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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
SPAQ.WS
951
DELISTED
Spartan Acquisition Corp. III Warrants, exercisable for one share of Class A Common Stock
SPAQ.WS
$301K 0.01%
30,498
– –
UHGWW
952
DELISTED
United Homes Group Warrant
UHGWW
$299K 0.01%
30,749
– –
MMVWW
953
DELISTED
MultiMetaVerse Holdings Limited Warrant
MMVWW
$299K 0.01%
30,000
– –
KPLTW
954
DELISTED
Katapult Holdings Warrant
KPLTW
$298K 0.01%
88,554
-28,394
-24% -$28.3K
HCIIW
955
DELISTED
Hudson Executive Investment Corp. II Warrant
HCIIW
$298K 0.01%
30,500
– –
HCICW
956
DELISTED
Hennessy Capital Investment Corp. V Warrant
HCICW
$297K 0.01%
30,500
– –
FSRDW
957
DELISTED
Fast Radius, Inc. Warrants
FSRDW
$296K 0.01%
29,999
– –
SLACW
958
DELISTED
Social Leverage Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
SLACW
$294K 0.01%
29,999
– –
QTEKW
959
DELISTED
QualTek Services Inc. Warrant
QTEKW
$293K 0.01%
29,498
– –
ACII.WS
960
DELISTED
Atlas Crest Investment Corp. II Redeemable Warrants, each whole warrant exercisable for one Class A common stock at an exercise price of $11.50
ACII.WS
$292K 0.01%
29,999
– –
VEEAW
961
Veea Inc Warrant
VEEAW
$756K
$291K 0.01%
30,000
– –
AONCW
962
DELISTED
American Oncology Network, Inc. Warrant
AONCW
$291K 0.01%
29,999
– –
SCLEW
963
DELISTED
Broadscale Acquisition Corp. Warrant
SCLEW
$291K 0.01%
29,249
– –
BTMDW
964
DELISTED
Biote Corp. Warrant
BTMDW
$290K 0.01%
29,499
– –
FRSGW
965
DELISTED
First Reserve Sustainable Growth Corp. Warrant
FRSGW
$290K 0.01%
29,249
– –
AGAC.WS
966
DELISTED
African Gold Acquisition Corp Warrants
AGAC.WS
$290K 0.01%
29,997
– –
CTOS.WS
967
DELISTED
Custom Truck One Source, Inc. Warrants, exerciseable for Common Stock
CTOS.WS
$288K 0.01%
36,012
-7,640
-18% -$18K
FSRXW
968
DELISTED
FinServ Acquisition Corp. II Warrant
FSRXW
$288K 0.01%
29,748
– –
LAAAW
969
DELISTED
Lakeshore Acquisition I Corp. Warrant
LAAAW
$277K 0.01%
28,125
– –
FVT.WS
970
DELISTED
Fortress Value Acquisition Corp. III Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50 per share
FVT.WS
$275K 0.01%
28,179
– –
LILMW
971
DELISTED
Lilium N.V. Warrants
LILMW
$268K 0.01%
38,668
-11,332
-23% -$19.9K
EQRXW
972
DELISTED
EQRx, Inc. Warrant
EQRXW
$266K 0.01%
+38,977
New +$71.4K
BIOTW
973
DELISTED
Biotech Acquisition Company Warrant
BIOTW
$261K 0.01%
26,499
– –
COVAW
974
DELISTED
COVA Acquisition Corp. Warrants to purchase Class A ordinary shares
COVAW
$259K 0.01%
26,549
– –
TBCPW
975
DELISTED
Thunder Bridge Capital Partners III Inc. Warrant
TBCPW
$257K 0.01%
26,346
– –
37 38
39
40 41

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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.