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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
FRSG
401
DELISTED
First Reserve Sustainable Growth Corp. Class A Common Stock
FRSG
$1.54M 0.04%
155,446
– –
LVACU
402
DELISTED
LAVA Medtech Acquisition Corp. Unit
LVACU
$1.53M 0.04%
+151,900
New +$1.54M
TWNT.U
403
DELISTED
Tailwind Two Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of
TWNT.U
$1.51M 0.04%
150,000
– –
AFACU
404
DELISTED
Arena Fortify Acquisition Corp. Unit
AFACU
$1.51M 0.04%
+149,083
New +$1.51M
SANBU
405
DELISTED
Sanaby Health Acquisition Corp. I Unit
SANBU
$1.51M 0.04%
+148,965
New +$1.51M
GDNRU
406
DELISTED
Gardiner Healthcare Acquisitions Corp. Unit
GDNRU
$1.51M 0.04%
+150,000
New +$1.51M
VMAC
407
DELISTED
Vistas Media Acquisition Company Inc. Class A Common Stock
VMAC
$1.51M 0.04%
148,309
– –
LSPRU
408
DELISTED
Larkspur Health Acquisition Corp. Unit
LSPRU
$1.5M 0.04%
+150,000
New +$1.5M
GSDWW
409
DELISTED
Global Systems Dynamics, Inc. Warrant
GSDWW
$1.5M 0.04%
+150,750
New +$82K
SEAH.WS
410
DELISTED
Sports Entertainment Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one s
SEAH.WS
$1.49M 0.04%
150,000
– –
DAVE icon
411
Dave Inc
DAVE
$5.12B
$1.49M 0.04%
4,531
– –
DCRDW
412
DELISTED
Decarbonization Plus Acquisition Corporation IV Warrant
DCRDW
$1.49M 0.04%
+150,749
New +$139K
HPX.WS
413
DELISTED
HPX Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HPX.WS
$1.48M 0.04%
150,000
– –
WQGA.WS
414
DELISTED
World Quantum Growth Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
WQGA.WS
$1.48M 0.04%
+150,750
New +$88.8K
NMMCW
415
DELISTED
North Mountain Merger Corp. Warrant
NMMCW
$1.48M 0.04%
150,000
– –
ARGU
416
DELISTED
Argus Capital Corp. Class A Common Stock
ARGU
$1.48M 0.04%
+148,923
New +$1.48M
MSAIW icon
417
MultiSensor AI Holdings Warrant
MSAIW
$593K
$1.47M 0.04%
+149,999
New +$76.1K
EQD.WS
418
DELISTED
Equity Distribution Acquisition Corp. Warrants, each whole warrant exercisable for one share of Clas
EQD.WS
$1.47M 0.04%
149,999
– –
TBSA
419
DELISTED
TB SA Acquisition Corp Class A Ordinary Share
TBSA
$1.47M 0.04%
149,997
– –
ARBG
420
DELISTED
Aequi Acquisition Corp
ARBG
$1.46M 0.04%
150,000
-139,409
-48% -$1.36M
FMIVW
421
DELISTED
Forum Merger IV Corporation Warrant
FMIVW
$1.46M 0.04%
150,000
– –
LNZAW icon
422
LanzaTech Global Warrant
LNZAW
$4M
$1.46M 0.04%
+150,750
New +$90.8K
NBSTW
423
DELISTED
Newbury Street Acquisition Corporation Warrants
NBSTW
$1.46M 0.04%
150,000
– –
BLNGW
424
DELISTED
Belong Acquisition Corp. Warrant
BLNGW
$1.46M 0.04%
+150,000
New +$80.7K
IXAQW
425
DELISTED
IX Acquisition Corp. Warrant
IXAQW
$1.45M 0.04%
+150,000
New +$65.1K
15 16
17
18 19

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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.