We are live on ! Find out more
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
NDACW
1001
DELISTED
NightDragon Acquisition Corp. Warrants to purchase Class A common stock
NDACW
$236K 0.01%
24,199
– –
PICC.WS
1002
DELISTED
Pivotal Investment Corporation III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
PICC.WS
$236K 0.01%
24,199
– –
EMBKW
1003
DELISTED
Embark Technology, Inc. Warrants
EMBKW
$234K 0.01%
26,911
-12,088
-31% -$18.1K
GTPAW
1004
DELISTED
Gores Technology Partners, Inc. Warrant
GTPAW
$234K 0.01%
23,600
– –
GTPBW
1005
DELISTED
Gores Technology Partners II, Inc. Warrant
GTPBW
$234K 0.01%
23,599
– –
OPA
1006
DELISTED
Magnum Opus Acquisition Limited
OPA
$232K 0.01%
23,414
– –
TSIBW
1007
DELISTED
Tishman Speyer Innovation Corp. II Warrant
TSIBW
$232K 0.01%
23,799
– –
CVIIW
1008
DELISTED
Churchill Capital Corp VII Warrants
CVIIW
$230K 0.01%
23,400
– –
IPOD.WS
1009
DELISTED
Social Capital Hedosophia Holdings Corp. IV Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
IPOD.WS
$230K 0.01%
22,500
– –
CCVI.WS
1010
DELISTED
Churchill Capital Corp VI Warrants, each exercisable for one share of Class A common stock at an exercise price of $11.50 per share
CCVI.WS
$229K 0.01%
23,400
– –
REVHW
1011
DELISTED
Revolution Healthcare Acquisition Corp. SAIL Warrant.
REVHW
$227K 0.01%
23,399
– –
JCICW
1012
DELISTED
Jack Creek Investment Corp. Warrants
JCICW
$226K 0.01%
23,190
– –
FLAC
1013
DELISTED
Frazier Lifesciences Acquisition Corporation Class A Ordinary Shares
FLAC
$223K 0.01%
22,892
– –
JMACW
1014
DELISTED
Maxpro Capital Acquisition Corp. Warrants
JMACW
$218K 0.01%
+22,000
New +$8.84K
JMAC
1015
DELISTED
Maxpro Capital Acquisition Corp. Class A Common Stock
JMAC
$218K 0.01%
+22,000
New +$218K
SLCRW
1016
DELISTED
Silver Crest Acquisition Corporation Warrant
SLCRW
$211K 0.01%
21,499
– –
MTRYW
1017
DELISTED
Monterey Innovation Acquisition Corp. Warrant
MTRYW
$210K 0.01%
+21,228
New +$9.35K
MTRY
1018
DELISTED
Monterey Innovation Acquisition Corp. Common Stock
MTRY
$210K 0.01%
+21,228
New +$210K
BBAI.WS icon
1019
BigBear.ai Holdings Warrant
BBAI.WS
$52M
$204K 0.01%
+36,036
New +$31K
BZFDW icon
1020
BuzzFeed Inc Warrant
BZFDW
$763K
$203K 0.01%
38,132
-6,200
-14% -$6.43K
PAQCW
1021
DELISTED
Provident Acquisition Corp. Warrant
PAQCW
$202K 0.01%
20,499
– –
OPAL icon
1022
OPAL Fuels
OPAL
$68.3M
$200K 0.01%
20,000
-80,000
-80% -$788K
DLCAW
1023
DELISTED
Deep Lake Capital Acquisition Corp. Warrant
DLCAW
$200K 0.01%
20,500
– –
OPALW
1024
DELISTED
OPAL Fuels Inc. Warrant
OPALW
$200K 0.01%
20,000
– –
PV.WS
1025
DELISTED
Primavera Capital Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PV.WS
$199K 0.01%
20,500
– –
39 40
41
42 43

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.