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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
FMBI
26
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$22.2M 0.57%
1,083,183
– –
MGP
27
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$21.3M 0.54%
521,165
+2,573
+0.5% +$101K
ATC
28
DELISTED
Atotech Limited
ATC
$19.3M 0.49%
755,748
– –
GWB
29
DELISTED
Great Western Bancorp, Inc.
GWB
$17.5M 0.45%
516,252
+314,924
+156% +$10.8M
BKNG icon
30
Booking.com
BKNG
$138B
$17.4M 0.45%
182,425
+2,475
+1% +$235K
CHNG
31
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$17.1M 0.44%
797,684
– –
ATEK.U
32
DELISTED
Athena Technology Acquisition Corp. II Units, each consisting of one share of Class A common stock, and one-half of one Redeemable Warrant
ATEK.U
$16.8M 0.43%
+1,689,362
New +$16.8M
SC
33
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$16.7M 0.43%
398,418
– –
CIT
34
DELISTED
CIT Group Inc.
CIT
$16.5M 0.42%
328,936
+11,340
+4% +$577K
LYV icon
35
Live Nation Entertainment
LYV
$41.2B
$14.7M 0.38%
122,897
+13,652
+12% +$1.47M
UMPQ
36
DELISTED
Umpqua Holdings Corp
UMPQ
$14.1M 0.36%
+730,397
New +$14.8M
FOE
37
DELISTED
Ferro Corporation
FOE
$13.9M 0.36%
636,818
– –
MCFE
38
DELISTED
McAfee Corp. Class A Common Stock
MCFE
$13.7M 0.35%
+531,574
New +$12.8M
GATEW
39
DELISTED
Marblegate Acquisition Corp. Warrant
GATEW
$13.7M 0.35%
+1,399,998
New +$723K
RCACU
40
DELISTED
Revelstone Capital Acquisition Corp. Unit
RCACU
$13.3M 0.34%
+1,350,000
New +$13.4M
EPAY
41
DELISTED
Bottomline Technologies Inc
EPAY
$13.2M 0.34%
+233,566
New +$10.9M
ANAT
42
DELISTED
American National Group, Inc. Common Stock
ANAT
$12.7M 0.32%
67,086
+24,157
+56% +$4.57M
NPTN
43
DELISTED
NEOPHOTONICS CORP
NPTN
$12.6M 0.32%
+820,841
New +$10.8M
BRKHU
44
DELISTED
BurTech Acquisition Corp. Unit
BRKHU
$12.2M 0.31%
+1,217,571
New +$12.2M
CNDB.U
45
DELISTED
Concord Acquisition Corp III Units, each consisting of one share of Class A Common Stock and one-half of one Warrant
CNDB.U
$12.2M 0.31%
+1,192,682
New +$12.1M
KRA
46
DELISTED
Kraton Corporation
KRA
$12M 0.31%
259,196
+21,896
+9% +$1M
HCVI
47
DELISTED
Hennessy Capital Investment Corp. VI Class A Common Stock
HCVI
$11.4M 0.29%
+1,179,829
New +$11.4M
BFAC.U
48
DELISTED
Battery Future Acquisition Corp. Units, each consisting of one Class A ordinary share and one-half of one redeemable warrant
BFAC.U
$11M 0.28%
+1,100,000
New +$11M
RRD
49
DELISTED
RR Donnelley & Sons Co.
RRD
$10.4M 0.27%
+924,925
New +$8.02M
IVCBU
50
DELISTED
Investcorp Europe Acquisition Corp I Unit
IVCBU
$10.1M 0.26%
+1,000,000
New +$10.1M
1
2
3 4 5

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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.