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
PFTA
451
DELISTED
Perception Capital Corp. III Class A Ordinary Share
PFTA
$1.32M 0.03%
+135,697
New +$1.32M
SCLX icon
452
Scilex Holding
SCLX
$48.5M
$1.31M 0.03%
3,742
– –
PIAI.WS
453
DELISTED
Prime Impact Acquisition I Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PIAI.WS
$1.31M 0.03%
133,333
– –
TPBAW
454
DELISTED
TPB Acquisition Corporation I Warrant
TPBAW
$1.31M 0.03%
+133,832
New +$101K
COOLW
455
DELISTED
Corner Growth Acquisition Corp. Warrant
COOLW
$1.31M 0.03%
133,333
– –
LOCC.WS
456
DELISTED
Live Oak Crestview Climate Acquisition Corp. Warrants, exercisable for one share of Class A common stock at an exercise price of $11.50 per share
LOCC.WS
$1.3M 0.03%
+133,330
New +$211K
AKLI
457
DELISTED
Akili Inc
AKLI
$1.28M 0.03%
129,333
-70,667
-35% -$700K
BSKYW
458
DELISTED
Big Sky Growth Partners, Inc. Warrant
BSKYW
$1.28M 0.03%
+132,189
New +$110K
BLNG
459
DELISTED
Belong Acquisition Corp. Class A Common Stock
BLNG
$1.28M 0.03%
+132,000
New +$1.28M
TWNI
460
DELISTED
Tailwind International Acquisition Corp.
TWNI
$1.28M 0.03%
131,320
– –
SNAXW
461
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$1.28M 0.03%
323,423
-11,098
-3% -$8.02K
VSACU
462
DELISTED
Vision Sensing Acquisition Corp. Unit
VSACU
$1.27M 0.03%
+125,000
New +$1.26M
ENCPU
463
DELISTED
Energem Corp Unit
ENCPU
$1.27M 0.03%
+125,000
New +$1.27M
DRAYW
464
DELISTED
Macondray Capital Acquisition Corp. I Warrant
DRAYW
$1.26M 0.03%
128,192
– –
NKGNW
465
DELISTED
NKGen Biotech, Inc. Warrants
NKGNW
$1.26M 0.03%
130,528
– –
OCAX
466
DELISTED
OCA Acquisition Corp. Class A Common Stock
OCAX
$1.25M 0.03%
126,721
-80,000
-39% -$794K
JTAIW
467
DELISTED
Jet.AI Inc. Warrant
JTAIW
$1.25M 0.03%
+126,500
New +$55.7K
DCRN
468
DELISTED
Decarbonization Plus Acquisition Corporation II Class A Common stock
DCRN
$1.25M 0.03%
124,989
– –
PUCKW
469
DELISTED
Goal Acquisitions Corp. Warrant
PUCKW
$1.24M 0.03%
128,000
– –
DSAQ.WS
470
DELISTED
Direct Selling Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DSAQ.WS
$1.24M 0.03%
+124,999
New +$63.8K
ROCLU
471
DELISTED
Roth CH Acquisition V Co. Unit
ROCLU
$1.24M 0.03%
+122,086
New +$1.22M
FMAC.WS
472
DELISTED
FirstMark Horizon Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one shar
FMAC.WS
$1.24M 0.03%
125,000
– –
CONXW
473
DELISTED
CONX Corp. Warrant
CONXW
$1.23M 0.03%
124,999
– –
ENPC.WS
474
DELISTED
Executive Network Partnering Corporation Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
ENPC.WS
$1.23M 0.03%
125,000
– –
XPOA
475
DELISTED
DPCM Capital, Inc.
XPOA
$1.23M 0.03%
124,854
-3,000
-2% -$29.5K
17 18
19
20 21

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.