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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
AOD
226
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$653K 0.03%
84,868
+29,556
+53% +$215K
BGT icon
227
BlackRock Floating Rate Income Trust
BGT
$322M
$644K 0.03%
58,657
+32,404
+123% +$345K
IGD
228
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$634K 0.03%
131,275
+15,500
+13% +$75K
PACK.WS
229
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$628K 0.03%
405,000
– –
JRI icon
230
Nuveen Real Asset Income & Growth Fund
JRI
$358M
$623K 0.03%
53,352
+36,827
+223% +$409K
KIO
231
KKR Income Opportunities Fund
KIO
$450M
$620K 0.03%
50,286
+32,394
+181% +$369K
RNP icon
232
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$614K 0.03%
32,115
+6,699
+26% +$121K
LGC.WS
233
DELISTED
Legacy Acquisition Corp. Warrants, exercisable for one-half of one share of Class A Common Stock for
LGC.WS
$613K 0.03%
1,250,000
– –
ATCXW
234
DELISTED
Atlas Technical Consultants, Inc. Warrant
ATCXW
$611K 0.03%
1,565,744
– –
HCCHW
235
DELISTED
HL Acquisitions Corp. Warrant
HCCHW
$610K 0.03%
270,000
– –
BSL
236
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$168M
$609K 0.03%
47,335
+36,986
+357% +$455K
VKQ icon
237
Invesco Municipal Trust
VKQ
$536M
$604K 0.03%
51,364
+11,709
+30% +$135K
LACQW
238
DELISTED
Leisure Acquisition Corp. Warrant
LACQW
$588K 0.03%
625,000
– –
VMO icon
239
Invesco Municipal Opportunity Trust
VMO
$647M
$580K 0.03%
48,899
+15,464
+46% +$178K
DSM
240
BNY Mellon Strategic Municipal Bond Fund
DSM
$292M
$575K 0.03%
79,439
+4,268
+6% +$30.2K
AFT
241
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$575K 0.03%
46,274
+22,680
+96% +$273K
ARDC
242
Are Dynamic Credit Allocation Fund
ARDC
$297M
$556K 0.02%
46,616
+26,028
+126% +$293K
BRMK.WS
243
DELISTED
Broadmark Realty Capital Inc. Warrants, each exercisable for one fourth (1/4th) share of Common Stock at an exercise price of $2.875 per quarter share
BRMK.WS
$556K 0.02%
1,750,000
– –
VTN icon
244
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$551K 0.02%
45,242
+13,510
+43% +$161K
PGEN icon
245
Precigen
PGEN
$1.93B
$536K 0.02%
107,389
-88,445
-45% -$301K
EAD
246
Allspring Income Opportunities Fund
EAD
$372M
$534K 0.02%
76,074
+16,810
+28% +$115K
BGH
247
Barings Global Short Duration High Yield Fund
BGH
$281M
$523K 0.02%
41,602
+30,044
+260% +$349K
JIH.WS
248
DELISTED
Juniper Industrial Holdings, Inc. Redeemable warrants included as part of the units
JIH.WS
$522K 0.02%
600,000
– –
BOE icon
249
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$521K 0.02%
55,257
+12,535
+29% +$114K
RPLA.WS
250
DELISTED
Replay Acquisition Corp. Warrants
RPLA.WS
$518K 0.02%
575,000
– –
8 9
10
11 12

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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.