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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
GLS
1426
DELISTED
Gelesis Holdings, Inc.
GLS
– –
-48,924
Closed -$487K
TWNI
1427
DELISTED
Tailwind International Acquisition Corp.
TWNI
– –
-131,320
Closed -$1.28M
STRE
1428
DELISTED
Supernova Partners Acquisition Company III, Ltd.
STRE
– –
-78,000
Closed -$757K
BOXD.WS
1429
DELISTED
Boxed, Inc. Warrants, each whole warrant exercisable to purchase one share of Common Stock at an exercise price of $11.50 per share
BOXD.WS
– –
-86,603
Closed -$1.19M
SMIH
1430
DELISTED
Summit Healthcare Acquisition Corp. Class A Ordinary Share
SMIH
– –
-126,000
Closed -$1.22M
LEGA
1431
DELISTED
Lead Edge Growth Opportunities, Ltd Class A Ordinary Shares
LEGA
– –
-39,700
Closed -$386K
TBSA
1432
DELISTED
TB SA Acquisition Corp Class A Ordinary Share
TBSA
– –
-149,997
Closed -$1.47M
PDOT
1433
DELISTED
Peridot Acquisition Corp. II
PDOT
– –
-48,300
Closed -$470K
HORIU
1434
DELISTED
Emerging Markets Horizon Corp. Unit
HORIU
– –
-494,928
Closed -$4.96M
ESM
1435
DELISTED
ESM Acquisition Corporation
ESM
– –
-65,115
Closed -$633K
HPX
1436
DELISTED
HPX Corp.
HPX
– –
-51,006
Closed -$503K
MLAIU
1437
DELISTED
McLaren Technology Acquisition Corp. Unit
MLAIU
– –
-496,951
Closed -$5M
RNERU
1438
DELISTED
Mount Rainier Acquisition Corp. Unit
RNERU
– –
-198,614
Closed -$2.02M
DCRD
1439
DELISTED
Decarbonization Plus Acquisition Corporation IV Class A Ordinary Share
DCRD
– –
-13,142
Closed -$130K
ANAC
1440
DELISTED
Arctos NorthStar Acquisition Corp.
ANAC
– –
-70,924
Closed -$689K
ZGN.WS
1441
DELISTED
Ermenegildo Zegna N.V. Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50 per share
ZGN.WS
– –
-10,851
Closed -$114K
ACDI.U
1442
DELISTED
Ascendant Digital Acquisition Corp. III Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
ACDI.U
– –
-297,131
Closed -$3.02M
LGTOU
1443
DELISTED
Legato Merger Corp. II Unit
LGTOU
– –
-464,569
Closed -$4.63M
CTAQ
1444
DELISTED
Carney Technology Acquisition Corp. II Class A Common Stock
CTAQ
– –
-98,150
Closed -$959K
WQGA
1445
DELISTED
World Quantum Growth Acquisition Corp.
WQGA
– –
-10,500
Closed -$103K
SCMAU
1446
DELISTED
Seaport Calibre Materials Acquisition Corp. Unit
SCMAU
– –
-100,306
Closed -$1.01M
DTRTU
1447
DELISTED
DTRT Health Acquisition Corp. Unit
DTRTU
– –
-297,971
Closed -$3M
CPARU
1448
DELISTED
Catalyst Partners Acquisition Corp. Unit
CPARU
– –
-100,000
Closed -$1M
APN.U
1449
DELISTED
Apeiron Capital Investment Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Redeemable Warrant
APN.U
– –
-298,166
Closed -$3M
ARCKU
1450
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Units
ARCKU
– –
-347,546
Closed -$3.52M
56 57
58
59 60

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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.