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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
AHRNU
126
DELISTED
Ahren Acquisition Corp Unit
AHRNU
$5.03M 0.13%
500,000
– –
VMCAU
127
DELISTED
Valuence Merger Corp. I Unit
VMCAU
$5.01M 0.13%
+500,000
New +$5.01M
TVGN icon
128
Tevogen Bio Holdings
TVGN
$18.9M
$4.95M 0.13%
+9,905
New +$4.93M
MLAI
129
DELISTED
McLaren Technology Acquisition Corp. Class A Common Stock
MLAI
$4.94M 0.13%
+496,946
New +$4.94M
ZCAR
130
DELISTED
Zoomcar
ZCAR
$4.94M 0.13%
+247
New +$4.91M
TLGY
131
DELISTED
TLGY Acquisition Corporation Class A Ordinary Share
TLGY
$4.93M 0.13%
+495,404
New +$4.91M
CPAA
132
DELISTED
Conyers Park III Acquisition Corp. Class A Common Stock
CPAA
$4.93M 0.13%
505,269
-375,303
-43% -$3.67M
HAAC
133
DELISTED
Health Assurance Acquisition Corp. Class A Common Stock
HAAC
$4.92M 0.13%
500,000
+420,480
+529% +$4.12M
ASZ
134
DELISTED
Austerlitz Acquisition Corporation II
ASZ
$4.89M 0.13%
+500,000
New +$4.87M
WEL
135
DELISTED
Integrated Wellness Acquisition Corp
WEL
$4.88M 0.13%
+489,996
New +$4.86M
NFYS.U
136
DELISTED
Enphys Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
NFYS.U
$4.88M 0.13%
+500,000
New +$4.94M
TSPQ
137
DELISTED
TCW Special Purpose Acquisition Corp.
TSPQ
$4.84M 0.13%
496,692
+439,582
+770% +$4.27M
AGCB
138
DELISTED
Altimeter Growth Corp 2
AGCB
$4.84M 0.13%
492,829
+478,983
+3,459% +$4.69M
FRBNU
139
DELISTED
Forbion European Acquisition Corp. Unit
FRBNU
$4.83M 0.13%
485,033
– –
ADAL
140
DELISTED
Anthemis Digital Acquisitions I Corp Class A Ordinary Shares
ADAL
$4.78M 0.12%
+480,580
New +$4.76M
ZING
141
DELISTED
FTAC Zeus Acquisition Corp. Class A Common Stock
ZING
$4.72M 0.12%
+479,302
New +$4.7M
JOFF
142
DELISTED
JOFF Fintech Acquisition Corp. Class A Common Stock
JOFF
$4.72M 0.12%
483,181
+400,000
+481% +$3.9M
DTI icon
143
Drilling Tools International
DTI
$81.2M
$4.69M 0.12%
+473,477
New +$4.68M
OHAA
144
DELISTED
OPY Acquisition Corp. I Class A Common Stock
OHAA
$4.64M 0.12%
+473,576
New +$4.63M
SLND icon
145
Southland Holdings
SLND
$33.6M
$4.61M 0.12%
+464,564
New +$4.58M
SAVE
146
DELISTED
Spirit Airlines, Inc.
SAVE
$4.6M 0.12%
+210,142
New +$4.81M
PARA
147
DELISTED
Paramount Global Class B
PARA
$4.55M 0.12%
120,446
– –
GAQ.U
148
DELISTED
Generation Asia I Acquisition Limited Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
GAQ.U
$4.52M 0.12%
+459,400
New +$4.57M
RVACU
149
DELISTED
Riverview Acquisition Corp. Unit
RVACU
$4.46M 0.12%
446,500
– –
RDZN icon
150
Roadzen
RDZN
$101M
$4.44M 0.12%
+446,213
New +$4.43M
4 5
6
7 8

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.