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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
CPSR.WS
326
DELISTED
Capstar Special Purpose Acquisition Corp. Warrants, each whole warrant exercisable for one share of
CPSR.WS
$1.99M 0.05%
200,000
– –
GVCIU
327
DELISTED
Green Visor Financial Technology Acquisition Corp. I Units
GVCIU
$1.99M 0.05%
+198,085
New +$2M
LGVCU
328
DELISTED
LAMF Global Ventures Corp. I Unit
LGVCU
$1.99M 0.05%
+198,087
New +$1.99M
CCTSU
329
DELISTED
Cactus Acquisition Corp. 1 Limited Unit
CCTSU
$1.99M 0.05%
+197,621
New +$1.99M
SCAQ
330
DELISTED
Stratim Cloud Acquisition Corp. Class A Common Stock
SCAQ
$1.99M 0.05%
206,300
– –
CRECU
331
DELISTED
Crescera Capital Acquisition Corp Unit
CRECU
$1.99M 0.05%
+198,059
New +$1.99M
ROSE
332
DELISTED
Rose Hill Acquisition Corporation Class A Ordinary Shares
ROSE
$1.98M 0.05%
+199,998
New +$1.98M
MSDA
333
DELISTED
MSD Acquisition Corp. Class A Ordinary Shares
MSDA
$1.98M 0.05%
200,000
– –
MCAF
334
DELISTED
Mountain Crest Acquisition Corp. IV Common Stock
MCAF
$1.97M 0.05%
200,290
– –
MDH
335
DELISTED
MDH Acquisition Corp.
MDH
$1.97M 0.05%
201,280
– –
NOGNW
336
DELISTED
Nogin, Inc. Warrant
NOGNW
$1.97M 0.05%
+200,000
New +$124K
OHAAU
337
DELISTED
OPY Acquisition Corp. I Units
OHAAU
$1.97M 0.05%
+198,577
New +$1.98M
MSAI icon
338
MultiSensor AI
MSAI
$10.1M
$1.97M 0.05%
+5,000
New +$1.97M
GGMC
339
DELISTED
Glenfarne Merger Corp. Class A Common Stock
GGMC
$1.96M 0.05%
201,329
-48,667
-19% -$474K
KWAC.WS
340
DELISTED
Kingswood Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
KWAC.WS
$1.96M 0.05%
193,622
– –
DMYS
341
DELISTED
dMY Technology Group, Inc. VI
DMYS
$1.95M 0.05%
+198,598
New +$1.97M
BGSX.WS
342
DELISTED
Build Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
BGSX.WS
$1.94M 0.05%
200,000
– –
AAQC.WS
343
DELISTED
Accelerate Acquisition Corp Warrants
AAQC.WS
$1.94M 0.05%
199,999
– –
GXIIW
344
DELISTED
GX Acquisition Corp. II Warrant
GXIIW
$1.94M 0.05%
199,998
– –
SIER
345
DELISTED
Sierra Lake Acquisition Corp. Class A Common Stock
SIER
$1.94M 0.05%
+198,553
New +$1.94M
BHAC
346
DELISTED
Focus Impact BH3 Acquisition Company Class A Common Stock
BHAC
$1.94M 0.05%
+198,609
New +$1.94M
VLAT
347
DELISTED
Valor Latitude Acquisition Corp. Class A Ordinary Shares
VLAT
$1.94M 0.05%
199,998
– –
ORIA
348
DELISTED
Orion Biotech Opportunities Corp. Class A Ordinary Share
ORIA
$1.93M 0.05%
200,000
– –
DNAB
349
DELISTED
Social Capital Suvretta Holdings Corp. II Class A Ordinary Shares
DNAB
$1.93M 0.05%
195,200
-4,800
-2% -$47.5K
SCAQW
350
DELISTED
Stratim Cloud Acquisition Corp. Warrant
SCAQW
$1.92M 0.05%
200,000
– –
12 13
14
15 16

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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.