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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
CCAIU
1226
DELISTED
Cascadia Acquisition Corp. Unit
CCAIU
– –
-299,634
Closed -$2.96M
PRDS
1227
DELISTED
Pardes Biosciences, Inc. Common Stock
PRDS
– –
-38,900
Closed -$387K
WAVC.U
1228
DELISTED
Waverley Capital Acquisition Corp. 1 Units, each consisting of one Class A Ordinary Share and one-third of one redeemable warrant
WAVC.U
– –
-150,000
Closed -$1.48M
FORG
1229
DELISTED
ForgeRock, Inc.
FORG
– –
-7,417
Closed -$289K
AFTR.U
1230
DELISTED
AfterNext HealthTech Acquisition Corp Units
AFTR.U
– –
-375,000
Closed -$3.73M
APMIU
1231
DELISTED
AxonPrime Infrastructure Acquisition Corporation Unit
APMIU
– –
-500,000
Closed -$4.95M
BSAQ.U
1232
DELISTED
Black Spade Acquisition Co Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
BSAQ.U
– –
-250,000
Closed -$2.48M
CPAAU
1233
DELISTED
Conyers Park III Acquisition Corp. Unit
CPAAU
– –
-1,125,000
Closed -$11.3M
OXACU
1234
DELISTED
Oxbridge Acquisition Corp. Unit
OXACU
– –
-125,000
Closed -$1.28M
BWCAU
1235
DELISTED
Blue Whale Acquisition Corp I Unit
BWCAU
– –
-295,907
Closed -$2.94M
CPUH
1236
DELISTED
Compute Health Acquisition Corp.
CPUH
– –
-56,530
Closed -$552K
BLNGU
1237
DELISTED
Belong Acquisition Corp. Units
BLNGU
– –
-300,000
Closed -$2.99M
BGRYW
1238
DELISTED
Berkshire Grey, Inc. Warrant
BGRYW
– –
-55,628
Closed -$67K
ALPAU
1239
DELISTED
Alpha Healthcare Acquisition Corp III Units
ALPAU
– –
-450,000
Closed -$4.46M
BBLN
1240
DELISTED
Babylon Holdings Limited
BBLN
– –
-5,993
Closed -$1.49M
OWLT.WS
1241
DELISTED
Owlet, Inc. Warrants, each whole warrant exercisable for one share of Class A Common Stock at an exercise price of $11.50
OWLT.WS
– –
-100,523
Closed -$94K
MTAL.U
1242
DELISTED
Metals Acquisition Corp Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
MTAL.U
– –
-325,000
Closed -$3.22M
MEKA
1243
DELISTED
MELI Kaszek Pioneer Corp Class A Ordinary Shares
MEKA
– –
-50,000
Closed -$553K
PNTM
1244
DELISTED
Pontem Corporation
PNTM
– –
-61,820
Closed -$600K
ROCGU
1245
DELISTED
Roth CH Acquisition IV Co. Unit
ROCGU
– –
-210,000
Closed -$2.12M
PGRW
1246
DELISTED
Progress Acquisition Corp. Class A Common Stock
PGRW
– –
-147,740
Closed -$1.45M
CIIGU
1247
DELISTED
CIIG Capital Partners II, Inc. Unit
CIIGU
– –
-349,575
Closed -$3.52M
EUCR
1248
DELISTED
Eucrates Biomedical Acquisition Corp. Ordinary Shares
EUCR
– –
-85,153
Closed -$833K
HZON
1249
DELISTED
Horizon Acquisition Corporation II
HZON
– –
-85,920
Closed -$842K
PEARW
1250
DELISTED
Pear Therapeutics, Inc. Warrant
PEARW
– –
-40,333
Closed -$38K
48 49
50
51 52

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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.