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
+3.83%
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
$3.91B
AUM Growth
+$424M
Cap. Flow
-$941M
Cap. Flow %
-24.05%
Top 10 Hldgs %
10.63%
Holding
1,525
New
380
Increased
28
Reduced
154
Closed
305

Top Buys

Rank Stock Value
1
VG
Vonage Holdings Corporation
VG
+$33.4M
2
CERN
Cerner Corp
CERN
+$32.2M
3
CCMP
CMC Materials, Inc. Common Stock
CCMP
+$28.5M
4
GATE
Marblegate Acquisition Corp. Class A Common Stock
GATE
+$27.4M
5
CONE
CyrusOne Inc Common Stock
CONE
+$27.2M

Top Sells

Rank Stock Value
1
KDMN
Kadmon Holdings, Inc.
KDMN
+$31.9M
2
INOV
Inovalon Holdings, Inc. Class A Common Stock
INOV
+$29.3M
3
PPD
PPD, Inc. Common Stock
PPD
+$29.3M
4
CSOD
Cornerstone OnDemand, Inc.
CSOD
+$29.1M
5
CVA
Covanta Holding Corporation
CVA
+$28.5M

Sector Composition

Rank Sector Weight
1 Financials 17.52%
2 Technology 5.22%
3 Industrials 3.73%
4 Healthcare 2.98%
5 Communication Services 2.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARTEW
251
DELISTED
Artemis Strategic Investment Corporation Warrant
ARTEW
$2.54M 0.07%
+249,999
New +$127K
POND
252
DELISTED
Angel Pond Holdings Corporation
POND
$2.52M 0.06%
260,858
– –
TRAQ.U
253
DELISTED
Trine II Acquisition Corp. Units, each consisting of one Class A Ordinary Share and one-half of one redeemable warrant
TRAQ.U
$2.51M 0.06%
+247,617
New +$2.49M
RCFA.U
254
DELISTED
Perception Capital Corp. IV Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
RCFA.U
$2.5M 0.06%
+247,609
New +$2.49M
IRAA
255
DELISTED
Iris Acquisition Corp Class A Common Stock
IRAA
$2.5M 0.06%
255,552
-71,040
-22% -$695K
FIACU
256
DELISTED
Focus Impact Acquisition Corp. Unit
FIACU
$2.5M 0.06%
+248,250
New +$2.5M
UTAAU
257
DELISTED
UTA Acquisition Corporation Units
UTAAU
$2.49M 0.06%
+247,447
New +$2.48M
CEROW
258
DELISTED
CERo Therapeutics Warrants
CEROW
$2.48M 0.06%
+249,998
New +$115K
AVAC
259
DELISTED
Avalon Acquisition Inc. Class A Common Stock
AVAC
$2.47M 0.06%
+249,990
New +$2.47M
RCHGW
260
DELISTED
Recharge Acquisition Corp. Warrant
RCHGW
$2.47M 0.06%
250,000
– –
WRAC.WS
261
DELISTED
Williams Rowland Acquisition Corp. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50
WRAC.WS
$2.47M 0.06%
+249,999
New +$134K
PMVC.WS
262
DELISTED
PMV Consumer Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PMVC.WS
$2.46M 0.06%
250,000
– –
GAPA.WS
263
DELISTED
G&P Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
GAPA.WS
$2.45M 0.06%
249,999
– –
MITA
264
DELISTED
Coliseum Acquisition Corp. Class A Ordinary Share
MITA
$2.45M 0.06%
254,868
-4,000
-2% -$38.9K
SV
265
DELISTED
Spring Valley Acquisition Corp. Class A Ordinary Share
SV
$2.44M 0.06%
243,641
-24,387
-9% -$240K
OKLO
266
Oklo
OKLO
$7.31B
$2.44M 0.06%
247,500
-2,500
-1% -$24.6K
GBT
267
DELISTED
Global Blood Therapeutics, Inc.
GBT
$2.43M 0.06%
+83,123
New +$2.57M
VMACW
268
DELISTED
Vistas Media Acquisition Company Inc. Warrant
VMACW
$2.43M 0.06%
238,545
– –
FRW
269
DELISTED
PWP Forward Acquisition Corp. I Class A Common Stock
FRW
$2.42M 0.06%
249,995
– –
FAAS
270
DELISTED
DigiAsia
FAAS
$2.42M 0.06%
+246,000
New +$2.43M
CND.WS
271
DELISTED
Concord Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CND.WS
$2.41M 0.06%
231,666
– –
FNVTW
272
DELISTED
Finnovate Acquisition Corp. Warrants
FNVTW
$2.4M 0.06%
+243,741
New +$102K
GIW
273
DELISTED
GigInternational1, Inc. Common Stock
GIW
$2.4M 0.06%
241,600
– –
GXII
274
DELISTED
GX Acquisition Corp. II Class A Common Stock
GXII
$2.39M 0.06%
246,076
– –
WRAC
275
DELISTED
Williams Rowland Acquisition Corp.
WRAC
$2.38M 0.06%
+240,832
New +$2.39M
9 10
11
12 13

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 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
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 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

AQR Arbitrage's Q4 2021 Portfolio in Review

As of Q4 2021, AQR Arbitrage held 1,525 positions worth $3.91B, up 12% from $3.49B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Arbitrage withdrew a net $941M in Q4 2021, closing 305 positions and reducing 154 holdings. Its most notable exit was Kadmon Holdings, Inc., an estimated $31.9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 18% a quarter earlier, followed by Technology and Industrials.

Against the trend, AQR Arbitrage opened a new position in Vonage Holdings Corporation worth $38.1M.

  • AQR Arbitrage's largest Q4 2021 buy was Vonage Holdings Corporation: 1,831,020 shares worth $38.1M.
  • AQR Arbitrage added most to Veoneer, Inc. in Q4 2021, an estimated $20M increase.
  • AQR Arbitrage's biggest Q4 2021 reduction was Northern Genesis Acquisition Corp. III, cutting an estimated $3.37M.
  • AQR Arbitrage fully exited Kadmon Holdings, Inc. in Q4 2021, selling an estimated $31.9M.
  • AQR Arbitrage's ten largest holdings make up 11% of its $3.91B portfolio in Q4 2021.
  • AQR Arbitrage opened 380 new positions and closed 305 in Q4 2021.
  • AQR Arbitrage's portfolio value rose 12% quarter-over-quarter to $3.91B.

Based on AQR Arbitrage's 13F filing for Q4 2021, filed 14 Feb 2022.