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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
BNAIW
926
Brand Engagement Network Warrant
BNAIW
$2.45M
$330K 0.01%
33,865
– –
SRSAW
927
DELISTED
Sarissa Capital Acquisition Corp. Warrants
SRSAW
$330K 0.01%
33,333
– –
GBRGU
928
DELISTED
Goldenbridge Acquisition Limited Unit
GBRGU
$329K 0.01%
34,000
– –
PPHP
929
DELISTED
PHP Ventures Acquisition Corp. Class A Common Stock
PPHP
$328K 0.01%
+33,000
New +$326K
CPUH.WS
930
DELISTED
Compute Health Acquisition Corp. Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
CPUH.WS
$328K 0.01%
33,674
– –
PRBM
931
DELISTED
Parabellum Acquisition Corp.
PRBM
$328K 0.01%
+33,594
New +$329K
DISAW
932
DELISTED
Disruptive Acquisition Corporation I Warrant
DISAW
$327K 0.01%
33,333
– –
IIIIW
933
DELISTED
INSU Acquisition Corp. III Warrant
IIIIW
$327K 0.01%
33,332
– –
TMPMW
934
DELISTED
Turmeric Acquisition Corp. Warrant
TMPMW
$327K 0.01%
33,333
– –
CORZW
935
DELISTED
Core Scientific, Inc. Warrant
CORZW
$326K 0.01%
29,749
– –
SCOAW
936
DELISTED
ScION Tech Growth I Warrant
SCOAW
$325K 0.01%
33,333
– –
ESM.WS
937
DELISTED
ESM Acquisition Corporation Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ESM.WS
$324K 0.01%
33,332
– –
LCAAW
938
DELISTED
L Catterton Asia Acquisition Corp Warrant
LCAAW
$323K 0.01%
33,332
– –
TIOAW
939
DELISTED
Tio Tech A Warrants
TIOAW
$323K 0.01%
33,332
– –
BNIXW
940
DELISTED
Bannix Acquisition Corp. Warrant
BNIXW
$319K 0.01%
+32,500
New +$14.9K
APSG.WS
941
DELISTED
Apollo Strategic Growth Capital Warrants, each exercisable for one Class A Ordinary Share at an exer
APSG.WS
$318K 0.01%
32,223
– –
FSSI
942
DELISTED
Fortistar Sustainable Solutions Corp. Class A Common Stock
FSSI
$316K 0.01%
32,532
-98,785
-75% -$964K
HHLA.WS
943
DELISTED
HH&L Acquisition Co. Redeemable warrants, each warrant exercisable for one Class A ordinary share at an exercise price of $11.50
HHLA.WS
$313K 0.01%
32,149
– –
IPVF.WS
944
DELISTED
InterPrivate III Financial Partners Inc. Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
IPVF.WS
$311K 0.01%
31,400
– –
KAIRW
945
DELISTED
Kairos Acquisition Corp. Warrant
KAIRW
$307K 0.01%
31,346
– –
ICU icon
946
SeaStar Medical
ICU
$13.9M
$306K 0.01%
122
-103
-46% -$258K
GETR.WS
947
DELISTED
Getaround, Inc. Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50 per share
GETR.WS
$305K 0.01%
31,428
– –
ATA.WS
948
DELISTED
Americas Technology Acquisition Corp.Redeemable Warrants, each whole warrant exercisable for one Ordinary Share at an exercise price of $11.50
ATA.WS
$304K 0.01%
30,000
– –
RONI.WS
949
DELISTED
Rice Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
RONI.WS
$302K 0.01%
30,248
– –
COLIW
950
DELISTED
Colicity Inc. Warrant
COLIW
$302K 0.01%
30,999
– –
36 37
38
39 40

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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.