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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
TZPS
1451
DELISTED
TZP Strategies Acquisition Corp. Class A Ordinary Share
TZPS
– –
-117,937
Closed -$1.14M
FCAX
1452
DELISTED
Fortress Capital Acquisition Corp.
FCAX
– –
-76,810
Closed -$750K
EPHY
1453
DELISTED
Epiphany Technology Acquisition Corp. Class A Common Stock
EPHY
– –
-103,878
Closed -$1.01M
DRAY
1454
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
– –
-312,176
Closed -$3.08M
CORZW
1455
DELISTED
Core Scientific, Inc. Warrant
CORZW
– –
-29,749
Closed -$326K
SHCAU
1456
DELISTED
Spindletop Health Acquisition Corp. Unit
SHCAU
– –
-390,876
Closed -$3.93M
PSAG
1457
DELISTED
Property Solutions Acquisition Corporation II Class A Common Stock
PSAG
– –
-100,000
Closed -$971K
DAOOU
1458
DELISTED
Crypto 1 Acquisition Corp Unit
DAOOU
– –
-395,936
Closed -$4M
SHQA
1459
DELISTED
Shelter Acquisition Corporation I Class A Common Stock
SHQA
– –
-123,990
Closed -$1.2M
TSPQ.U
1460
DELISTED
TCW Special Purpose Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TSPQ.U
– –
-496,698
Closed -$4.92M
EPWR.U
1461
DELISTED
Empowerment & Inclusion Capital I Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
EPWR.U
– –
-100,000
Closed -$991K
BSKY
1462
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
– –
-359,552
Closed -$3.49M
LSPRU
1463
DELISTED
Larkspur Health Acquisition Corp. Unit
LSPRU
– –
-150,000
Closed -$1.5M
VTIQ
1464
DELISTED
VectoIQ Acquisition Corp. II Class A Common Stock
VTIQ
– –
-64,517
Closed -$628K
AFACU
1465
DELISTED
Arena Fortify Acquisition Corp. Unit
AFACU
– –
-149,083
Closed -$1.51M
CLIM
1466
DELISTED
Climate Real Impact Solutions II Acquisition Corporation
CLIM
– –
-60,750
Closed -$593K
HMCOU
1467
DELISTED
HumanCo Acquisition Corp. Unit
HMCOU
– –
-100,000
Closed -$1.01M
OHPA
1468
DELISTED
Orion Acquisition Corp. Class A common stock
OHPA
– –
-83,550
Closed -$817K
FVIV
1469
DELISTED
Fortress Value Acquisition Corp. IV
FVIV
– –
-69,206
Closed -$675K
FSRD
1470
DELISTED
Fast Radius, Inc. Class A Common Stock
FSRD
– –
-168,466
Closed -$1.66M
FSRDW
1471
DELISTED
Fast Radius, Inc. Warrants
FSRDW
– –
-29,999
Closed -$296K
LAXXU
1472
DELISTED
8i Acquisition 2 Corp Unit
LAXXU
– –
-250,000
Closed -$2.58M
THCA
1473
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
– –
-136,270
Closed -$1.39M
CRHC
1474
DELISTED
Cohn Robbins Holdings Corp.
CRHC
– –
-67,550
Closed -$664K
QNGY
1475
DELISTED
Quanergy Systems, Inc.
QNGY
– –
-4,777
Closed -$956K
57 58
59
60 61

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AWA
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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.