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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
FRWAW
826
DELISTED
PWP Forward Acquisition Corp. I Warrant
FRWAW
$485K 0.01%
49,999
– –
CRZNW
827
DELISTED
Corazon Capital V838 Monoceros Corp Warrant
CRZNW
$484K 0.01%
50,000
– –
HPLTW
828
DELISTED
Home Plate Acquisition Corporation Warrant
HPLTW
$483K 0.01%
+49,998
New +$30.6K
BLTS
829
DELISTED
Bright Lights Acquisition Corp. Class A Common Stock
BLTS
$480K 0.01%
48,690
-104,998
-68% -$1.03M
ROSS
830
DELISTED
Ross Acquisition Corp II
ROSS
$477K 0.01%
48,850
– –
DISAU
831
DELISTED
Disruptive Acquisition Corporation I Unit
DISAU
$477K 0.01%
48,600
– –
ARYE
832
DELISTED
ARYA Sciences Acquisition Corp V Class A Ordinary Shares
ARYE
$477K 0.01%
49,250
-750
-2% -$7.35K
LLAP
833
DELISTED
Terran Orbital Corporation
LLAP
$476K 0.01%
48,150
– –
MBTC
834
DELISTED
Nocturne Acquisition Corporation Ordinary Shares
MBTC
$476K 0.01%
47,560
– –
BWAC
835
DELISTED
BETTER WORLD ACQUISITION CORP. Common Stock
BWAC
$476K 0.01%
46,800
-56,130
-55% -$568K
RKTA
836
DELISTED
Rocket Internet Growth Opportunities Corp.
RKTA
$475K 0.01%
48,450
-50,000
-51% -$488K
FRON
837
DELISTED
Frontier Acquisition Corp. Class A Ordinary Shares
FRON
$475K 0.01%
48,400
– –
BENE
838
DELISTED
Benessere Capital Acquisition Corp. Class A Common Stock
BENE
$474K 0.01%
46,760
-49,385
-51% -$511K
FMAC
839
DELISTED
FirstMark Horizon Acquisition Corp.
FMAC
$474K 0.01%
47,950
– –
MVSTW
840
DELISTED
Microvast Holdings Warrants
MVSTW
$473K 0.01%
83,605
-36,692
-31% -$64.7K
APGB
841
DELISTED
Apollo Strategic Growth Capital II
APGB
$472K 0.01%
48,300
– –
GSQB.WS
842
DELISTED
G Squared Ascend II Inc. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
GSQB.WS
$472K 0.01%
48,918
– –
LDHA
843
DELISTED
LDH Growth Corp I Class A Ordinary Shares
LDHA
$472K 0.01%
48,100
-36,995
-43% -$363K
LFTR
844
DELISTED
Lefteris Acquisition Corp. Class A Common Stock
LFTR
$472K 0.01%
48,167
– –
LHAA
845
DELISTED
Lerer Hippeau Acquisition Corp. Class A Common Stock
LHAA
$471K 0.01%
47,900
– –
NOAC
846
DELISTED
Natural Order Acquisition Corp. Common Stock
NOAC
$471K 0.01%
47,950
– –
PDOT
847
DELISTED
Peridot Acquisition Corp. II
PDOT
$470K 0.01%
48,300
– –
AGGR
848
DELISTED
Agile Growth Corp
AGGR
$469K 0.01%
48,300
-49,998
-51% -$487K
NGC
849
DELISTED
Northern Genesis Acquisition Corp. III
NGC
$467K 0.01%
48,008
-344,996
-88% -$3.37M
FZT
850
DELISTED
FAST Acquisition Corp. II
FZT
$466K 0.01%
47,900
– –
32 33
34
35 36

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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.