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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
CLDR
1401
DELISTED
Cloudera, Inc.
CLDR
– –
-714,054
Closed -$11.4M
STWOW
1402
DELISTED
ACON S2 Acquisition Corp Warrant
STWOW
– –
-83,332
Closed -$103K
ITACW
1403
DELISTED
Industrial Tech Acquisitions, Inc. Warrant
ITACW
– –
-375,000
Closed -$405K
ITAC
1404
DELISTED
Industrial Tech Acquisitions, Inc. Class A common stock
ITAC
– –
-116,999
Closed -$1.16M
LDL
1405
DELISTED
Lydall, Inc.
LDL
– –
-209,488
Closed -$13M
KCAC
1406
DELISTED
Kensington Capital Acquisition Corp. II
KCAC
– –
-105,896
Closed -$1.06M
KCAC.WS
1407
DELISTED
Kensington Capital Acquisition Corp. II Redeemable warrants, each whole warrant exercisable for one
KCAC.WS
– –
-29,249
Closed -$33K
DMYI.WS
1408
DELISTED
dMY Technology Group, Inc. III Redeemable warrants, each whole warrant exercisable for one share of
DMYI.WS
– –
-49,500
Closed -$171K
CTAC.WS
1409
DELISTED
Cerberus Telecom Acquisition Corp. Warrants included as part of the Units, each whole warrant exerci
CTAC.WS
– –
-58,332
Closed -$58K
MAACW
1410
DELISTED
Montes Archimedes Acquisition Corp. Warrant
MAACW
– –
-335,000
Closed -$499K
MAAC
1411
DELISTED
Montes Archimedes Acquisition Corp. Class A Common Stock
MAAC
– –
-230,082
Closed -$2.3M
ALTA
1412
DELISTED
Altabancorp
ALTA
– –
-112,223
Closed -$4.96M
CTAC
1413
DELISTED
Cerberus Telecom Acquisition Corp.
CTAC
– –
-180,261
Closed -$1.41M
VER
1414
DELISTED
VEREIT, Inc.
VER
– –
-534,909
Closed -$24.2M
PFTAU
1415
DELISTED
Perception Capital Corp. III Unit
PFTAU
– –
-138,000
Closed -$1.37M
NOVVU
1416
DELISTED
Nova Vision Acquisition Corp. Unit
NOVVU
– –
-75,000
Closed -$767K
HHGCU
1417
DELISTED
HHG Capital Corporation Units
HHGCU
– –
-24,949
Closed -$255K
KCGI.U
1418
DELISTED
Kensington Capital Acquisition Corp. V Units, each consisting of one Class A ordinary share and three-fourths of one redeemable warrant
KCGI.U
– –
-350,000
Closed -$3.57M
FHLTU
1419
DELISTED
Future Health ESG Corp. Unit
FHLTU
– –
-226,212
Closed -$2.26M
FICVU
1420
DELISTED
Frontier Investment Corp Units
FICVU
– –
-447,340
Closed -$4.39M
PPHPU
1421
DELISTED
PHP Ventures Acquisition Corp. Units
PPHPU
– –
-70,000
Closed -$713K
GSDWU
1422
DELISTED
Global Systems Dynamics, Inc. Unit
GSDWU
– –
-300,000
Closed -$3.06M
ARTEU
1423
DELISTED
Artemis Strategic Investment Corporation Unit
ARTEU
– –
-499,404
Closed -$5.01M
HPLTU
1424
DELISTED
Home Plate Acquisition Corporation Unit
HPLTU
– –
-99,881
Closed -$985K
TWCBU
1425
DELISTED
Bilander Acquisition Corp. Unit
TWCBU
– –
-547,280
Closed -$5.46M
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.