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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
BMAC
1376
DELISTED
Black Mountain Acquisition Corp.
BMAC
– –
-548,447
Closed -$5.39M
CFIV
1377
DELISTED
CF Acquisition Corp. IV Class A common stock
CFIV
– –
-92,139
Closed -$903K
SUAC.U
1378
DELISTED
ShoulderUp Technology Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
SUAC.U
– –
-636,366
Closed -$6.43M
PACI.U
1379
DELISTED
PROOF Acquisition Corp I Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
PACI.U
– –
-439,973
Closed -$4.4M
ALORU
1380
DELISTED
ALSP Orchid Acquisition Corp I Unit
ALORU
– –
-297,088
Closed -$2.99M
EQRXW
1381
DELISTED
EQRx, Inc. Warrant
EQRXW
– –
-38,977
Closed -$266K
HLGN.WS
1382
DELISTED
Heliogen, Inc. Redeemable Warrants, Each whole warrant is exercisable for 1/35th of a share of Common Stock at an exercise price of $402.50
HLGN.WS
– –
-66,666
Closed -$639K
OLITU
1383
DELISTED
OmniLit Acquisition Corp. Units
OLITU
– –
-268,362
Closed -$2.68M
WWACU
1384
DELISTED
Worldwide Webb Acquisition Corp. Unit
WWACU
– –
-493,734
Closed -$4.93M
BODY.WS
1385
DELISTED
The Beachbody Company, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
BODY.WS
– –
-26,215
Closed -$62K
NFNT.U
1386
DELISTED
Infinite Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
NFNT.U
– –
-197,808
Closed -$1.99M
ACAQ.U
1387
DELISTED
Athena Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one Redeemable Warrant
ACAQ.U
– –
-297,929
Closed -$3.03M
PCCTU
1388
DELISTED
Perception Capital Corp. II Units
PCCTU
– –
-345,646
Closed -$3.51M
BIOSU
1389
DELISTED
BioPlus Acquisition Corp. Unit
BIOSU
– –
-593,905
Closed -$5.94M
MPRAU
1390
DELISTED
Mercato Partners Acquisition Corporation Unit
MPRAU
– –
-440,143
Closed -$4.42M
ICNC.U
1391
DELISTED
Iconic Sports Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
ICNC.U
– –
-493,737
Closed -$4.99M
GFGDU
1392
DELISTED
The Growth for Good Acquisition Corporation Unit
GFGDU
– –
-593,906
Closed -$5.93M
FATH.WS
1393
DELISTED
Fathom Digital Manufacturing Corporation Warrants, each whole warrant exercisable for one Class A Common Stock at an exercise price of $11.50 per share
FATH.WS
– –
-13,050
Closed -$103K
MBSC.U
1394
DELISTED
M3-Brigade Acquisition III Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
MBSC.U
– –
-993,112
Closed -$9.95M
VHNAU
1395
DELISTED
Vahanna Tech Edge Acquisition I Corp. Units
VHNAU
– –
-395,668
Closed -$3.93M
UTAAU
1396
DELISTED
UTA Acquisition Corporation Units
UTAAU
– –
-247,447
Closed -$2.49M
GFX
1397
DELISTED
Golden Falcon Acquisition Corp.
GFX
– –
-82,280
Closed -$805K
ZINGU
1398
DELISTED
FTAC Zeus Acquisition Corp. Unit
ZINGU
– –
-734,337
Closed -$7.34M
ARBG
1399
DELISTED
Aequi Acquisition Corp
ARBG
– –
-150,000
Closed -$1.46M
EMBKW
1400
DELISTED
Embark Technology, Inc. Warrants
EMBKW
– –
-26,911
Closed -$234K
54 55
56
57 58

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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.