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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
CERO
176
DELISTED
CERo Therapeutics
CERO
$3.29M 0.08%
+166
New +$3.3M
BMTC
177
DELISTED
Bryn Mawr Bank Corp
BMTC
$3.28M 0.08%
72,887
+13,870
+24% +$652K
MCAAU
178
DELISTED
Mountain & Co. I Acquisition Corp. Unit
MCAAU
$3.28M 0.08%
+321,902
New +$3.28M
BRMK.WS
179
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$3.24M 0.08%
343,557
-845,670
-71% -$88.3K
PAEWW
180
DELISTED
PAE Incorporated Warrants
PAEWW
$3.22M 0.08%
324,608
– –
FRLAU
181
DELISTED
Fortune Rise Acquisition Corporation Units
FRLAU
$3.21M 0.08%
+319,294
New +$3.22M
FNVT
182
DELISTED
Finnovate Acquisition Corp. Class A Ordinary Shares
FNVT
$3.2M 0.08%
+324,988
New +$3.19M
OCA
183
DELISTED
Omnichannel Acquisition Corp.
OCA
$3.1M 0.08%
311,957
– –
MTAL
184
DELISTED
Metals Acquisition
MTAL
$3.09M 0.08%
+321,294
New +$3.12M
DRAY
185
DELISTED
Macondray Capital Acquisition Corp. I Class A Ordinary Shares
DRAY
$3.08M 0.08%
312,176
-72,400
-19% -$711K
IGACW
186
DELISTED
IG Acquisition Corp. Warrant
IGACW
$3.07M 0.08%
312,500
– –
JUN.U
187
DELISTED
Juniper II Corp. Units, each consisting of one share of Class A common stock, and one-half of one redeemable warrant
JUN.U
$3.04M 0.08%
+298,171
New +$3.03M
FLYA
188
DELISTED
SOAR Technology Acquisition Corp.
FLYA
$3.03M 0.08%
+300,000
New +$3.02M
ACAQ.U
189
DELISTED
Athena Consumer Acquisition Corp. Units, each consisting of one share of Class A common stock and one-half of one Redeemable Warrant
ACAQ.U
$3.03M 0.08%
+297,929
New +$3.02M
IGTAU
190
DELISTED
Inception Growth Acquisition Limited Unit
IGTAU
$3.02M 0.08%
+300,000
New +$3.02M
ACDI.U
191
DELISTED
Ascendant Digital Acquisition Corp. III Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
ACDI.U
$3.02M 0.08%
+297,131
New +$3M
HTAQ.U
192
DELISTED
Hunt Companies Acquisition Corp. I Units, each consisting of one Class A ordinary share and one-half one redeemable warrant
HTAQ.U
$3.02M 0.08%
+297,128
New +$3.01M
ONYXU
193
DELISTED
Onyx Acquisition Co. I Unit
ONYXU
$3.01M 0.08%
+297,141
New +$3.01M
AEAEU
194
DELISTED
AltEnergy Acquisition Corp Unit
AEAEU
$3.01M 0.08%
+297,894
New +$3M
BCSAU
195
DELISTED
Blockchain Coinvestors Acquisition Corp. I Unit
BCSAU
$3M 0.08%
+297,110
New +$3.01M
APN.U
196
DELISTED
Apeiron Capital Investment Corp. Units, each consisting of one share of Class A Common Stock and one-half of one Redeemable Warrant
APN.U
$3M 0.08%
+298,166
New +$3.01M
DTRTU
197
DELISTED
DTRT Health Acquisition Corp. Unit
DTRTU
$3M 0.08%
297,971
-1,662
-0.6% -$16.9K
NCACU
198
DELISTED
Newcourt Acquisition Corp Unit
NCACU
$3M 0.08%
+296,251
New +$2.99M
XFINU
199
DELISTED
ExcelFin Acquisition Corp Unit
XFINU
$2.99M 0.08%
+297,933
New +$3M
CBRGU
200
DELISTED
Chain Bridge I Units
CBRGU
$2.99M 0.08%
+297,128
New +$2.99M
6 7
8
9 10

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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.