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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
SNAXW
251
DELISTED
Stryve Foods, Inc. Warrant
SNAXW
$516K 0.02%
1,200,000
– –
APPHW
252
DELISTED
AppHarvest, Inc. Warrants
APPHW
$504K 0.02%
+700,000
New +$477K
ERC
253
Allspring Multi-Sector Income Fund
ERC
$255M
$499K 0.02%
45,289
+20,876
+86% +$215K
CHPMW
254
DELISTED
CHP Merger Corp. Warrant
CHPMW
$490K 0.02%
500,000
– –
JQC icon
255
Nuveen Credit Strategies Income Fund
JQC
$702M
$486K 0.02%
83,268
+14,374
+21% +$84.8K
BROGW
256
DELISTED
Brooge Holdings Limited Warrant expiring 12/20/2024
BROGW
$468K 0.02%
955,002
– –
ARYBU
257
DELISTED
ARYA Sciences Acquisition Corp II Unit
ARYBU
$464K 0.02%
+40,000
New +$440K
BIT icon
258
BlackRock Multi-Sector Income Trust
BIT
$696M
$450K 0.02%
31,254
+12,808
+69% +$174K
SBE.WS
259
DELISTED
Switchback Energy Acquisition Corporation Warrants, exercisable for one share of Class A Common Stoc
SBE.WS
$448K 0.02%
566,666
– –
ALTG.WS
260
DELISTED
Alta Equipment Group Warrants
ALTG.WS
$445K 0.02%
425,000
– –
BGX
261
Blackstone Long-Short Credit Income Fund
BGX
$135M
$444K 0.02%
+36,836
New +$421K
ATLC icon
262
Atlanticus Holdings
ATLC
$1.5B
$427K 0.02%
41,302
-62,148
-60% -$826K
JRS icon
263
Nuveen Real Estate Income Fund
JRS
$251M
$427K 0.02%
57,136
+38,960
+214% +$283K
LGI
264
Lazard Global Total Return & Income Fund
LGI
$235M
$421K 0.02%
+29,872
New +$399K
AWF
265
AllianceBernstein Global High Income Fund
AWF
$867M
$420K 0.02%
41,607
+9,305
+29% +$91.4K
FEN
266
DELISTED
First Trust Energy Income and Growth Fund
FEN
$411K 0.02%
+38,006
New +$425K
MPA icon
267
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$410K 0.02%
30,196
-3,184
-10% -$42.2K
ACP
268
abrdn Income Credit Strategies Fund
ACP
$640M
$407K 0.02%
45,812
+28,702
+168% +$229K
FMN
269
Federated Hermes Premier Municipal Income Fund
FMN
$86.9M
$406K 0.02%
30,729
+382
+1% +$5.02K
HCCOW
270
DELISTED
Healthcare Merger Corp. Warrants
HCCOW
$403K 0.02%
+350,000
New +$309K
EIM
271
Eaton Vance Municipal Bond Fund
EIM
$492M
$399K 0.02%
31,360
-14,740
-32% -$183K
SFTW.WS
272
DELISTED
Osprey Technology Acquisition Corp. Redeemable Warrants, each whole Warrant exercisable for one shar
SFTW.WS
$394K 0.02%
375,000
– –
HCCH
273
DELISTED
HL Acquisitions Corp. Ordinary Shares
HCCH
$385K 0.02%
31,622
-120,265
-79% -$1.33M
AIF
274
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$379K 0.02%
30,542
+18,534
+154% +$220K
GIX.WS
275
DELISTED
GigCapital2, Inc. Warrants exercisable for one share of Common Stock at an exercise price of $11.50
GIX.WS
$379K 0.02%
765,000
– –
9 10
11
12 13

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JWBC
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GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.