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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
VGII.WS
1026
DELISTED
Virgin Group Acquisition Corp. II Redeemable Warrants, each whole warrant exercisable for one Class
VGII.WS
$197K 0.01%
19,999
– –
VYGG.WS
1027
DELISTED
Vy Global Growth Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50
VYGG.WS
$196K 0.01%
20,000
– –
TPGY.WS
1028
DELISTED
TPG Pace Beneficial Finance Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50 per share
TPGY.WS
$196K 0.01%
20,000
– –
NSTD.WS
1029
DELISTED
Northern Star Investment Corp. IV Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTD.WS
$195K 0.01%
19,998
– –
PDOT.WS
1030
DELISTED
Peridot Acquisition Corp. II Redeemable warrants included as part of the units, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PDOT.WS
$195K 0.01%
19,999
– –
NSTC.WS
1031
DELISTED
Northern Star Investment Corp. III Redeemable Warrants, each whole warrant exercisable for shares of Class A common stock at an exercise price of $11.50 per share
NSTC.WS
$195K 0.01%
19,998
– –
MACAW
1032
DELISTED
Moringa Acquisition Corp Warrant
MACAW
$194K 0.01%
20,000
– –
STRE.WS
1033
DELISTED
Supernova Partners Acquisition Company III, Ltd. Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
STRE.WS
$194K 0.01%
20,000
– –
AMPI.WS
1034
DELISTED
Advanced Merger Partners Inc Warrants
AMPI.WS
$193K ﹤0.01%
19,833
– –
ITQRW
1035
DELISTED
Itiquira Acquisition Corp. Warrant
ITQRW
$190K ﹤0.01%
19,500
– –
CSTA.WS
1036
DELISTED
Constellation Acquisition Corp I Redeemable warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
CSTA.WS
$189K ﹤0.01%
19,332
– –
EVOJ
1037
DELISTED
Evo Acquisition Corp. Class A Common Stock
EVOJ
$187K ﹤0.01%
19,320
-127,460
-87% -$1.24M
TCACW
1038
DELISTED
Tuatara Capital Acquisition Corporation Warrant
TCACW
$187K ﹤0.01%
19,000
– –
FRONW
1039
DELISTED
Frontier Acquisition Corp. Warrant
FRONW
$184K ﹤0.01%
18,750
– –
ANAC.WS
1040
DELISTED
Arctos NorthStar Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
ANAC.WS
$182K ﹤0.01%
18,749
– –
AKICW
1041
DELISTED
Sports Ventures Acquisition Corp. Warrant
AKICW
$178K ﹤0.01%
18,320
– –
YTPG
1042
DELISTED
TPG Pace Beneficial II Corp.
YTPG
$176K ﹤0.01%
17,909
-23,591
-57% -$233K
GLSPT
1043
DELISTED
Global SPAC Partners Co. Subunit
GLSPT
$175K ﹤0.01%
17,500
– –
HOLOW icon
1044
MicroCloud Hologram Inc Warrant
HOLOW
$174K ﹤0.01%
17,500
-17,500
-50% -$3.9K
PNTM.WS
1045
DELISTED
Pontem Corporation Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
PNTM.WS
$173K ﹤0.01%
17,666
– –
NAACW
1046
DELISTED
North Atlantic Acquisition Corporation Warrant
NAACW
$173K ﹤0.01%
17,666
– –
JWSM.WS
1047
DELISTED
Jaws Mustang Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
JWSM.WS
$171K ﹤0.01%
17,500
– –
ASZ.WS
1048
DELISTED
Austerlitz Acquisition Corporation II Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
ASZ.WS
$170K ﹤0.01%
17,500
– –
AUS.WS
1049
DELISTED
Austerlitz Acquisition Corporation I Warrants, each whole Warrant exercisable for one Class A Ordinary Share at an exercise price of $11.50 per share
AUS.WS
$170K ﹤0.01%
17,500
– –
TZPSW
1050
DELISTED
TZP Strategies Acquisition Corp. Warrant
TZPSW
$165K ﹤0.01%
16,999
– –
40 41
42
43 44

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GA
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.