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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
PEAR
1251
DELISTED
Pear Therapeutics, Inc. Class A Common Stock
PEAR
– –
-184,169
Closed -$1.83M
GIA.U
1252
DELISTED
GigCapital 5, Inc. Units, each consisting of one share of common stock and one whole redeemable warrant
GIA.U
– –
-299,642
Closed -$3.08M
DGNU
1253
DELISTED
Dragoneer Growth Opportunities Corp. III Class A Ordinary Shares
DGNU
– –
-50,000
Closed -$490K
JATT.U
1254
DELISTED
JATT Acquisition Corp Units, each consisting of one Class A ordinary share, and one-half of one redeemable warrant
JATT.U
– –
-150,000
Closed -$1.5M
BGSX
1255
DELISTED
Build Acquisition Corp.
BGSX
– –
-195,578
Closed -$1.9M
GWII
1256
DELISTED
Good Works II Acquisition Corp. Common Stock
GWII
– –
-167,890
Closed -$1.64M
BACA.U
1257
DELISTED
Berenson Acquisition Corp. I Units, each consisting of one share of Class A common stock and one-half of one redeemable warrant
BACA.U
– –
-74,910
Closed -$739K
FTEV
1258
DELISTED
FinTech Evolution Acquisition Group
FTEV
– –
-52,220
Closed -$506K
IBER
1259
DELISTED
Ibere Pharmaceuticals
IBER
– –
-76,900
Closed -$745K
TPBAU
1260
DELISTED
TPB Acquisition Corporation I Unit
TPBAU
– –
-400,000
Closed -$3.94M
DCRDU
1261
DELISTED
Decarbonization Plus Acquisition Corporation IV Unit
DCRDU
– –
-300,000
Closed -$3.04M
NVSA
1262
DELISTED
New Vista Acquisition Corp Class A Ordinary Shares
NVSA
– –
-48,500
Closed -$472K
NVSAU
1263
DELISTED
New Vista Acquisition Corp Unit
NVSAU
– –
-38,000
Closed -$379K
LGAC
1264
DELISTED
Lazard Growth Acquisition Corp. I Ordinary Shares
LGAC
– –
-69,650
Closed -$678K
MSAC
1265
DELISTED
Medicus Sciences Acquisition Corp. Class A Ordinary Share
MSAC
– –
-98,630
Closed -$962K
CENQU
1266
DELISTED
CENAQ Energy Corp. Unit
CENQU
– –
-300,000
Closed -$3.02M
ITQ
1267
DELISTED
Itiquira Acquisition Corp. Class A Ordinary Shares
ITQ
– –
-87,450
Closed -$853K
AEHAU
1268
DELISTED
Aesther Healthcare Acquisition Corp Units
AEHAU
– –
-99,879
Closed -$1.01M
WQGA.U
1269
DELISTED
World Quantum Growth Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant to acquire one Class A ordinary share
WQGA.U
– –
-300,000
Closed -$3.02M
IPAXU
1270
DELISTED
Inflection Point Acquisition Corp. Units
IPAXU
– –
-449,083
Closed -$4.44M
SCOB
1271
DELISTED
ScION Tech Growth II Class A Ordinary Shares
SCOB
– –
-79,855
Closed -$779K
AMCIU
1272
DELISTED
AMCI Acquisition Corp II Units
AMCIU
– –
-300,000
Closed -$2.98M
PONOU
1273
DELISTED
Pono Capital Corp Unit
PONOU
– –
-285,000
Closed -$2.91M
PRBM.U
1274
DELISTED
Parabellum Acquisition Corp. Units, each consisting of one share of Class A common stock and three-quarters of one redeemable warrant
PRBM.U
– –
-79,904
Closed -$797K
NAAC
1275
DELISTED
North Atlantic Acquisition Corporation Class A Ordinary Share
NAAC
– –
-65,180
Closed -$636K
49 50
51
52 53

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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.