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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
JUN.U
1576
DELISTED
Juniper II Corp. Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
JUN.U
– –
-298,171
Closed -$3.04M
CORS.U
1577
DELISTED
Corsair Partnering Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CORS.U
– –
-342,000
Closed -$3.42M
LVACU
1578
DELISTED
LAVA Medtech Acquisition Corp. Unit
LVACU
– –
-151,900
Closed -$1.53M
GEEXU
1579
DELISTED
Games & Esports Experience Acquisition Corp. Unit
GEEXU
– –
-519,657
Closed -$5.27M
AXH.U
1580
DELISTED
Industrial Human Capital, Inc. Units, each consisting of one share of common stock and one redeemable warrant
AXH.U
– –
-200,000
Closed -$2.08M
STFC
1581
DELISTED
State Auto Financial Corp
STFC
– –
-126,546
Closed -$6.54M
CIT
1582
DELISTED
CIT Group Inc.
CIT
– –
-328,936
Closed -$16.5M
MNR
1583
DELISTED
Monmouth Real Estate Investment Corp
MNR
– –
-368,810
Closed -$7.75M
STL
1584
DELISTED
Sterling Bancorp
STL
– –
-1,220,074
Closed -$31.5M
LFACU
1585
DELISTED
LF Capital Acquisition Corp. II Units
LFACU
– –
-341,891
Closed -$3.42M
60 61 62 63
64

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HCM
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DTC
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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.