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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
INOV
1376
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
– –
-728,304
Closed -$29.3M
ECHO
1377
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-234,592
Closed -$11.2M
XLRN
1378
DELISTED
Acceleron Pharma
XLRN
– –
-41,122
Closed -$7.08M
CAI
1379
DELISTED
CAI International, Inc.
CAI
– –
-233,411
Closed -$13.1M
LIII.WS
1380
DELISTED
Leo Holdings III Corp Redeemable Warrants, each whole warrant exercisable for one Class A ordinary s
LIII.WS
– –
-10,000
Closed -$8K
ZGYHR
1381
DELISTED
Yunhong International Right
ZGYHR
– –
-200,000
Closed -$40K
ZGYH
1382
DELISTED
Yunhong International Class A Ordinary Shares
ZGYH
– –
-67,954
Closed -$698K
ZGYHW
1383
DELISTED
Yunhong International Warrant
ZGYHW
– –
-100,000
Closed -$16K
VOSO
1384
DELISTED
Virtuoso Acquisition Corp. Class A Common Stock
VOSO
– –
-147,998
Closed -$1.47M
VOSOW
1385
DELISTED
Virtuoso Acquisition Corp. Warrant
VOSOW
– –
-74,999
Closed -$86K
TRIL
1386
DELISTED
Trillium Therapeutics Inc.
TRIL
– –
-1,393,859
Closed -$24.5M
EBSB
1387
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-321,583
Closed -$6.68M
KDMN
1388
DELISTED
Kadmon Holdings, Inc.
KDMN
– –
-3,667,074
Closed -$31.9M
BNIXU
1389
DELISTED
Bannix Acquisition Corp. Unit
BNIXU
– –
-64,922
Closed -$665K
MDLA
1390
DELISTED
Medallia, Inc.
MDLA
– –
-756,847
Closed -$25.6M
TMTSW
1391
DELISTED
Spartacus Acquisition Corporation Warrant
TMTSW
– –
-375,000
Closed -$600K
RPAI
1392
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
– –
-405,338
Closed -$5.22M
KURIW
1393
DELISTED
Alkuri Global Acquisition Corp Warrant
KURIW
– –
-51,449
Closed -$73K
BOWXW
1394
DELISTED
BowX Acquisition Corp. Warrant
BOWXW
– –
-149,999
Closed -$312K
GSAH.WS
1395
DELISTED
GS Acquisition Holdings Corp II Redeemable Warrants, each whole warrant exercisable for one share of
GSAH.WS
– –
-25,000
Closed -$53K
LEGOW
1396
DELISTED
Legato Merger Corp. Warrant
LEGOW
– –
-128,300
Closed -$321K
SCR
1397
DELISTED
Score Media and Gaming Inc. Class A Subordinate Voting Shares
SCR
– –
-357,764
Closed -$12.2M
HZAC.WS
1398
DELISTED
Horizon Acquisition Corporation Warrants, each whole warrant exercisable for one Class A ordinary sh
HZAC.WS
– –
-83,332
Closed -$142K
VIHAW
1399
DELISTED
VPC Impact Acquisition Holdings Warrant
VIHAW
– –
-84,863
Closed -$139K
CSOD
1400
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-507,533
Closed -$29.1M
54 55
56
57 58

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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.