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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
THCPU
1176
DELISTED
Thunder Bridge Capital Partners IV, Inc. Unit
THCPU
– –
-706,800
Closed -$6.96M
JWSM
1177
DELISTED
Jaws Mustang Acquisition Corp.
JWSM
– –
-57,430
Closed -$561K
GRDI
1178
DELISTED
GRIID Infrastructure Inc. Common Stock
GRDI
– –
-152,840
Closed -$1.49M
VLD.WS
1179
DELISTED
Velo3D, Inc. Redeemable warrants, each Warrant exercisable for 1/35th of a share of Common Stock at an exercise price of $402.50
VLD.WS
– –
-20,000
Closed -$31K
CNDA.U
1180
DELISTED
Concord Acquisition Corp II Units, each consisting of one share of Class A Common Stock and one-third of one Warrant
CNDA.U
– –
-710,107
Closed -$7.08M
CLOEU
1181
DELISTED
Clover Leaf Capital Corp. Unit
CLOEU
– –
-300,000
Closed -$3.11M
SLAM
1182
DELISTED
Slam Corp. Class A Ordinary Share
SLAM
– –
-55,990
Closed -$546K
MACA
1183
DELISTED
Moringa Acquisition Corp Class A Ordinary Shares
MACA
– –
-50,000
Closed -$485K
AACIU
1184
DELISTED
Armada Acquisition Corp. I Unit
AACIU
– –
-275,000
Closed -$2.74M
ZLSWU
1185
DELISTED
Zalatoris II Acquisition Corp Unit
ZLSWU
– –
-300,000
Closed -$2.95M
KRNL
1186
DELISTED
Kernel Group Holdings, Inc. Class A Ordinary Shares
KRNL
– –
-141,798
Closed -$1.38M
MAQC
1187
DELISTED
Maquia Capital Acquisition Corporation Class A Common Stock
MAQC
– –
-97,700
Closed -$977K
TRTL.U
1188
DELISTED
TortoiseEcofin Acquisition Corp. III Units each consisting of one Class A Ordinary Share, and one-fourth of one redeemable warrant
TRTL.U
– –
-347,280
Closed -$3.46M
SHPW
1189
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
– –
-6,866
Closed -$554K
CHAA
1190
DELISTED
Catcha Investment Corp
CHAA
– –
-98,198
Closed -$957K
SWSSU
1191
DELISTED
Clean Energy Special Situations Corp. Unit
SWSSU
– –
-199,756
Closed -$997K
QDRO
1192
DELISTED
Quadro Acquisition One Corp. Class A Ordinary Shares
QDRO
– –
-93,400
Closed -$908K
ZFOX
1193
DELISTED
ZeroFox Holdings, Inc. Common Stock
ZFOX
– –
-63,610
Closed -$636K
PMGM
1194
DELISTED
Priveterra Acquisition Corp. II Class A Common Stock
PMGM
– –
-54,100
Closed -$533K
DSAQ.U
1195
DELISTED
Direct Selling Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of redeemable warrant
DSAQ.U
– –
-249,702
Closed -$2.52M
RMGC
1196
DELISTED
RMG Acquisition Corp. III Class A Ordinary Shares
RMGC
– –
-78,900
Closed -$768K
APACU
1197
DELISTED
StoneBridge Acquisition Corporation Unit
APACU
– –
-250,000
Closed -$2.52M
DWACU
1198
DELISTED
Digital World Acquisition Corp. Units
DWACU
– –
-149,818
Closed -$1.52M
ALTU
1199
DELISTED
Altitude Acquisition Corp
ALTU
– –
-139,955
Closed -$1.38M
FAZE
1200
DELISTED
FaZe Holdings Inc. Common Stock
FAZE
– –
-154,928
Closed -$1.51M
46 47
48
49 50

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GA
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HCM
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DTC
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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.