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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
ETFC
1
DELISTED
E*Trade Financial Corporation
ETFC
$63.7M 2.83%
1,281,298
-45,919
-3% -$1.98M
WMGI
2
DELISTED
Wright Medical Group Inc
WMGI
$52.8M 2.35%
1,777,183
-136,368
-7% -$3.99M
ADSW
3
DELISTED
Advanced Disposal Services Inc
ADSW
$51.9M 2.31%
1,720,020
-103,280
-6% -$3.3M
IBKC
4
DELISTED
IBERIABANK Corp
IBKC
$48.9M 2.17%
1,072,911
+352,563
+49% +$14.6M
QGEN icon
5
Qiagen
QGEN
$8.53B
$47.7M 2.12%
1,050,932
+92,152
+10% +$4.12M
WTW icon
6
Willis Towers Watson
WTW
$27.9B
$47.3M 2.1%
240,056
+32,105
+15% +$6.15M
ACIA
7
DELISTED
Acacia Communications Inc
ACIA
$45.8M 2.03%
680,923
-344,383
-34% -$23.3M
TIF
8
DELISTED
Tiffany & Co.
TIF
$44.8M 1.99%
367,629
-14,508
-4% -$1.82M
CZR
9
DELISTED
Caesars Entertainment Corporation
CZR
$42.7M 1.9%
3,518,060
-2,897,373
-45% -$29.3M
LM
10
DELISTED
Legg Mason, Inc.
LM
$41M 1.82%
823,599
-82,750
-9% -$4.11M
EE
11
DELISTED
El Paso Electric Company
EE
$39.5M 1.75%
588,823
+70,953
+14% +$4.8M
DLPH
12
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$38.1M 1.69%
2,678,085
+34,682
+1% +$389K
LOGM
13
DELISTED
LogMein, Inc.
LOGM
$33.9M 1.51%
399,870
-30,847
-7% -$2.62M
FIT
14
DELISTED
Fitbit, Inc. Class A common stock
FIT
$33.8M 1.5%
5,225,755
-1,193,484
-19% -$7.79M
CBB
15
DELISTED
Cincinnati Bell Inc.
CBB
$29.1M 1.29%
1,956,895
+770,102
+65% +$11.4M
TCO
16
DELISTED
Taubman Centers Inc.
TCO
$27.1M 1.2%
717,359
-47,681
-6% -$1.95M
PTLA
17
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$26.8M 1.19%
+1,492,287
New +$20.8M
GRUB
18
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$22.8M 1.02%
+165,867
New +$17.6M
FSCT
19
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$21.3M 0.95%
1,004,025
+65,106
+7% +$1.77M
CHNGU
20
DELISTED
Change Healthcare Inc. Tangible Equity Units
CHNGU
$19.6M 0.87%
450,177
– –
WUBA
21
DELISTED
58.com Inc
WUBA
$17.2M 0.76%
+318,882
New +$16.4M
GFLU
22
DELISTED
GFL Environmental Inc. Tangible Equity Units
GFLU
$17.2M 0.76%
344,475
+83,400
+32% +$3.93M
TERP
23
DELISTED
TerraForm Power, Inc
TERP
$13.8M 0.61%
748,402
-72,775
-9% -$1.29M
GNW icon
24
Genworth Financial
GNW
$3.8B
$13.5M 0.6%
5,826,940
+587,427
+11% +$1.85M
EOSE icon
25
Eos Energy Enterprises
EOSE
$1.23B
$13.4M 0.59%
+1,244,647
New +$12.6M
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 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.