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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
MYN icon
301
BlackRock MuniYield New York Quality Fund
MYN
$374M
$294K 0.01%
23,409
-3,595
-13% -$43.8K
FIV
302
DELISTED
First Trust Senior Floating Rate 2022 Target Term Fund Common Shares of Beneficial Interest
FIV
$292K 0.01%
35,314
+22,570
+177% +$181K
JSD
303
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$289K 0.01%
+24,530
New +$282K
NPV icon
304
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
$285K 0.01%
19,984
-3,474
-15% -$45.9K
MGU
305
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$284K 0.01%
+16,100
New +$278K
NAN icon
306
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$274K 0.01%
20,340
-3,110
-13% -$40.7K
KSM
307
DELISTED
DWS Strategic Municipal Income Trust
KSM
$274K 0.01%
26,117
+11,028
+73% +$112K
ARYAW
308
DELISTED
ARYA Sciences Acquisiton Corp. Warrant
ARYAW
$268K 0.01%
50,000
– –
ADX icon
309
Adams Diversified Equity Fund
ADX
$3.17B
$267K 0.01%
17,912
-10,192
-36% -$145K
BBF
310
DELISTED
BlackRock Municipal Income Investment Trust
BBF
$267K 0.01%
20,982
+10,070
+92% +$121K
PIC.WS
311
DELISTED
Pivotal Investment Corporation II Redeemable Warrants, each whole warrant exercisable for shares of
PIC.WS
$263K 0.01%
333,332
– –
BIOX.WS
312
DELISTED
Bioceres Crop Solutions Corp Warrants, exercisable for ordinary shares
BIOX.WS
$262K 0.01%
1,249,900
– –
VRM icon
313
Vroom Inc
VRM
$36.9M
$261K 0.01%
+63
New +$244K
VMM
314
DELISTED
Delaware Investments Minnesota Municipal Income Fund II
VMM
$261K 0.01%
20,612
+4,115
+25% +$50.7K
THCAW
315
DELISTED
Tuscan Holdings Corp. II Warrant
THCAW
$257K 0.01%
475,000
– –
MVT
316
DELISTED
BlackRock MuniVest Fund II
MVT
$254K 0.01%
+18,734
New +$245K
HCCHR
317
DELISTED
HL Acquisitions Corp. Right
HCCHR
$254K 0.01%
+270,000
New +$72.6K
AMTI
318
DELISTED
Applied Molecular Transport Inc. Common Stock
AMTI
$251K 0.01%
+10,000
New +$252K
TOI icon
319
The Oncology Institute
TOI
$498M
$250K 0.01%
+25,000
New +$249K
NUM
320
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$246K 0.01%
17,955
+708
+4% +$9.47K
RPRX icon
321
Royalty Pharma
RPRX
$26.1B
$243K 0.01%
+5,000
New +$247K
NARI
322
DELISTED
Inari Medical, Inc. Common Stock
NARI
$242K 0.01%
+5,000
New +$239K
PCPL.WS
323
DELISTED
CC Neuberger Principal Holdings I Warrants, each whole warrant exercisable for one Class A ordinary
PCPL.WS
$242K 0.01%
+166,666
New +$268K
BLW icon
324
BlackRock Limited Duration Income Trust
BLW
$491M
$241K 0.01%
17,270
-9,737
-36% -$131K
CIICW
325
DELISTED
CIIG Merger Corp. Warrants
CIICW
$238K 0.01%
250,000
– –
11 12
13
14 15

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.