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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
RDBX
1326
DELISTED
Redbox Entertainment Inc. Class A Common Stock
RDBX
– –
-145,100
Closed -$1.46M
RDBXW
1327
DELISTED
Redbox Entertainment Inc. Warrant
RDBXW
– –
-162,498
Closed -$153K
GSAQ
1328
DELISTED
Global Synergy Acquisition Corp. Class A Ordinary Shares
GSAQ
– –
-94,300
Closed -$924K
KWAC
1329
DELISTED
Kingswood Acquisition Corp.
KWAC
– –
-125,308
Closed -$1.26M
ENJYW
1330
DELISTED
Enjoy Technology, Inc. Warrant
ENJYW
– –
-12,499
Closed -$17K
GGGV
1331
DELISTED
G3 VRM Acquisition Corp. Class A Common Stock
GGGV
– –
-143,000
Closed -$1.43M
RICO
1332
DELISTED
Agrico Acquisition Corp
RICO
– –
-228,397
Closed -$2.29M
GGPIW
1333
DELISTED
Gores Guggenheim, Inc. Warrant
GGPIW
– –
-199,999
Closed -$416K
TACA
1334
DELISTED
Trepont Acquisition Corp I
TACA
– –
-127,370
Closed -$1.27M
OTRA
1335
DELISTED
OTR Acquisition Corp. Class A Common Stock
OTRA
– –
-142,486
Closed -$1.43M
CHPM
1336
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
– –
-96,580
Closed -$968K
NVTSW
1337
DELISTED
Navitas Semiconductor Corporation Warrants
NVTSW
– –
-88,750
Closed -$169K
BTAQ
1338
DELISTED
Burgundy Technology Acquisition Corporation Class A Ordinary shares
BTAQ
– –
-97,280
Closed -$968K
SBEA
1339
DELISTED
SilverBox Engaged Merger Corp I Class A Common Stock
SBEA
– –
-47,900
Closed -$468K
LICY.WS
1340
DELISTED
Li-Cycle Holdings Corp. Redeemable Warrants, each whole warrant exercisable for one Common Share at
LICY.WS
– –
-78,103
Closed -$187K
ENVXW
1341
DELISTED
Enovix Corporation Warrant
ENVXW
– –
-34,682
Closed -$303K
ATHN.WS
1342
DELISTED
Athena Technology Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one shar
ATHN.WS
– –
-66,666
Closed -$91K
NGCAW
1343
DELISTED
NextGen Acquisition Corp. II Warrant
NGCAW
– –
-48,688
Closed -$82K
NGCA
1344
DELISTED
NextGen Acquisition Corp. II Class A Ordinary Shares
NGCA
– –
-74,387
Closed -$737K
ATMR.WS
1345
DELISTED
Altimar Acquisition Corp II Warrants
ATMR.WS
– –
-13,050
Closed -$14K
EUSG
1346
DELISTED
European Sustainable Growth Acquisition Corp. Class A Ordinary Shares
EUSG
– –
-63,200
Closed -$627K
HCAQ
1347
DELISTED
HealthCor Catalio Acquisition Corp. Class A Ordinary Shares
HCAQ
– –
-102,220
Closed -$1.01M
HLMNW
1348
DELISTED
Hillman Solutions Corp. Warrant
HLMNW
– –
-330,462
Closed -$958K
MACQW
1349
DELISTED
MCAP Acquisition Corporation Warrants
MACQW
– –
-66,666
Closed -$73K
MACQ
1350
DELISTED
MCAP Acquisition Corporation Class A Common Stock
MACQ
– –
-46,754
Closed -$461K
52 53
54
55 56

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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.