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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
AAQC
1301
DELISTED
Accelerate Acquisition Corp
AAQC
– –
-134,055
Closed -$1.3M
PCPC.U
1302
DELISTED
Periphas Capital Partnering Corporation CAPS, each consisting of one share of Class A common stock and one-quarter of one redeemable warrant
PCPC.U
– –
-100,000
Closed -$2.47M
EPWR
1303
DELISTED
Empowerment & Inclusion Capital I Corp.
EPWR
– –
-195,598
Closed -$1.91M
BSKYU
1304
DELISTED
Big Sky Growth Partners, Inc. Unit
BSKYU
– –
-528,764
Closed -$5.28M
MACC
1305
DELISTED
Mission Advancement Corp.
MACC
– –
-208,660
Closed -$2.03M
LAAA
1306
DELISTED
Lakeshore Acquisition I Corp. Ordinary Shares
LAAA
– –
-37,500
Closed -$366K
SBII
1307
DELISTED
Sandbridge X2 Corp.
SBII
– –
-170,498
Closed -$1.66M
ASZ
1308
DELISTED
Austerlitz Acquisition Corporation II
ASZ
– –
-59,890
Closed -$584K
KIII
1309
DELISTED
Kismet Acquisition Three Corp. Class A Ordinary Shares
KIII
– –
-56,648
Closed -$552K
ESSC
1310
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
– –
-30,000
Closed -$306K
AHPAU
1311
DELISTED
Avista Public Acquisition Corp. II Unit
AHPAU
– –
-250,000
Closed -$2.54M
IGNYU
1312
DELISTED
Ignyte Acquisition Corp. Unit
IGNYU
– –
-50,000
Closed -$500K
EDNCU
1313
DELISTED
Endurance Acquisition Corp. Unit
EDNCU
– –
-199,592
Closed -$1.99M
PAQC
1314
DELISTED
Provident Acquisition Corp. Class A Ordinary Shares
PAQC
– –
-69,614
Closed -$679K
TEKK
1315
DELISTED
Tekkorp Digital Acquisition Corp. Class A Ordinary Shares
TEKK
– –
-127,910
Closed -$1.26M
HIGA
1316
DELISTED
H.I.G. Acquisition Corp.
HIGA
– –
-222,688
Closed -$2.18M
IPOD
1317
DELISTED
Social Capital Hedosophia Holdings Corp. IV
IPOD
– –
-90,000
Closed -$911K
ASAQ
1318
DELISTED
Atlantic Avenue Acquisition Corp
ASAQ
– –
-110,280
Closed -$1.08M
RCHG
1319
DELISTED
Recharge Acquisition Corp. Class A Common Stock
RCHG
– –
-262,047
Closed -$2.59M
NMMC
1320
DELISTED
North Mountain Merger Corp. Class A Common Stock
NMMC
– –
-92,865
Closed -$909K
IMPX
1321
DELISTED
AEA-Bridges Impact Corp
IMPX
– –
-90,199
Closed -$882K
ETAC
1322
DELISTED
E.Merge Technology Acquisition Corp. Class A Common Stock
ETAC
– –
-98,080
Closed -$963K
SWAGU
1323
DELISTED
Software Acquisition Group Inc. III Unit
SWAGU
– –
-400,000
Closed -$4.04M
ISLE
1324
DELISTED
Isleworth Healthcare Acquisition Corporation Common stock
ISLE
– –
-64,717
Closed -$636K
GOAC
1325
DELISTED
GO Acquisition Corp. Class A Common Stock
GOAC
– –
-47,900
Closed -$470K
51 52
53
54 55

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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.