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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
AAGRW
501
DELISTED
African Agriculture Holdings Inc Warrant
AAGRW
$1.15M 0.03%
+117,164
New +$194K
RICOW
502
DELISTED
Agrico Acquisition Corp Warrant
RICOW
$1.15M 0.03%
114,198
– –
MTN icon
503
Vail Resorts
MTN
$5.28B
$1.15M 0.03%
3,507
-344
-9% -$117K
CFV
504
DELISTED
CF Acquisition Corp. V Class A Common Stock
CFV
$1.15M 0.03%
118,180
+1,511
+1% +$14.9K
DCGOW
505
DELISTED
DocGo Inc. Warrants
DCGOW
$1.15M 0.03%
122,422
-63,474
-34% -$128K
TZPS
506
DELISTED
TZP Strategies Acquisition Corp. Class A Ordinary Share
TZPS
$1.14M 0.03%
117,937
– –
INVZW
507
DELISTED
Innoviz Technologies Warrant
INVZW
$1.13M 0.03%
178,939
-900
-0.5% -$1.48K
HAACW
508
DELISTED
Health Assurance Acquisition Corp. Warrants
HAACW
$1.13M 0.03%
115,832
– –
BNAI
509
Brand Engagement Network
BNAI
$82.7M
$1.13M 0.03%
11,575
– –
THACW
510
DELISTED
Thrive Acquisition Corporation Warrant
THACW
$1.12M 0.03%
+112,499
New +$51.2K
ACHR.WS icon
511
Archer Aviation Redeemable Warrants
ACHR.WS
$22.5M
$1.11M 0.03%
183,761
-6,238
-3% -$8K
FHLTW
512
DELISTED
Future Health ESG Corp. Warrant
FHLTW
$1.1M 0.03%
+113,243
New +$56.6K
SPTKW
513
DELISTED
SportsTek Acquisition Corp. Warrant
SPTKW
$1.1M 0.03%
112,500
– –
PSAGW
514
DELISTED
Property Solutions Acquisition Corporation II Warrant
PSAGW
$1.09M 0.03%
112,500
– –
CRZN
515
DELISTED
Corazon Capital V838 Monoceros Corp Class A Ordinary Shares
CRZN
$1.09M 0.03%
112,848
-37,152
-25% -$362K
XAGEW
516
DELISTED
Longevity Health Holdings, Inc. Warrant
XAGEW
$1.08M 0.03%
+112,500
New +$103K
AGAC
517
DELISTED
African Gold Acquisition Corp
AGAC
$1.05M 0.03%
108,566
– –
MTAL.WS
518
DELISTED
Metals Acquisition Limited Warrants to purchase one share of Ordinary Share, each at an exercise price of $11.50 per share
MTAL.WS
$1.05M 0.03%
+108,831
New +$78.1K
TYGOW
519
DELISTED
Tigo Energy, Inc. Warrant
TYGOW
$1.04M 0.03%
+105,748
New +$75.9K
ASPC
520
DELISTED
Alpha Capital Acquisition Co
ASPC
$1.03M 0.03%
104,430
– –
CAS
521
DELISTED
Cascade Acquisition Corp.
CAS
$1.03M 0.03%
103,628
-29,124
-22% -$290K
ETHZW
522
DELISTED
ETHZilla Corp Warrant
ETHZW
$1.03M 0.03%
263,155
+115,682
+78% +$108K
MAAQU
523
DELISTED
Mana Capital Acquisition Corp. Unit
MAAQU
$1.02M 0.03%
+100,000
New +$1.02M
BREZW
524
DELISTED
Breeze Holdings Acquisition Corp. Warrant
BREZW
$1.02M 0.03%
100,000
– –
JUGG
525
DELISTED
Jaws Juggernaut Acquisition Corporation Class A Ordinary Share
JUGG
$1.02M 0.03%
103,500
-96,500
-48% -$948K
19 20
21
22 23

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GA
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HCM
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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.