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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
HTAQ.U
1476
DELISTED
Hunt Companies Acquisition Corp. I Units, each consisting of one Class A ordinary share and one-half one redeemable warrant
HTAQ.U
– –
-297,128
Closed -$3.02M
LUXAU
1477
DELISTED
Lux Health Tech Acquisition Corp. Units
LUXAU
– –
-100,000
Closed -$1M
PIPP
1478
DELISTED
Pine Island Acquisition Corp.
PIPP
– –
-58,910
Closed -$581K
SRSA
1479
DELISTED
Sarissa Capital Acquisition Corp. Class A Ordinary Shares
SRSA
– –
-73,244
Closed -$725K
MAAQU
1480
DELISTED
Mana Capital Acquisition Corp. Unit
MAAQU
– –
-100,000
Closed -$1.02M
ENPC
1481
DELISTED
Executive Network Partnering Corporation
ENPC
– –
-93,120
Closed -$914K
PMVC
1482
DELISTED
PMV Consumer Acquisition Corp.
PMVC
– –
-94,650
Closed -$930K
AMPS.WS
1483
DELISTED
Altus Power Warrants
AMPS.WS
– –
-33,038
Closed -$345K
AVAN
1484
DELISTED
Avanti Acquisition Corp.
AVAN
– –
-67,900
Closed -$667K
GBT
1485
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-83,123
Closed -$2.43M
OWL.WS
1486
DELISTED
Blue Owl Capital Inc. Redeemable Warrants, each whole warrant exercisable for one share of Class A C
OWL.WS
– –
-45,599
Closed -$680K
GLSPU
1487
DELISTED
Global SPAC Partners Co. Unit
GLSPU
– –
-95,000
Closed -$967K
CAS
1488
DELISTED
Cascade Acquisition Corp.
CAS
– –
-103,628
Closed -$1.03M
OCA
1489
DELISTED
Omnichannel Acquisition Corp.
OCA
– –
-311,957
Closed -$3.1M
ATSPU
1490
DELISTED
Archimedes Tech SPAC Partners Co. Unit
ATSPU
– –
-235,600
Closed -$2.37M
VRS
1491
DELISTED
Verso Corporation
VRS
– –
-81,017
Closed -$2.19M
GSKY
1492
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
– –
-2,245,933
Closed -$25.5M
FMAC.WS
1493
DELISTED
FirstMark Horizon Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one shar
FMAC.WS
– –
-125,000
Closed -$1.24M
FMAC
1494
DELISTED
FirstMark Horizon Acquisition Corp.
FMAC
– –
-47,950
Closed -$474K
CONE
1495
DELISTED
CyrusOne Inc Common Stock
CONE
– –
-320,619
Closed -$28.7M
TWNT.U
1496
DELISTED
Tailwind Two Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of
TWNT.U
– –
-150,000
Closed -$1.51M
MOTV.WS
1497
DELISTED
Motive Capital Corp Warrants, each whole warrant exercisable for one Class A ordinary share at an ex
MOTV.WS
– –
-13,333
Closed -$131K
FRTA
1498
DELISTED
Forterra, Inc
FRTA
– –
-1,107,166
Closed -$26.3M
BTNB
1499
DELISTED
Bridgetown 2 Holdings Limited Class A Ordinary Shares
BTNB
– –
-36,000
Closed -$357K
SPAQ
1500
DELISTED
Spartan Acquisition Corp. III
SPAQ
– –
-160,142
Closed -$1.58M
58 59
60
61 62

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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.