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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
GTS
151
DELISTED
Triple-S Management Corporation
GTS
$3.88M 0.1%
108,700
+35,940
+49% +$1.27M
LOCC
152
DELISTED
Live Oak Crestview Climate Acquisition Corp.
LOCC
$3.87M 0.1%
+397,127
New +$3.85M
CMCAU
153
DELISTED
Capitalworks Emerging Markets Acquisition Corp Unit
CMCAU
$3.74M 0.1%
+371,149
New +$3.74M
FOUNW
154
DELISTED
Founder SPAC Warrants
FOUNW
$3.73M 0.1%
+374,999
New +$261K
CPAAW
155
DELISTED
Conyers Park III Acquisition Corp. Warrants
CPAAW
$3.66M 0.09%
+375,497
New +$375K
TRUG icon
156
TruGolf
TRUG
$1.35M
$3.66M 0.09%
+745
New +$3.67M
PARA
157
DELISTED
Paramount Global Class B
PARA
$3.63M 0.09%
120,446
– –
FXCOU
158
DELISTED
Financial Strategies Acquisition Corp. Unit
FXCOU
$3.61M 0.09%
+352,400
New +$3.62M
IQMDU
159
DELISTED
Intelligent Medicine Acquisition Corp. Unit
IQMDU
$3.55M 0.09%
+347,865
New +$3.53M
ARCKU
160
DELISTED
Arbor Rapha Capital Bioholdings Corp. I Units
ARCKU
$3.52M 0.09%
+347,546
New +$3.51M
SVNAU
161
DELISTED
7 Acquisition Corp Unit
SVNAU
$3.52M 0.09%
+346,664
New +$3.49M
PCCTU
162
DELISTED
Perception Capital Corp. II Units
PCCTU
$3.51M 0.09%
+345,646
New +$3.49M
BLEUU
163
DELISTED
bleuacacia ltd Unit
BLEUU
$3.5M 0.09%
+346,613
New +$3.48M
LFLYW
164
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$3.49M 0.09%
349,563
– –
BSKY
165
DELISTED
Big Sky Growth Partners, Inc. Class A Common Stock
BSKY
$3.49M 0.09%
+359,552
New +$3.5M
PGSS.U
166
DELISTED
Pegasus Digital Mobility Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
PGSS.U
$3.48M 0.09%
+345,621
New +$3.48M
TLGYU
167
DELISTED
TLGY Acquisition Corporation Unit
TLGYU
$3.46M 0.09%
+346,405
New +$3.49M
YSAC
168
DELISTED
Yellowstone Acquisition Company
YSAC
$3.46M 0.09%
339,701
– –
INTEU
169
DELISTED
Integral Acquisition Corporation 1 Unit
INTEU
$3.45M 0.09%
+344,010
New +$3.45M
IRRX.U
170
DELISTED
Integrated Rail and Resources Acquisition Corp. Units, each consisting of one share of Class A common stock and one half of one redeemable warrant
IRRX.U
$3.44M 0.09%
+342,171
New +$3.43M
CORS.U
171
DELISTED
Corsair Partnering Corporation Units, each consisting of one Class A ordinary share and one-third of one redeemable warrant
CORS.U
$3.42M 0.09%
342,000
-8,000
-2% -$80K
LFACU
172
DELISTED
LF Capital Acquisition Corp. II Units
LFACU
$3.42M 0.09%
+341,891
New +$3.46M
OCA.WS
173
DELISTED
Omnichannel Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A comm
OCA.WS
$3.4M 0.09%
341,600
– –
ILMN icon
174
Illumina
ILMN
$29.4B
$3.34M 0.09%
9,024
-1,843
-17% -$698K
NFH.WS
175
DELISTED
New Frontier Health Corporation Warrants, each whole warrant exercisable for one Ordinary Share at a
NFH.WS
$3.3M 0.08%
287,956
+48,709
+20% +$140K
5 6
7
8 9

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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.