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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
GRNAW
1401
DELISTED
GreenLight Biosciences Holdings, PBC Warrant
GRNAW
– –
-64,500
Closed -$640K
GRNA
1402
DELISTED
GreenLight Biosciences Holdings, PBC Common Stock
GRNA
– –
-187,716
Closed -$1.86M
GGAAU
1403
DELISTED
Genesis Growth Tech Acquisition Corp. Unit
GGAAU
– –
-989,926
Closed -$9.97M
ENTFU
1404
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Unit
ENTFU
– –
-493,940
Closed -$4.97M
SCAQ
1405
DELISTED
Stratim Cloud Acquisition Corp. Class A Common Stock
SCAQ
– –
-206,300
Closed -$1.99M
CRECU
1406
DELISTED
Crescera Capital Acquisition Corp Unit
CRECU
– –
-198,059
Closed -$1.99M
GOGN.U
1407
DELISTED
GoGreen Investments Corporation Units, each consisting of one Class A ordinary share and one half of one redeemable warrant
GOGN.U
– –
-197,492
Closed -$2M
ROCAU
1408
DELISTED
ROC Energy Acquisition Corp. Unit
ROCAU
– –
-440,057
Closed -$4.45M
TOACU
1409
DELISTED
Talon 1 Acquisition Corp. Unit
TOACU
– –
-297,141
Closed -$2.97M
RJAC.U
1410
DELISTED
Jackson Acquisition Company Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
RJAC.U
– –
-973,868
Closed -$9.7M
MTVC.U
1411
DELISTED
Motive Capital Corp II Units, each consisting of one Class A ordinary share, and one-third of one redeemable warrant
MTVC.U
– –
-890,933
Closed -$8.88M
SCUA.U
1412
DELISTED
Sculptor Acquisition Corp I Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
SCUA.U
– –
-970,069
Closed -$9.71M
STET.U
1413
DELISTED
ST Energy Transition I Ltd. SAIL securities, each consisting of one Class A ordinary share and one-half of one redeemable warrant
STET.U
– –
-742,377
Closed -$7.43M
BPACU
1414
DELISTED
Bullpen Parlay Acquisition Company Unit
BPACU
– –
-593,905
Closed -$6.03M
QTEKW
1415
DELISTED
QualTek Services Inc. Warrant
QTEKW
– –
-29,498
Closed -$293K
MNTV
1416
DELISTED
Momentive Global Inc. Common Stock
MNTV
– –
-469,348
Closed -$9.93M
GBRGU
1417
DELISTED
Goldenbridge Acquisition Limited Unit
GBRGU
– –
-34,000
Closed -$329K
BNNRU
1418
DELISTED
Banner Acquisition Corp. Units
BNNRU
– –
-99,272
Closed -$983K
GVCIU
1419
DELISTED
Green Visor Financial Technology Acquisition Corp. I Units
GVCIU
– –
-198,085
Closed -$1.99M
SVNAU
1420
DELISTED
7 Acquisition Corp Unit
SVNAU
– –
-346,664
Closed -$3.52M
ADALU
1421
DELISTED
Anthemis Digital Acquisitions I Corp Unit
ADALU
– –
-691,709
Closed -$7.01M
TRAQ.U
1422
DELISTED
Trine II Acquisition Corp. Units, each consisting of one Class A Ordinary Share and one-half of one redeemable warrant
TRAQ.U
– –
-247,617
Closed -$2.51M
IQMDU
1423
DELISTED
Intelligent Medicine Acquisition Corp. Unit
IQMDU
– –
-347,865
Closed -$3.55M
NHICU
1424
DELISTED
NewHold Investment Corp. II Unit
NHICU
– –
-297,933
Closed -$2.94M
VORBW
1425
DELISTED
Virgin Orbit Holdings, Inc. Warrant
VORBW
– –
-48,688
Closed -$391K
55 56
57
58 59

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GA
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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.