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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
ADALU
76
DELISTED
Anthemis Digital Acquisitions I Corp Unit
ADALU
$7.01M 0.18%
+691,709
New +$6.97M
THCP
77
DELISTED
Thunder Bridge Capital Partners IV, Inc. Class A Common Stock
THCP
$6.83M 0.17%
+700,800
New +$6.84M
TRIS.U
78
DELISTED
Tristar Acquisition I Corp. Units, each consisting of one Class A Ordinary Share and one-half of one Redeemable Warrant to purchase one Class A Ordinary Share
TRIS.U
$6.64M 0.17%
+663,959
New +$6.63M
STFC
79
DELISTED
State Auto Financial Corp
STFC
$6.54M 0.17%
126,546
– –
FLDDU
80
DELISTED
FTAC Emerald Acquisition Corp. Unit
FLDDU
$6.48M 0.17%
+650,000
New +$6.48M
SUAC.U
81
DELISTED
ShoulderUp Technology Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
SUAC.U
$6.43M 0.16%
+636,366
New +$6.4M
PAE
82
DELISTED
PAE Incorporated Class A Common Stock
PAE
$6.35M 0.16%
+639,088
New +$5.7M
SHAP.U
83
DELISTED
Spree Acquisition Corp. 1 Limited Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
SHAP.U
$6.26M 0.16%
+625,000
New +$6.25M
BPACU
84
DELISTED
Bullpen Parlay Acquisition Company Unit
BPACU
$6.03M 0.15%
+593,905
New +$5.97M
BIOSU
85
DELISTED
BioPlus Acquisition Corp. Unit
BIOSU
$5.94M 0.15%
+593,905
New +$5.95M
GFGDU
86
DELISTED
The Growth for Good Acquisition Corporation Unit
GFGDU
$5.93M 0.15%
+593,906
New +$5.93M
TGVCW
87
DELISTED
TG Venture Acquisition Corp. Warrants
TGVCW
$5.89M 0.15%
+600,000
New +$268K
TGVC
88
DELISTED
TG Venture Acquisition Corp. Class A Common Stock
TGVC
$5.89M 0.15%
+600,000
New +$5.9M
PEPL
89
DELISTED
PepperLime Health Acquisition Corporation Class A Ordinary Share
PEPL
$5.88M 0.15%
+599,998
New +$5.86M
NFYS
90
DELISTED
Enphys Acquisition Corp.
NFYS
$5.78M 0.15%
+599,999
New +$5.82M
HAIAU
91
DELISTED
Healthcare AI Acquisition Corp. Unit
HAIAU
$5.7M 0.15%
+569,160
New +$5.7M
GNOG
92
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
$5.53M 0.14%
555,397
– –
ESACU
93
DELISTED
ESGEN Acquisition Corporation Unit
ESACU
$5.51M 0.14%
+543,330
New +$5.5M
HCVIW
94
DELISTED
Hennessy Capital Investment Corp. VI Warrant
HCVIW
$5.46M 0.14%
+566,664
New +$479K
BURU.WS
95
DELISTED
Nuburu, Inc. Redeemable Warrants, each whole warrant exercisable for one share of Common Stock at an exercise price of $11.50
BURU.WS
$5.41M 0.14%
550,000
– –
BMAC
96
DELISTED
Black Mountain Acquisition Corp.
BMAC
$5.39M 0.14%
+548,447
New +$5.41M
CDAQ
97
DELISTED
Compass Digital Acquisition Corp. Class A Ordinary Shares
CDAQ
$5.39M 0.14%
+560,034
New +$5.41M
SEDA.U
98
DELISTED
SDCL EDGE Acquisition Corporation Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
SEDA.U
$5.38M 0.14%
+543,450
New +$5.41M
GEEXU
99
DELISTED
Games & Esports Experience Acquisition Corp. Unit
GEEXU
$5.27M 0.13%
+519,657
New +$5.26M
MSPRZ
100
DELISTED
MSP Recovery Inc Warrant
MSPRZ
$5.23M 0.13%
525,000
– –
2 3
4
5 6

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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.