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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+3.97%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 37.9%
2 Financials 26.15%
3 Technology 12.2%
4 Industrials 6.17%
5 Healthcare 4.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SCRMU
1
DELISTED
Screaming Eagle Acquisition Corp. Unit
SCRMU
$60M 1.57%
+6,000,000
New +$59.5M
PBCT
2
DELISTED
People's United Financial Inc
PBCT
$59.8M 1.56%
2,992,570
+754,087
+34% +$15.4M
CERN
3
DELISTED
Cerner Corp
CERN
$57.2M 1.49%
611,160
+187,827
+44% +$17.4M
ISBC
4
DELISTED
Investors Bancorp, Inc.
ISBC
$55M 1.43%
3,680,501
+201,155
+6% +$3.29M
FHN icon
5
First Horizon
FHN
$11.6B
$51.3M 1.34%
+2,182,128
New +$43.5M
CCMP
6
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$48.6M 1.27%
261,884
+65,538
+33% +$12.1M
GHIXU
7
DELISTED
Gores Holdings IX, Inc. Unit
GHIXU
$47.7M 1.25%
+4,750,000
New +$47.5M
MNDT
8
DELISTED
Mandiant, Inc. Common Stock
MNDT
$46M 1.2%
+2,066,612
New +$38.2M
SAFM
9
DELISTED
Sanderson Farms Inc
SAFM
$46M 1.2%
248,041
+36,625
+17% +$6.71M
VG
10
DELISTED
Vonage Holdings Corporation
VG
$45.3M 1.18%
2,233,205
+402,185
+22% +$8.23M
ATVI
11
DELISTED
Activision Blizzard
ATVI
$41M 1.07%
+511,931
New +$39.9M
WBT
12
DELISTED
Welbilt, Inc.
WBT
$39.8M 1.04%
1,675,847
+591,601
+55% +$14M
ZNGA
13
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$39M 1.02%
+4,218,082
New +$37M
FBC
14
DELISTED
Flagstar Bancorp, Inc. New
FBC
$34.9M 0.91%
822,733
+48,832
+6% +$2.25M
HR icon
15
Healthcare Realty
HR
$6.44B
$32.7M 0.85%
+1,044,562
New +$32.9M
VNE
16
DELISTED
Veoneer, Inc.
VNE
$31.9M 0.83%
863,870
+111,501
+15% +$3.97M
COHR
17
DELISTED
Coherent Inc
COHR
$31.8M 0.83%
116,399
+32,542
+39% +$8.51M
EPAY
18
DELISTED
Bottomline Technologies Inc
EPAY
$31.2M 0.82%
551,065
+317,499
+136% +$18M
TSEM icon
19
Tower Semiconductor
TSEM
$24.7B
$30.9M 0.81%
+638,085
New +$26.9M
ROG icon
20
Rogers Corp
ROG
$2.31B
$30.9M 0.81%
113,558
+10,071
+10% +$2.75M
CTXS
21
DELISTED
Citrix Systems Inc
CTXS
$30.6M 0.8%
+303,517
New +$30.7M
MIME
22
DELISTED
Mimecast Limited
MIME
$30.5M 0.8%
382,924
+32,635
+9% +$2.59M
HMHC
23
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$30M 0.78%
+1,429,656
New +$26.9M
TGNA
24
DELISTED
TEGNA Inc
TGNA
$30M 0.78%
+1,340,390
New +$28.2M
TXNM
25
TXNM Energy Inc
TXNM
$5.97B
$27.5M 0.72%
577,117
+69,221
+14% +$3.15M
1
2 3 4 5

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PL
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AACR
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CIS
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BHM
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BFS
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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 Miscellaneous at 38% of assets, down from 57% a quarter earlier, followed by Financials and Technology.

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.