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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
GCTS
76
GCT Semiconductor Holding
GCTS
$177M
$8.81M 0.23%
+888,381
New +$8.78M
ZTAQU
77
DELISTED
Zimmer Energy Transition Acquisition Corp. Units
ZTAQU
$8.74M 0.23%
891,000
– –
ACQR
78
DELISTED
Independence Holdings Corp. Class A Ordinary Share
ACQR
$8.69M 0.23%
+887,321
New +$8.64M
ELIQ
79
DELISTED
Electriq Power Holdings, Inc.
ELIQ
$8.64M 0.23%
882,587
+799,406
+961% +$7.79M
KCAC.U
80
DELISTED
Kensington Capital Acquisition Corp. IV Units, each consisting of one Class A Ordinary Share, one Class 1 redeemable Warrant and one Class 2 redeemable Warrant
KCAC.U
$8.26M 0.22%
+825,000
New +$8.25M
BFAC
81
DELISTED
Battery Future Acquisition Corp.
BFAC
$7.94M 0.21%
+801,672
New +$7.92M
REGI
82
DELISTED
Renewable Energy Group, Inc.
REGI
$7.85M 0.2%
+129,451
New +$6.27M
EVE.U
83
DELISTED
EVe Mobility Acquisition Corp Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
EVE.U
$7.79M 0.2%
778,547
+28,547
+4% +$285K
JUN
84
DELISTED
Juniper II Corp.
JUN
$7.79M 0.2%
+783,166
New +$7.73M
MEKA
85
DELISTED
MELI Kaszek Pioneer Corp Class A Ordinary Shares
MEKA
$7.71M 0.2%
+750,000
New +$7.72M
GSRMU
86
DELISTED
GSR II Meteora Acquisition Corp. Unit
GSRMU
$7.56M 0.2%
+750,000
New +$7.53M
CSLMU
87
DELISTED
CSLM Acquisition Corp. Unit
CSLMU
$7.56M 0.2%
+754,840
New +$7.55M
FOUN
88
DELISTED
Founder SPAC Class A Ordinary Shares
FOUN
$7.54M 0.2%
749,998
– –
GS icon
89
Goldman Sachs
GS
$313B
$7.44M 0.19%
+22,550
New +$7.96M
PRLH
90
DELISTED
Pearl Holdings Acquisition Corp Class A Ordinary Shares
PRLH
$7.4M 0.19%
+749,998
New +$7.4M
STET
91
DELISTED
ST Energy Transition I Ltd.
STET
$7.32M 0.19%
+742,375
New +$7.29M
SPEC
92
DELISTED
Spectaire Holdings, Inc. Common Stock
SPEC
$7.21M 0.19%
+180,494
New +$7.18M
LIVBU
93
DELISTED
LIV Capital Acquisition Corp. II Unit
LIVBU
$7.21M 0.19%
+720,000
New +$7.2M
KYCHU
94
DELISTED
Keyarch Acquisition Corporation Unit
KYCHU
$7.1M 0.19%
+715,000
New +$7.13M
DGNU
95
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
$7.06M 0.18%
+723,676
New +$7.05M
NLSN
96
DELISTED
Nielsen Holdings plc
NLSN
$6.99M 0.18%
+256,759
New +$5.1M
FLDDU
97
DELISTED
FTAC Emerald Acquisition Corp. Unit
FLDDU
$6.81M 0.18%
682,442
+32,442
+5% +$323K
SCUA
98
DELISTED
Sculptor Acquisition Corp I
SCUA
$6.71M 0.18%
+676,052
New +$6.68M
SHAP
99
DELISTED
Spree Acquisition Corp. 1 Limited
SHAP
$6.52M 0.17%
+654,838
New +$6.48M
CITEU
100
DELISTED
Cartica Acquisition Corp Unit
CITEU
$6.37M 0.17%
+630,352
New +$6.35M
2 3
4
5 6

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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.