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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
GLQ
326
Clough Global Equity Fund
GLQ
$154M
$232K 0.01%
+21,828
New +$217K
NUO
327
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$230K 0.01%
+15,302
New +$224K
MFL
328
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$229K 0.01%
17,735
-4,014
-18% -$51.2K
PTACW
329
DELISTED
PropTech Acquisition Corporation Warrant
PTACW
$228K 0.01%
325,000
– –
SAQNW
330
DELISTED
Software Acquisition Group Inc. Warrant
SAQNW
$226K 0.01%
+200,000
New +$129K
CCXX.WS
331
DELISTED
Churchill Capital Corp III Warrants, each exercisable for one share of Class A common stock at an ex
CCXX.WS
$225K 0.01%
+75,000
New +$138K
MUI
332
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$223K 0.01%
+16,181
New +$216K
FIRY
333
Firy Inc
FIRY
$127M
$220K 0.01%
+1,000
New +$205K
MNP
334
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$220K 0.01%
15,547
+3,615
+30% +$49.8K
MUS
335
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$215K 0.01%
17,693
-14,204
-45% -$169K
MYC
336
DELISTED
Blackrock Muni Yield California Fund, Inc.
MYC
$214K 0.01%
15,384
+3,893
+34% +$52.2K
EMF
337
Templeton Emerging Markets Fund
EMF
$314M
$213K 0.01%
+15,604
New +$196K
NAC icon
338
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$204K 0.01%
14,275
-49,385
-78% -$688K
HGLB
339
Highland Global Allocation Fund
HGLB
$173M
$203K 0.01%
31,528
+16,994
+117% +$96.5K
PNBK icon
340
Patriot National Bancorp
PNBK
$132M
$203K 0.01%
34,442
– –
CET
341
Central Securities Corp
CET
$1.54B
$202K 0.01%
+6,999
New +$199K
MAPSW
342
DELISTED
WM TECHNOLOGY INC WTS
MAPSW
$200K 0.01%
400,000
– –
MCA
343
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
$195K 0.01%
14,049
-16,838
-55% -$226K
MCOM
344
DELISTED
micromobility.com Inc. Class A Common stock
MCOM
$194K 0.01%
3
– –
GLEO.WS
345
DELISTED
Galileo Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one Ordinary Share
GLEO.WS
$189K 0.01%
325,000
– –
JSPRW icon
346
Japer Therapeutics Warrants
JSPRW
$183K
$188K 0.01%
187,500
– –
LFLYW
347
DELISTED
Leafly Holdings, Inc. Warrant
LFLYW
$188K 0.01%
375,000
– –
STEW
348
SRH Total Return Fund
STEW
$1.75B
$187K 0.01%
19,824
+6,704
+51% +$63.5K
EVV
349
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$186K 0.01%
16,510
-1,884
-10% -$20.5K
MCN
350
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$185K 0.01%
32,721
+21,161
+183% +$117K
12 13
14
15 16

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.