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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
+34.13%
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
$2.25B
AUM Growth
-$741M
Cap. Flow
-$1.55B
Cap. Flow %
-68.73%
Top 10 Hldgs %
22.14%
Holding
639
New
87
Increased
105
Reduced
87
Closed
122

Top Buys

Rank Stock Value
1
PTLA
Portola Pharmaceuticals, Inc.
PTLA
+$20.8M
2
GRUB
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
+$17.6M
3
WUBA
58.com Inc
WUBA
+$16.4M
4
IBKC
IBERIABANK Corp
IBKC
+$14.6M
5
EOSE icon
Eos Energy Enterprises
EOSE
+$12.6M

Top Sells

Rank Stock Value
1
TSG
The Stars Group Inc.
TSG
+$78.6M
2
AGN
Allergan plc
AGN
+$64.8M
3
MLNX
Mellanox Technologies, Ltd.
MLNX
+$60.3M
4
RARX
Ra Pharmaceuticals, Inc. Common Stock
RARX
+$57.2M
5
WBC
WABCO HOLDINGS INC.
WBC
+$53.5M

Sector Composition

Rank Sector Weight
1 Financials 10.6%
2 Industrials 5.81%
3 Healthcare 5.73%
4 Technology 5.68%
5 Consumer Discretionary 5.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ARLO icon
126
Arlo Technologies
ARLO
$1.4B
$1.65M 0.07%
638,321
-359,281
-36% -$868K
BMTX
127
DELISTED
BM Technologies, Inc.
BMTX
$1.64M 0.07%
150,000
– –
HPK icon
128
HighPeak Energy
HPK
$967M
$1.62M 0.07%
150,000
– –
FSR
129
DELISTED
Fisker Inc.
FSR
$1.61M 0.07%
150,000
– –
LIVK
130
DELISTED
LIV Capital Acquisition Corp. Class A Ordinary Shares
LIVK
$1.58M 0.07%
160,000
– –
GCMG icon
131
GCM Grosvenor
GCMG
$737M
$1.57M 0.07%
145,000
-272,006
-65% -$2.82M
CELU icon
132
Celularity
CELU
$21.7M
$1.56M 0.07%
15,280
-99,600
-87% -$9.89M
SNAX
133
DELISTED
Stryve Foods, Inc. Class A Common Stock
SNAX
$1.54M 0.07%
10,000
– –
ADN
134
DELISTED
Advent Technologies
ADN
$1.53M 0.07%
5,000
– –
ARKO icon
135
ARKO Corp
ARKO
$890M
$1.5M 0.07%
145,000
-854,999
-85% -$8.58M
LVOXW
136
DELISTED
LiveVox Holding, Inc. Warrant
LVOXW
$1.5M 0.07%
1,000,000
– –
LATN
137
DELISTED
Union Acquisition Corp. II Ordinary Shares
LATN
$1.5M 0.07%
150,000
-850,000
-85% -$8.38M
QTS.PRB
138
DELISTED
QTS Realty Trust, Inc. 6.50% Series B Cumulative Convertible Perpetual Preferred Stock
QTS.PRB
$1.5M 0.07%
10,450
– –
RIDE
139
DELISTED
Lordstown Motors Corp. Class A Common Stock
RIDE
$1.49M 0.07%
9,667
-30,333
-76% -$4.56M
AVPT icon
140
AvePoint
AVPT
$2.6B
$1.49M 0.07%
145,000
-175,000
-55% -$1.73M
CLGX
141
DELISTED
Corelogic, Inc.
CLGX
$1.48M 0.07%
+21,996
New +$977K
MAPS
142
DELISTED
WM TECHNOLOGY INC A
MAPS
$1.47M 0.07%
145,000
-655,000
-82% -$6.53M
PRCH icon
143
Porch Group
PRCH
$1.3B
$1.47M 0.07%
145,000
-342,500
-70% -$3.39M
THBR
144
DELISTED
Thunder Bridge Acquisition II, Ltd. Class A Ordinary Shares
THBR
$1.47M 0.07%
145,000
-855,000
-86% -$8.52M
ETWO
145
DELISTED
E2open Parent Holdings
ETWO
$1.46M 0.06%
+145,000
New +$1.46M
BKSY icon
146
BlackSky Technology
BKSY
$800M
$1.46M 0.06%
18,125
-56,875
-76% -$4.45M
CHPT icon
147
ChargePoint
CHPT
$133M
$1.46M 0.06%
7,250
-50,750
-88% -$9.98M
SRTA
148
Strata Critical Medical Inc
SRTA
$436M
$1.45M 0.06%
145,000
-654,998
-82% -$6.43M
CHPM
149
DELISTED
CHP Merger Corp. Class A Common Stock
CHPM
$1.44M 0.06%
145,000
-530,000
-79% -$5.2M
KPLT icon
150
Katapult Holdings
KPLT
$32.8M
$1.44M 0.06%
5,800
-26,200
-82% -$6.42M
4 5
6
7 8

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HCM
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DTC
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AQR Arbitrage's Q2 2020 Portfolio in Review

As of Q2 2020, AQR Arbitrage held 639 positions worth $2.25B, down 25% from $2.99B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

AQR Arbitrage withdrew a net $1.55B in Q2 2020, closing 122 positions and reducing 87 holdings. Its most notable exit was The Stars Group Inc., an estimated $78.6M position sold in full.

By sector, the portfolio is most concentrated in Financials at 11% of assets, up from 9.6% a quarter earlier, followed by Industrials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Portola Pharmaceuticals, Inc. worth $26.8M.

  • AQR Arbitrage's largest Q2 2020 buy was Portola Pharmaceuticals, Inc.: 1,492,287 shares worth $26.8M.
  • AQR Arbitrage added most to IBERIABANK Corp in Q2 2020, an estimated $14.6M increase.
  • AQR Arbitrage's biggest Q2 2020 reduction was Caesars Entertainment Corporation, cutting an estimated $29.3M.
  • AQR Arbitrage fully exited The Stars Group Inc. in Q2 2020, selling an estimated $78.6M.
  • AQR Arbitrage's ten largest holdings make up 22% of its $2.25B portfolio in Q2 2020.
  • AQR Arbitrage opened 87 new positions and closed 122 in Q2 2020.
  • AQR Arbitrage's portfolio value fell 25% quarter-over-quarter to $2.25B.

Based on AQR Arbitrage's 13F filing for Q2 2020, filed 17 Aug 2020.