warrant to purchase one Class A Ordinary Share
TRIS.U
– –
-663,959
Closed -$6.64M
PEGRU
1344
DELISTED
Project Energy Reimagined Acquisition Corp. Unit
PEGRU
– –
-444,641
Closed -$4.41M
NFYS
1345
DELISTED
Enphys Acquisition Corp.
NFYS
– –
-599,999
Closed -$5.78M
SHPWW
1346
DELISTED
Shapeways Holdings, Inc. Warrants
SHPWW
– –
-21,399
Closed -$79K
CNGLU
1347
DELISTED
Canna-Global Acquisition Corp Unit
CNGLU
– –
-496,844
Closed -$5.03M
COOL
1348
DELISTED
Corner Growth Acquisition Corp. Class A Ordinary Shares
COOL
– –
-75,017
Closed -$735K
DHACU
1349
DELISTED
Digital Health Acquisition Corp. Unit
DHACU
– –
-200,000
Closed -$2.04M
ADTHW
1350
DELISTED
AdTheorent Holding Co Warrants
ADTHW
– –
-66,666
Closed -$391K
52 53
54
55 56

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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.