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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
+3.83%
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
GCAC
276
DELISTED
Growth Capital Acquisition Corp. Class A Common Stock
GCAC
$2.37M 0.06%
238,220
– –
APMI
277
DELISTED
AxonPrime Infrastructure Acquisition Corporation Class A Common Stock
APMI
$2.37M 0.06%
+244,830
New +$2.38M
ATSPU
278
DELISTED
Archimedes Tech SPAC Partners Co. Unit
ATSPU
$2.37M 0.06%
235,600
– –
CNDA.WS
279
DELISTED
Concord Acquisition Corp II Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
CNDA.WS
$2.31M 0.06%
+236,991
New +$226K
KSICW
280
DELISTED
Kadem Sustainable Impact Corporation Warrant
KSICW
$2.3M 0.06%
237,499
– –
CMPOW
281
DELISTED
CompoSecure Inc Warrant
CMPOW
$2.26M 0.06%
275,000
– –
THAC
282
DELISTED
Thrive Acquisition Corporation Class A ordinary shares
THAC
$2.25M 0.06%
+224,998
New +$2.22M
PIPP.WS
283
DELISTED
Pine Island Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
PIPP.WS
$2.23M 0.06%
226,666
– –
VGASW icon
284
Verde Clean Fuels Warrant
VGASW
$547K
$2.23M 0.06%
+226,125
New +$102K
STRDW
285
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$2.22M 0.06%
456,479
+233,600
+105% +$36.6K
LFTRW
286
DELISTED
Lefteris Acquisition Corp. Warrant
LFTRW
$2.22M 0.06%
226,666
– –
FHLT
287
DELISTED
Future Health ESG Corp. Common stock
FHLT
$2.21M 0.06%
+226,485
New +$2.22M
GACQW
288
DELISTED
Global Consumer Acquisition Corp. Warrant
GACQW
$2.21M 0.06%
222,695
– –
SHQAW
289
DELISTED
Shelter Acquisition Corporation I Warrants
SHQAW
$2.2M 0.06%
226,993
– –
ENERW
290
DELISTED
Accretion Acquisition Corp Warrant
ENERW
$2.2M 0.06%
+224,999
New +$93.6K
VRS
291
DELISTED
Verso Corporation
VRS
$2.19M 0.06%
+81,017
New +$1.83M
BSAQ
292
DELISTED
Black Spade Acquisition Co
BSAQ
$2.17M 0.06%
+225,300
New +$2.19M
LUNRW
293
DELISTED
Intuitive Machines, Inc. Warrants
LUNRW
$2.17M 0.06%
+224,998
New +$154K
JAQCW
294
DELISTED
Jupiter Acquisition Corporation Warrants
JAQCW
$2.17M 0.06%
+225,750
New +$120K
KSI
295
DELISTED
Kadem Sustainable Impact Corporation Class A common stock
KSI
$2.15M 0.06%
222,278
– –
ISAA
296
DELISTED
Iron Spark I Inc. Class A Common Stock
ISAA
$2.15M 0.06%
216,814
-6,000
-3% -$60.1K
SNTI icon
297
Senti Biosciences Holdings
SNTI
$12.6M
$2.15M 0.05%
21,751
– –
GCP
298
DELISTED
GCP Applied Technologies Inc.
GCP
$2.14M 0.05%
+67,725
New +$1.73M
IGAC
299
DELISTED
IG Acquisition Corp. Class A Common Stock
IGAC
$2.14M 0.05%
218,220
-27,905
-11% -$274K
AWINW
300
DELISTED
AERWINS Technologies Inc Warrant
AWINW
$2.14M 0.05%
+214,872
New +$96.2K
10 11
12
13 14

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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.