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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
ARTE
101
DELISTED
Artemis Strategic Investment Corporation Class A Common Stock
ARTE
$5.05M 0.13%
+496,438
New +$4.92M
CNGLU
102
DELISTED
Canna-Global Acquisition Corp Unit
CNGLU
$5.03M 0.13%
+496,844
New +$5.03M
AHRNU
103
DELISTED
Ahren Acquisition Corp Unit
AHRNU
$5.01M 0.13%
+500,000
New +$5M
MLAIU
104
DELISTED
McLaren Technology Acquisition Corp. Unit
MLAIU
$5M 0.13%
+496,951
New +$5.01M
GMFIU
105
DELISTED
Aetherium Acquisition Corp Unit
GMFIU
$4.99M 0.13%
+499,000
New +$4.99M
ICNC.U
106
DELISTED
Iconic Sports Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
ICNC.U
$4.99M 0.13%
+493,737
New +$5M
LGSTU
107
DELISTED
Semper Paratus Acquisition Corporation Unit
LGSTU
$4.99M 0.13%
+495,235
New +$5M
ENTFU
108
DELISTED
Enterprise 4.0 Technology Acquisition Corp. Unit
ENTFU
$4.97M 0.13%
+493,940
New +$5M
HORIU
109
DELISTED
Emerging Markets Horizon Corp. Unit
HORIU
$4.96M 0.13%
+494,928
New +$4.97M
MBAC.WS
110
DELISTED
M3-Brigade Acquisition II Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A common stock at an exercise price of $11.50
MBAC.WS
$4.96M 0.13%
499,999
– –
IOACU
111
DELISTED
Innovative International Acquisition Corp. Unit
IOACU
$4.95M 0.13%
+493,785
New +$4.98M
WEL.U
112
DELISTED
Integrated Wellness Acquisition Corp Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
WEL.U
$4.94M 0.13%
+490,000
New +$4.94M
TGAAU
113
DELISTED
Target Global Acquisition I Corp. Unit
TGAAU
$4.93M 0.13%
+494,948
New +$4.93M
WWACU
114
DELISTED
Worldwide Webb Acquisition Corp. Unit
WWACU
$4.93M 0.13%
+493,734
New +$4.93M
TSPQ.U
115
DELISTED
TCW Special Purpose Acquisition Corp. Units, each consisting of one share of Class A common stock and one-third of one redeemable warrant
TSPQ.U
$4.92M 0.13%
496,698
– –
CFLT
116
DELISTED
Confluent
CFLT
$4.9M 0.13%
+64,273
New +$4.64M
FRBNU
117
DELISTED
Forbion European Acquisition Corp. Unit
FRBNU
$4.87M 0.12%
+485,033
New +$4.86M
LITT
118
DELISTED
Logistics Innovation Technologies Corp. Class A Common Stock
LITT
$4.86M 0.12%
502,092
-5,143
-1% -$50.1K
CHPMW
119
DELISTED
CHP Merger Corp. Warrant
CHPMW
$4.86M 0.12%
479,757
– –
LGTOU
120
DELISTED
Legato Merger Corp. II Unit
LGTOU
$4.63M 0.12%
+464,569
New +$4.67M
NVACU
121
DELISTED
NorthView Acquisition Corporation Unit
NVACU
$4.51M 0.12%
+450,000
New +$4.51M
RRAC.U
122
DELISTED
Rigel Resource Acquisition Corp. Units, each consisting of one Class A ordinary share, and one-half of one redeemable warrant
RRAC.U
$4.49M 0.11%
+445,711
New +$4.5M
RVACU
123
DELISTED
Riverview Acquisition Corp. Unit
RVACU
$4.48M 0.11%
446,500
-2,500
-0.6% -$24.9K
BRD.U
124
DELISTED
Beard Energy Transition Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
BRD.U
$4.47M 0.11%
+439,831
New +$4.43M
ROCAU
125
DELISTED
ROC Energy Acquisition Corp. Unit
ROCAU
$4.45M 0.11%
+440,057
New +$4.43M
3 4
5
6 7

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HCM
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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.