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
VMACW
1526
DELISTED
Vistas Media Acquisition Company Inc. Warrant
VMACW
– –
-238,545
Closed -$2.43M
VMAC
1527
DELISTED
Vistas Media Acquisition Company Inc. Class A Common Stock
VMAC
– –
-148,309
Closed -$1.51M
GWB
1528
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-516,252
Closed -$17.5M
GTS
1529
DELISTED
Triple-S Management Corporation
GTS
– –
-108,700
Closed -$3.88M
SC
1530
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-398,418
Closed -$16.7M
TREB.WS
1531
DELISTED
Trebia Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
TREB.WS
– –
-33,333
Closed -$332K
SEAH.WS
1532
DELISTED
Sports Entertainment Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one s
SEAH.WS
– –
-150,000
Closed -$1.49M
NFH.WS
1533
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
– –
-287,956
Closed -$3.3M
YSAC
1534
DELISTED
Yellowstone Acquisition Company
YSAC
– –
-339,701
Closed -$3.46M
CFV
1535
DELISTED
CF Acquisition Corp. V Class A Common Stock
CFV
– –
-118,180
Closed -$1.15M
CFFVW
1536
DELISTED
CF Acquisition Corp. V Warrant
CFFVW
– –
-40,666
Closed -$394K
YSAC.WS
1537
DELISTED
Yellowstone Acquisition Company Warrants, each whole warrant exercisable for one share of Class A co
YSAC.WS
– –
-250,000
Closed -$2.54M
NVACU
1538
DELISTED
NorthView Acquisition Corporation Unit
NVACU
– –
-450,000
Closed -$4.51M
CYXTW
1539
DELISTED
Cyxtera Technologies, Inc. Warrant
CYXTW
– –
-47,936
Closed -$604K
CPSR.WS
1540
DELISTED
Capstar Special Purpose Acquisition Corp. Warrants, each whole warrant exercisable for one share of
CPSR.WS
– –
-200,000
Closed -$1.99M
DCRNW
1541
DELISTED
Decarbonization Plus Acquisition Corporation II Warrant
DCRNW
– –
-40,665
Closed -$405K
DCRN
1542
DELISTED
Decarbonization Plus Acquisition Corporation II Class A Common stock
DCRN
– –
-124,989
Closed -$1.25M
TGP
1543
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-546,821
Closed -$9.26M
FXCOU
1544
DELISTED
Financial Strategies Acquisition Corp. Unit
FXCOU
– –
-352,400
Closed -$3.61M
JWACU
1545
DELISTED
Jupiter Wellness Acquisition Corp. Unit
JWACU
– –
-439,988
Closed -$4.43M
MGLN
1546
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-287,775
Closed -$27.3M
BMTC
1547
DELISTED
Bryn Mawr Bank Corp
BMTC
– –
-72,887
Closed -$3.28M
ATH
1548
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-342,475
Closed -$28.3M
WTMAU
1549
DELISTED
Welsbach Technology Metals Acquisition Corp. Unit
WTMAU
– –
-25,600
Closed -$257K
PRLHU
1550
DELISTED
Pearl Holdings Acquisition Corp Unit
PRLHU
– –
-750,000
Closed -$7.5M
60 61
62
63 64

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 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
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
EAM
Eventide Asset Management Boston, Massachusetts $6.05B AUM 76.64% 1-Year Est. Return
ACM
AKRE Capital Management Middleburg, Virginia $6.13B AUM 15.27% 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.