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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
BREZ
1351
DELISTED
Breeze Holdings Acquisition Corp. Common Stock
BREZ
– –
-73,581
Closed -$751K
OSI
1352
DELISTED
Osiris Acquisition Corp.
OSI
– –
-11,200
Closed -$108K
CONX
1353
DELISTED
CONX Corp. Class A Common Stock
CONX
– –
-83,440
Closed -$819K
LGVCU
1354
DELISTED
LAMF Global Ventures Corp. I Unit
LGVCU
– –
-198,087
Closed -$1.99M
PGSS.U
1355
DELISTED
Pegasus Digital Mobility Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
PGSS.U
– –
-345,621
Closed -$3.48M
USCTU
1356
DELISTED
Roth CH Acquisition Co. Unit
USCTU
– –
-691,269
Closed -$7.04M
MCAF
1357
DELISTED
Mountain Crest Acquisition Corp. IV Common Stock
MCAF
– –
-200,290
Closed -$1.97M
LIBYU
1358
DELISTED
Liberty Resources Acquisition Corp. Unit
LIBYU
– –
-150,000
Closed -$1.54M
CNDB.U
1359
DELISTED
Concord Acquisition Corp III Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
CNDB.U
– –
-1,192,682
Closed -$12.2M
PORT.U
1360
DELISTED
Southport Acquisition Corporation Units, each consisting of one share of Class A common stock, and one-half of one warrant
PORT.U
– –
-973,903
Closed -$9.74M
ROSS
1361
DELISTED
Ross Acquisition Corp II
ROSS
– –
-48,850
Closed -$477K
CTOS.WS
1362
DELISTED
Custom Truck One Source, Inc. Warrants, exerciseable for Common Stock
CTOS.WS
– –
-36,012
Closed -$288K
XPDBU
1363
DELISTED
Power & Digital Infrastructure Acquisition II Corp. Unit
XPDBU
– –
-844,681
Closed -$8.5M
ENCPU
1364
DELISTED
Energem Corp Unit
ENCPU
– –
-125,000
Closed -$1.27M
ESACU
1365
DELISTED
ESGEN Acquisition Corporation Unit
ESACU
– –
-543,330
Closed -$5.51M
SZZLU
1366
DELISTED
Sizzle Acquisition Corp. Unit
SZZLU
– –
-200,000
Closed -$2.05M
LGSTU
1367
DELISTED
Semper Paratus Acquisition Corporation Unit
LGSTU
– –
-495,235
Closed -$4.99M
NCACU
1368
DELISTED
Newcourt Acquisition Corp Unit
NCACU
– –
-296,251
Closed -$3M
OTEC
1369
DELISTED
OceanTech Acquisitions I Corp. Class A Common Stock
OTEC
– –
-57,010
Closed -$566K
IOACU
1370
DELISTED
Innovative International Acquisition Corp. Unit
IOACU
– –
-493,785
Closed -$4.95M
OHAAU
1371
DELISTED
OPY Acquisition Corp. I Units
OHAAU
– –
-198,577
Closed -$1.97M
DISAU
1372
DELISTED
Disruptive Acquisition Corporation I Unit
DISAU
– –
-48,600
Closed -$477K
NETC.U
1373
DELISTED
Nabors Energy Transition Corp. Units, each consisting of one share of Class A common stock and one-half of one warrant
NETC.U
– –
-695,895
Closed -$7.06M
TBCP
1374
DELISTED
Thunder Bridge Capital Partners III Inc. Class A Common Stock
TBCP
– –
-50,812
Closed -$496K
BRD.U
1375
DELISTED
Beard Energy Transition Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
BRD.U
– –
-439,831
Closed -$4.47M
53 54
55
56 57

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HCM
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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.