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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
SPGS
851
DELISTED
Simon Property Group Acquisition Holdings, Inc.
SPGS
$466K 0.01%
47,810
– –
SBEAW
852
DELISTED
SilverBox Engaged Merger Corp I Warrant
SBEAW
$464K 0.01%
45,666
– –
RKLY.WS
853
DELISTED
Rockley Photonics Holdings Limited Warrants, each warrant exercisable for one ordinary share at an exercise price of $11.50
RKLY.WS
$462K 0.01%
106,242
-2,700
-2% -$5.12K
CRU.WS
854
DELISTED
Crucible Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CRU.WS
$457K 0.01%
46,965
– –
LGV.WS
855
DELISTED
Longview Acquisition Corp. II Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
LGV.WS
$453K 0.01%
46,000
– –
GRCY
856
DELISTED
Greencity Acquisition Corporation Ordinary Shares
GRCY
$452K 0.01%
43,886
– –
PFTAW
857
DELISTED
Perception Capital Corp. III Warrant
PFTAW
$447K 0.01%
+45,998
New +$36.8K
EUCRW
858
DELISTED
Eucrates Biomedical Acquisition Corp. Warrant
EUCRW
$447K 0.01%
45,832
– –
FVIV.WS
859
DELISTED
Fortress Value Acquisition Corp. IV Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVIV.WS
$438K 0.01%
44,936
– –
CPTK
860
DELISTED
Crown PropTech Acquisitions
CPTK
$433K 0.01%
43,698
-6,300
-13% -$61.9K
HGASW
861
DELISTED
Global Gas Corporation Warrant
HGASW
$421K 0.01%
42,499
– –
HLAHW
862
DELISTED
Hamilton Lane Alliance Holdings I, Inc. Warrant
HLAHW
$420K 0.01%
42,999
– –
BOAS.WS
863
DELISTED
BOA Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at a price of $11.50 per share
BOAS.WS
$418K 0.01%
42,497
– –
PIIIW icon
864
P3 Health Partners Inc Warrant
PIIIW
$95.3K
$415K 0.01%
58,913
-7,752
-12% -$9.39K
CLDI icon
865
Calidi Biotherapeutics
CLDI
$2.02M
$412K 0.01%
+350
New +$412K
RUMBW
866
RUM Group Inc Warrant
RUMBW
$12.4M
$412K 0.01%
38,000
– –
HLMN icon
867
Hillman Solutions
HLMN
$1.62B
$410K 0.01%
+38,121
New +$410K
GNACW
868
DELISTED
Group Nine Acquisition Corp. Warrant
GNACW
$410K 0.01%
42,000
– –
GAPA
869
DELISTED
G&P Acquisition Corp.
GAPA
$410K 0.01%
41,766
– –
MDAIW icon
870
Spectral AI Warrants
MDAIW
$5.9M
$409K 0.01%
41,665
– –
SWSS
871
DELISTED
Clean Energy Special Situations Corp. Common stock
SWSS
$408K 0.01%
+83,504
New +$410K
FAZEW
872
DELISTED
FaZe Holdings Inc. Warrant
FAZEW
$408K 0.01%
40,332
– –
HUGS.WS
873
DELISTED
USHG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
HUGS.WS
$408K 0.01%
39,332
– –
LVRAW
874
DELISTED
Levere Holdings Corp. Warrant
LVRAW
$406K 0.01%
41,666
– –
ZWRKW
875
DELISTED
Z-Work Acquisition Corp. Warrant
ZWRKW
$405K 0.01%
41,665
– –
33 34
35
36 37

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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.