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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
APXIU
201
DELISTED
APx Acquisition Corp. I Unit
APXIU
$2.99M 0.08%
+296,978
New +$2.99M
ALORU
202
DELISTED
ALSP Orchid Acquisition Corp I Unit
ALORU
$2.99M 0.08%
+297,088
New +$2.99M
DPCSU
203
DELISTED
DP Cap Acquisition Corp I Unit
DPCSU
$2.98M 0.08%
+297,128
New +$3M
TOACU
204
DELISTED
Talon 1 Acquisition Corp. Unit
TOACU
$2.97M 0.08%
+297,141
New +$3.01M
GIA.WS
205
DELISTED
GigCapital 5, Inc. Redeemable Warrants, each exercisable for one share of Common Stock at an exercise price of $11.50 per share
GIA.WS
$2.96M 0.08%
+300,000
New +$167K
ABLLW
206
DELISTED
Abacus Life Warrant
ABLLW
$2.96M 0.08%
300,000
– –
TCOA.U
207
DELISTED
Zalatoris Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half of one redeemable public warrant
TCOA.U
$2.96M 0.08%
+298,172
New +$2.96M
PTOCW
208
DELISTED
Pine Technology Acquisition Corp. Warrant
PTOCW
$2.95M 0.08%
299,999
– –
PLMJ
209
DELISTED
Plum Acquisition Corp. III Class A Ordinary Shares
PLMJ
$2.95M 0.08%
+304,997
New +$2.96M
SLVRU
210
DELISTED
SilverSPAC Inc. Unit
SLVRU
$2.95M 0.08%
296,338
-3,053
-1% -$30.3K
QTI
211
QT Imaging Holdings
QTI
$38.1M
$2.94M 0.08%
+297,847
New +$2.95M
PEPLW
212
DELISTED
PepperLime Health Acquisition Corporation Warrrant
PEPLW
$2.94M 0.08%
+299,999
New +$142K
NHICU
213
DELISTED
NewHold Investment Corp. II Unit
NHICU
$2.94M 0.08%
+297,933
New +$2.98M
CLOE
214
DELISTED
Clover Leaf Capital Corp. Class A Common Stock
CLOE
$2.94M 0.08%
+294,000
New +$2.94M
TPBA
215
DELISTED
TPB Acquisition Corporation I Class A Ordinary Share
TPBA
$2.93M 0.07%
+298,751
New +$2.92M
HWELW
216
DELISTED
Healthwell Acquisition Corp. I Warrant
HWELW
$2.91M 0.07%
+300,750
New +$177K
LION
217
DELISTED
Lionheart III Corp Class A Common Stock
LION
$2.9M 0.07%
+294,766
New +$2.91M
CNDA
218
DELISTED
Concord Acquisition Corp II
CNDA
$2.9M 0.07%
+297,339
New +$2.92M
NFYS.WS
219
DELISTED
Enphys Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class A ordinary share at an exercise price of $11.50
NFYS.WS
$2.89M 0.07%
+299,999
New +$156K
ACAHW
220
DELISTED
Atlantic Coastal Acquisition Corp. Warrant
ACAHW
$2.89M 0.07%
296,331
– –
LNZA icon
221
LanzaTech
LNZA
$61.3M
$2.89M 0.07%
+2,995
New +$2.9M
IXAQ
222
DELISTED
IX Acquisition Corp. Class A Ordinary Share
IXAQ
$2.87M 0.07%
+296,376
New +$2.89M
ZLS
223
DELISTED
Zalatoris II Acquisition Corp Class A Ordinary Shares
ZLS
$2.85M 0.07%
+296,496
New +$2.87M
PNBK icon
224
Patriot National Bancorp
PNBK
$132M
$2.83M 0.07%
189,455
– –
BWC
225
DELISTED
Blue Whale Acquisition Corp I Class A Ordinary Shares
BWC
$2.83M 0.07%
+292,607
New +$2.85M
7 8
9
10 11

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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.