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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
MEOA
551
DELISTED
Minority Equality Opportunities Acquisition Inc. Class A Common Stock
MEOA
$990K 0.03%
+99,321
New +$989K
ADERW
552
DELISTED
26 Capital Acquisition Corp Warrant
ADERW
$985K 0.03%
100,000
– –
ISLEW
553
DELISTED
Isleworth Healthcare Acquisition Corporation Warrant
ISLEW
$984K 0.03%
99,999
– –
BNNRU
554
DELISTED
Banner Acquisition Corp. Units
BNNRU
$983K 0.03%
99,272
-607
-0.6% -$6.07K
CRHC.WS
555
DELISTED
Cohn Robbins Holdings Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CRHC.WS
$983K 0.03%
99,999
– –
AVAN.WS
556
DELISTED
Avanti Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
AVAN.WS
$982K 0.03%
100,000
– –
DISA
557
DELISTED
Disruptive Acquisition Corporation I Class A Ordinary Shares
DISA
$980K 0.03%
99,999
– –
CFIVW
558
DELISTED
CF Acquisition Corp. IV Warrant
CFIVW
$980K 0.03%
99,998
– –
PSPC.WS
559
DELISTED
Post Holdings Partnering Corporation Redeemable Warrants, each whole warrant exercisable for one share of Series A common stock at an exercise price of $11.50
PSPC.WS
$980K 0.03%
100,000
– –
BRIV
560
DELISTED
B. Riley Principal 250 Merger Corp. Class A common stock
BRIV
$979K 0.03%
100,512
– –
BMAQ
561
DELISTED
Blockchain Moon Acquisition Corp. Common Stock
BMAQ
$979K 0.03%
+100,000
New +$978K
BMAQW
562
DELISTED
Blockchain Moon Acquisition Corp. Warrants
BMAQW
$979K 0.03%
+100,000
New +$48.5K
SIERW
563
DELISTED
Sierra Lake Acquisition Corp. Warrant
SIERW
$978K 0.03%
+99,997
New +$51.8K
EDNCW
564
DELISTED
Endurance Acquisition Corp. Warrant
EDNCW
$978K 0.03%
+100,000
New +$54K
VAQC
565
DELISTED
Vector Acquisition Corporation II Class A Ordinary Shares
VAQC
$977K 0.03%
100,000
– –
EOCW.WS
566
DELISTED
Elliott Opportunity II Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
EOCW.WS
$977K 0.03%
100,000
– –
BHACW
567
DELISTED
Focus Impact BH3 Acquisition Company Warrants
BHACW
$976K 0.02%
+99,999
New +$53.5K
DMYS.WS
568
DELISTED
dMY Technology Group, Inc. VI Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
DMYS.WS
$975K 0.02%
+99,298
New +$144K
BNZIW icon
569
Banzai International Warrant
BNZIW
$131K
$974K 0.02%
100,000
– –
SNRHW
570
DELISTED
Senior Connect Acquisition Corp. I Warrant
SNRHW
$974K 0.02%
99,999
– –
SPTK
571
DELISTED
SportsTek Acquisition Corp. Class A Common Stock
SPTK
$974K 0.02%
100,000
-136,200
-58% -$1.33M
MOBX icon
572
Mobix Labs
MOBX
$30.4M
$973K 0.02%
9,913
-9,800
-50% -$966K
SOC icon
573
Sable Offshore Corp
SOC
$843M
$972K 0.02%
100,000
-108,049
-52% -$1.05M
SOC.WS
574
DELISTED
Sable Offshore Corp. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
SOC.WS
$972K 0.02%
99,999
– –
SPKB
575
DELISTED
Silver Spike Acquisition Corp II Class A Ordinary Shares
SPKB
$972K 0.02%
100,000
– –
21 22
23
24 25

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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.