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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
IIAC.WS
1351
DELISTED
Investindustrial Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Class
IIAC.WS
– –
-24,285
Closed -$31K
IIAC
1352
DELISTED
Investindustrial Acquisition Corp.
IIAC
– –
-95,852
Closed -$952K
ISOS.WS
1353
DELISTED
Isos Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary share
ISOS.WS
– –
-16,666
Closed -$23K
BSN
1354
DELISTED
Broadstone Acquisition Corp.
BSN
– –
-142,410
Closed -$1.42M
BSN.WS
1355
DELISTED
Broadstone Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary share
BSN.WS
– –
-140,625
Closed -$152K
YAC
1356
DELISTED
Yucaipa Acquisition Corporation Class A Ordinary Shares
YAC
– –
-131,120
Closed -$1.29M
YAC.WS
1357
DELISTED
Yucaipa Acquisition Corporation Redeemable Warrants, each whole warrant exercisable for one Class A
YAC.WS
– –
-79,166
Closed -$84K
KSU
1358
DELISTED
Kansas City Southern
KSU
– –
-67,151
Closed -$18.2M
HRC
1359
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-161,775
Closed -$24.3M
CBAH.WS
1360
DELISTED
CBRE Acquisition Holdings, Inc. Warrants, each whole warrant exercisable for one share of Class A co
CBAH.WS
– –
-49,998
Closed -$82K
DCRCW
1361
DELISTED
Decarbonization Plus Acquisition Corporation III Warrant
DCRCW
– –
-233,332
Closed -$490K
SVOK
1362
DELISTED
Seven Oaks Acquisition Corp. Class A Common Stock
SVOK
– –
-192,287
Closed -$1.91M
SVOKW
1363
DELISTED
Seven Oaks Acquisition Corp. Warrant
SVOKW
– –
-100,000
Closed -$79K
DGNS
1364
DELISTED
Dragoneer Growth Opportunities Corp. II Class A Ordinary Shares
DGNS
– –
-20,000
Closed -$199K
PPD
1365
DELISTED
PPD, Inc. Common Stock
PPD
– –
-626,382
Closed -$29.3M
GIGGW
1366
DELISTED
GigCapital4, Inc. Warrant
GIGGW
– –
-49,999
Closed -$52K
DMYQ.WS
1367
DELISTED
dMY Technology Group, Inc. IV Redeemable warrants, each whole warrant exercisable for one share of C
DMYQ.WS
– –
-23,800
Closed -$45K
CXP
1368
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
– –
-1,150,110
Closed -$21.9M
ADF.WS
1369
DELISTED
Aldel Financial Inc Warrants
ADF.WS
– –
-60,000
Closed -$121K
ADF
1370
DELISTED
Aldel Financial Inc
ADF
– –
-167,710
Closed -$1.69M
AGCWW
1371
DELISTED
Altimeter Growth Corp Warrant
AGCWW
– –
-10,000
Closed -$22K
CVA
1372
DELISTED
Covanta Holding Corporation
CVA
– –
-1,418,513
Closed -$28.5M
RAVN
1373
DELISTED
Raven Industries Inc
RAVN
– –
-143,029
Closed -$8.24M
DDMXW
1374
DELISTED
DD3 Acquisition Corp. II Warrant
DDMXW
– –
-67,499
Closed -$81K
DDMX
1375
DELISTED
DD3 Acquisition Corp. II Class A Common Stock
DDMX
– –
-134,998
Closed -$1.34M
53 54
55
56 57

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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.