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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
WAVC
426
DELISTED
Waverley Capital Acquisition Corp. 1
WAVC
$1.45M 0.04%
+149,850
New +$1.46M
MOBXW icon
427
Mobix Labs Warrants
MOBXW
$705K
$1.45M 0.04%
147,846
– –
CIIG
428
DELISTED
CIIG Capital Partners II, Inc. Class A Common Stock
CIIG
$1.45M 0.04%
+147,082
New +$1.45M
LIONW
429
DELISTED
Lionheart III Corp Warrant
LIONW
$1.45M 0.04%
+147,383
New +$69.6K
PATK icon
430
Patrick Industries
PATK
$2.81B
$1.45M 0.04%
+26,966
New +$1.45M
SAMA
431
DELISTED
Schultze Special Purpose Acquisition Corp. II Class A Common Stock
SAMA
$1.45M 0.04%
+148,959
New +$1.47M
CCAIW
432
DELISTED
Cascadia Acquisition Corp. Warrant
CCAIW
$1.45M 0.04%
+150,000
New +$80.7K
FICVW
433
DELISTED
Frontier Investment Corp Warrants
FICVW
$1.44M 0.04%
+149,111
New +$86.6K
NSTD
434
DELISTED
Northern Star Investment Corp. IV
NSTD
$1.42M 0.04%
145,700
-22,488
-13% -$220K
EOCW
435
DELISTED
Elliott Opportunity II Corp.
EOCW
$1.42M 0.04%
145,000
– –
KVSC
436
DELISTED
Khosla Ventures Acquisition Co. III Class A Common Stock
KVSC
$1.42M 0.04%
145,000
-40,378
-22% -$398K
ARBGW
437
DELISTED
Aequi Acquisition Corp warrants
ARBGW
$1.4M 0.04%
143,333
– –
ACKIU
438
DELISTED
Ackrell SPAC Partners I Co Units
ACKIU
$1.4M 0.04%
135,000
– –
THCA
439
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$1.39M 0.04%
136,270
– –
THCAW
440
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$1.38M 0.04%
135,456
– –
REVH
441
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Class A Common Stock
REVH
$1.38M 0.04%
141,984
-5,200
-4% -$50.8K
THCPW
442
DELISTED
Thunder Bridge Capital Partners IV, Inc. Warrant
THCPW
$1.38M 0.04%
+141,360
New +$134K
HTPA
443
DELISTED
Highland Transcend Partners I Corp.
HTPA
$1.36M 0.03%
137,575
– –
DSACW
444
DELISTED
Duddell Street Acquisition Corp. Warrant
DSACW
$1.36M 0.03%
137,500
– –
AACIW
445
DELISTED
Armada Acquisition Corp. I Warrant
AACIW
$1.36M 0.03%
+138,250
New +$70.5K
ARBEW icon
446
Arbe Robotics Warrant
ARBEW
$338K
$1.34M 0.03%
+144,446
New +$203K
ALTUW
447
DELISTED
Altitude Acquisition Corp Warrant
ALTUW
$1.34M 0.03%
135,000
– –
GLHA
448
DELISTED
Glass Houses Acquisition Corp. Class A common stock
GLHA
$1.34M 0.03%
137,666
-122,602
-47% -$1.19M
TWCBW
449
DELISTED
Bilander Acquisition Corp. Warrant
TWCBW
$1.32M 0.03%
+136,817
New +$136K
DSAQ
450
DELISTED
Direct Selling Acquisition Corp.
DSAQ
$1.32M 0.03%
+133,181
New +$1.32M
16 17
18
19 20

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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.