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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
OHPAW
901
DELISTED
Orion Acquisition Corp. Warrant
OHPAW
$381K 0.01%
38,999
– –
JOFFW
902
DELISTED
JOFF Fintech Acquisition Corp. Warrant
JOFFW
$380K 0.01%
38,999
– –
NOVVW
903
DELISTED
Nova Vision Acquisition Corp. Warrant
NOVVW
$379K 0.01%
+38,250
New +$10K
KLAQW
904
DELISTED
KL Acquisition Corp Warrant
KLAQW
$378K 0.01%
38,665
– –
VPCBW
905
DELISTED
VPC Impact Acquisition Holdings II Warrant
VPCBW
$368K 0.01%
37,499
– –
AVGOP
906
DELISTED
Broadcom Inc. 8.00% Mandatory Convertible Preferred Stock, Series A
AVGOP
$367K 0.01%
+177
New +$310K
KRNLW
907
DELISTED
Kernel Group Holdings, Inc. Warrants
KRNLW
$366K 0.01%
37,499
– –
FZT.WS
908
DELISTED
FAST 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
FZT.WS
$365K 0.01%
37,500
– –
IBER.WS
909
DELISTED
Ibere Pharmaceuticals Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
IBER.WS
$365K 0.01%
37,500
– –
BACA.WS
910
DELISTED
Berenson Acquisition Corp. I Warrants, each whole warrant exercisable for one share of class A common stock at an exercise price of $11.50
BACA.WS
$363K 0.01%
+37,499
New +$20.1K
ARYD
911
DELISTED
ARYA Sciences Acquisition Corp IV Class A Odinary Shares
ARYD
$357K 0.01%
36,000
– –
BTNB
912
DELISTED
Bridgetown 2 Holdings Limited Class A Ordinary Shares
BTNB
$357K 0.01%
36,000
– –
PPHPW
913
DELISTED
PHP Ventures Acquisition Corp. Warrants
PPHPW
$355K 0.01%
+35,750
New +$16.6K
FPAC.WS
914
DELISTED
Far Peak Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
FPAC.WS
$352K 0.01%
35,000
– –
HOLO icon
915
MicroCloud Hologram
HOLO
$37.8M
$349K 0.01%
4
– –
MBAC
916
DELISTED
M3-Brigade Acquisition II Corp.
MBAC
$348K 0.01%
35,127
– –
AMPS.WS
917
DELISTED
Altus Power Warrants
AMPS.WS
$345K 0.01%
+33,038
New +$80.5K
LMACA
918
DELISTED
Liberty Media Acquisition Corporation Series A Common Stock
LMACA
$342K 0.01%
33,250
-61,162
-65% -$628K
FTAA
919
DELISTED
FTAC Athena Acquisition Corp. Class A Ordinary Share
FTAA
$341K 0.01%
34,387
– –
PKBO
920
DELISTED
Peak Bio, Inc. Common Stock
PKBO
$341K 0.01%
+35,000
New +$342K
FLYX icon
921
flyExclusive
FLYX
$63.2M
$339K 0.01%
34,830
– –
GOL
922
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$338K 0.01%
55,929
+23,697
+74% +$151K
OACB.WS
923
DELISTED
Oaktree Acquisition Corp. II Warrants, each whole warrant exercisable for one Class A ordinary share
OACB.WS
$332K 0.01%
33,613
– –
TREB.WS
924
DELISTED
Trebia Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
TREB.WS
$332K 0.01%
33,333
– –
RBAC.WS
925
DELISTED
RedBall Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one Class A ordina
RBAC.WS
$331K 0.01%
33,333
– –
35 36
37
38 39

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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.