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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
TINV.WS
876
DELISTED
Tiga Acquisition Corp. Warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TINV.WS
$405K 0.01%
40,000
– –
DCRNW
877
DELISTED
Decarbonization Plus Acquisition Corporation II Warrant
DCRNW
$405K 0.01%
40,665
– –
DNZ.WS
878
DELISTED
D and Z Media Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
DNZ.WS
$403K 0.01%
41,332
– –
GTPBU
879
DELISTED
Gores Technology Partners II, Inc. Units
GTPBU
$402K 0.01%
39,900
– –
TACA.WS
880
DELISTED
Trepont Acquisition Corp I Redeemable Warrants, each whole warrant exercisable for one Class A ordin
TACA.WS
$399K 0.01%
40,000
– –
RVPHW
881
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$398K 0.01%
140,462
-2,238
-2% -$890
SCLXW icon
882
Scilex Holding Co Warrant
SCLXW
$2.37M
$398K 0.01%
39,615
– –
KAHC.WS
883
DELISTED
KKR Acquisition Holdings I Corp. Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
KAHC.WS
$397K 0.01%
40,750
– –
MSDAW
884
DELISTED
MSD Acquisition Corp. Warrant
MSDAW
$396K 0.01%
40,000
– –
FSNB.WS
885
DELISTED
Fusion 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
FSNB.WS
$394K 0.01%
40,665
– –
SBII.WS
886
DELISTED
Sandbridge X2 Corp. Redeemable Warrants, each whole Warrant exercisable for one share of Class A Common Stock, each at an exercise price of $11.50 per share
SBII.WS
$394K 0.01%
40,666
– –
CFFVW
887
DELISTED
CF Acquisition Corp. V Warrant
CFFVW
$394K 0.01%
40,666
– –
BTWNW
888
DELISTED
Bridgetown Holdings Limited Warrants
BTWNW
$393K 0.01%
40,000
– –
SSAAW
889
DELISTED
Science Strategic Acquisition Corp. Alpha Warrant
SSAAW
$393K 0.01%
40,333
– –
GHACW
890
DELISTED
Gaming & Hospitality Acquisition Corp. Warrants
GHACW
$392K 0.01%
40,333
– –
ADTHW
891
DELISTED
AdTheorent Holding Co Warrants
ADTHW
$391K 0.01%
+66,666
New +$45K
VORBW
892
DELISTED
Virgin Orbit Holdings, Inc. Warrant
VORBW
$391K 0.01%
+48,688
New +$68.7K
VTIQW
893
DELISTED
VectoIQ Acquisition Corp. II Warrant
VTIQW
$390K 0.01%
39,999
– –
OEPWW
894
DELISTED
One Equity Partners Open Water I Corp. Warrant
OEPWW
$389K 0.01%
39,999
– –
FACA.WS
895
DELISTED
Figure Acquisition Corp. I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
FACA.WS
$388K 0.01%
39,600
– –
ORIAW
896
DELISTED
Orion Biotech Opportunities Corp. Warrant
ORIAW
$387K 0.01%
40,000
– –
LEGA
897
DELISTED
Lead Edge Growth Opportunities, Ltd Class A Ordinary Shares
LEGA
$386K 0.01%
39,700
– –
DAVEW icon
898
Dave Inc Warrants
DAVEW
$27.5M
$384K 0.01%
37,499
– –
VELOW
899
DELISTED
Velocity Acquisition Corp. Warrant
VELOW
$383K 0.01%
39,332
– –
IPOF.WS
900
DELISTED
Social Capital Hedosophia Holdings Corp. VI Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOF.WS
$382K 0.01%
37,500
– –
34 35
36
37 38

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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.