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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
FXCO
201
DELISTED
Financial Strategies Acquisition Corp. Class A Common Stock
FXCO
$3.41M 0.09%
+344,018
New +$3.39M
LFAC
202
DELISTED
LF Capital Acquisition Corp. II Class A Common Stock
LFAC
$3.4M 0.09%
+341,886
New +$3.4M
IRRX
203
DELISTED
Integrated Rail and Resources Acquisition Corp.
IRRX
$3.39M 0.09%
+342,164
New +$3.38M
SANBU
204
DELISTED
Sanaby Health Acquisition Corp. I Unit
SANBU
$3.36M 0.09%
333,965
+185,000
+124% +$1.87M
CORS
205
DELISTED
Corsair Partnering Corporation
CORS
$3.32M 0.09%
+341,994
New +$3.31M
TRTL
206
DELISTED
TortoiseEcofin Acquisition Corp. III
TRTL
$3.31M 0.09%
340,500
+330,000
+3,143% +$3.19M
APN
207
DELISTED
Apeiron Capital Investment Corp
APN
$3.28M 0.09%
+328,260
New +$3.27M
BWAQU
208
DELISTED
Blue World Acquisition Corporation Unit
BWAQU
$3.25M 0.08%
+325,000
New +$3.26M
LUXA
209
DELISTED
Lux Health Tech Acquisition Corp. Class A Common Stock
LUXA
$3.22M 0.08%
326,828
+314,120
+2,472% +$3.09M
PNBK icon
210
Patriot National Bancorp
PNBK
$132M
$3.21M 0.08%
189,455
– –
RRAC
211
DELISTED
Rigel Resource Acquisition Corp.
RRAC
$3.19M 0.08%
+321,582
New +$3.18M
NDAC
212
DELISTED
NightDragon Acquisition Corp. Class A Common stock
NDAC
$3.17M 0.08%
324,525
+269,700
+492% +$2.62M
GNOG
213
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$3.14M 0.08%
441,002
-114,395
-21% -$885K
AERT
214
Aeries Technology
AERT
$37.7M
$3.12M 0.08%
+39,627
New +$3.1M
AOGO
215
DELISTED
Arogo Capital Acquisition Corp. Class A Common Stock
AOGO
$3.08M 0.08%
+309,459
New +$3.07M
AAC
216
DELISTED
Ares Acquisition Corporation
AAC
$3.07M 0.08%
+313,334
New +$3.06M
MURFU
217
DELISTED
Murphy Canyon Acquisition Corp. Unit
MURFU
$3.03M 0.08%
+300,000
New +$3.02M
FGMCU
218
DELISTED
FG Merger Corp. Unit
FGMCU
$3.02M 0.08%
+300,000
New +$3M
CNDA
219
DELISTED
Concord Acquisition Corp II
CNDA
$3.01M 0.08%
310,947
+13,608
+5% +$132K
AXAC
220
DELISTED
AXIOS Sustainable Growth Acquisition Corporation
AXAC
$2.99M 0.08%
+300,000
New +$2.99M
DTRT
221
DELISTED
DTRT Health Acquisition Corp. Class A Common Stock
DTRT
$2.98M 0.08%
+297,968
New +$2.98M
ACRO
222
DELISTED
Acropolis Infrastructure Acquisition Corp
ACRO
$2.98M 0.08%
307,093
-442,891
-59% -$4.29M
APXIU
223
DELISTED
APx Acquisition Corp. I Unit
APXIU
$2.98M 0.08%
296,978
– –
HIII
224
DELISTED
Hudson Executive Investment Corp. III Class A Common Stock
HIII
$2.98M 0.08%
305,000
+248,620
+441% +$2.42M
ONYX
225
DELISTED
Onyx Acquisition Co. I Class A Ordinary Shares
ONYX
$2.96M 0.08%
+297,136
New +$2.95M
7 8
9
10 11

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.