We are live on ! Find out more
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
SPAQ.WS
1501
DELISTED
Spartan Acquisition Corp. III Warrants, exercisable for one share of Class A Common Stock
SPAQ.WS
– –
-30,498
Closed -$301K
KRA
1502
DELISTED
Kraton Corporation
KRA
– –
-259,196
Closed -$12M
ARNA
1503
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-252,300
Closed -$23.4M
SCVX
1504
DELISTED
SCVX Corp.
SCVX
– –
-97,050
Closed -$970K
SCVX.WS
1505
DELISTED
SCVX Corp.
SCVX.WS
– –
-25,000
Closed -$250K
PVG
1506
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-506,595
Closed -$7.14M
HCCC
1507
DELISTED
Healthcare Capital Corp. Class A common stock
HCCC
– –
-205,528
Closed -$2.03M
HCCCW
1508
DELISTED
Healthcare Capital Corp. Warrant
HCCCW
– –
-76,999
Closed -$760K
NUAN
1509
DELISTED
Nuance Communications, Inc.
NUAN
– –
-525,704
Closed -$29.1M
CPLG
1510
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
– –
-277,893
Closed -$4.36M
MCFE
1511
DELISTED
McAfee Corp. Class A Common Stock
MCFE
– –
-531,574
Closed -$13.7M
BTAQW
1512
DELISTED
Burgundy Technology Acquisition Corporation Warrant
BTAQW
– –
-177,227
Closed -$1.77M
ACBI
1513
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-153,874
Closed -$4.43M
INFO
1514
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-295,398
Closed -$39.1M
RRD
1515
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-924,925
Closed -$10.4M
PAEWW
1516
DELISTED
PAE Incorporated Warrants
PAEWW
– –
-324,608
Closed -$3.22M
FMBI
1517
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-1,083,183
Closed -$22.2M
PAE
1518
DELISTED
PAE Incorporated Class A Common Stock
PAE
– –
-639,088
Closed -$6.35M
XLNX
1519
DELISTED
Xilinx Inc
XLNX
– –
-133,911
Closed -$28.4M
NXU.WS
1520
DELISTED
Novus Capital Corporation II Redeemable warrants, each whole warrant exercisable for shares of Class
NXU.WS
– –
-66,666
Closed -$660K
GCACW
1521
DELISTED
Growth Capital Acquisition Corp. Warrant
GCACW
– –
-87,500
Closed -$870K
GCAC
1522
DELISTED
Growth Capital Acquisition Corp. Class A Common Stock
GCAC
– –
-238,220
Closed -$2.37M
SBEAW
1523
DELISTED
SilverBox Engaged Merger Corp I Warrant
SBEAW
– –
-45,666
Closed -$464K
CCAC.WS
1524
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
– –
-200,000
Closed -$2M
IVAN.WS
1525
DELISTED
Ivanhoe Capital Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A
IVAN.WS
– –
-11,666
Closed -$116K
59 60
61
62 63

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.