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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
ISBC
1
DELISTED
Investors Bancorp, Inc.
ISBC
$52.7M 1.35%
3,479,346
-64,402
-2% -$991K
SAFM
2
DELISTED
Sanderson Farms Inc
SAFM
$40.1M 1.03%
211,416
– –
PBCT
3
DELISTED
People's United Financial Inc
PBCT
$39.7M 1.02%
2,238,483
+148,087
+7% +$2.64M
CERN
4
DELISTED
Cerner Corp
CERN
$39.3M 1%
+423,333
New +$32.2M
INFO
5
DELISTED
IHS Markit Ltd. Common Shares
INFO
$39.1M 1%
295,398
– –
VG
6
DELISTED
Vonage Holdings Corporation
VG
$38.1M 0.97%
+1,831,020
New +$33.4M
CCMP
7
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$37.5M 0.96%
+196,346
New +$28.5M
FBC
8
DELISTED
Flagstar Bancorp, Inc. New
FBC
$37.1M 0.95%
773,901
+17,192
+2% +$853K
STL
9
DELISTED
Sterling Bancorp
STL
$31.5M 0.8%
1,220,074
+196,239
+19% +$5.07M
AJRD
10
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$30.9M 0.79%
660,366
– –
NUAN
11
DELISTED
Nuance Communications, Inc.
NUAN
$29.1M 0.74%
525,704
+49,191
+10% +$2.71M
CONE
12
DELISTED
CyrusOne Inc Common Stock
CONE
$28.7M 0.73%
+320,619
New +$27.2M
XLNX
13
DELISTED
Xilinx Inc
XLNX
$28.4M 0.73%
133,911
– –
ATH
14
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$28.3M 0.72%
342,475
+5,189
+2% +$426K
ROG icon
15
Rogers Corp
ROG
$2.33B
$28.3M 0.72%
+103,487
New +$25.2M
MIME
16
DELISTED
Mimecast Limited
MIME
$27.9M 0.71%
+350,289
New +$26.4M
GATE
17
DELISTED
Marblegate Acquisition Corp. Class A Common Stock
GATE
$27.4M 0.7%
+2,799,999
New +$27.4M
MGLN
18
DELISTED
Magellan Health Services, Inc.
MGLN
$27.3M 0.7%
287,775
– –
VNE
19
DELISTED
Veoneer, Inc.
VNE
$26.7M 0.68%
752,369
+564,962
+301% +$20M
FRTA
20
DELISTED
Forterra, Inc
FRTA
$26.3M 0.67%
1,107,166
– –
WBT
21
DELISTED
Welbilt, Inc.
WBT
$25.8M 0.66%
1,084,246
– –
GSKY
22
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
$25.5M 0.65%
2,245,933
+989,596
+79% +$11.6M
ARNA
23
DELISTED
Arena Pharmaceuticals Inc
ARNA
$23.4M 0.6%
+252,300
New +$16.6M
TXNM
24
TXNM Energy Inc
TXNM
$6.47B
$23.2M 0.59%
507,896
– –
COHR
25
DELISTED
Coherent Inc
COHR
$22.4M 0.57%
83,857
– –
1
2 3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.