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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
MHD icon
351
BlackRock MuniHoldings Fund
MHD
$597M
$184K 0.01%
+12,321
New +$179K
FTF
352
Franklin Limited Duration Income Trust
FTF
$233M
$180K 0.01%
21,221
+1,459
+7% +$11.9K
ALUS.WS
353
DELISTED
Alussa Energy Acquisition Corp Warrants
ALUS.WS
$179K 0.01%
325,000
– –
JDD
354
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$176K 0.01%
22,712
+11,765
+107% +$88.8K
PHT
355
DELISTED
Pioneer High Income Fund
PHT
$173K 0.01%
23,279
+9,971
+75% +$70.2K
LGHL
356
Lion Group Holding
LGHL
$840K
– –
-1
Closed -$2.28M
ENX
357
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$170K 0.01%
+14,563
New +$165K
IVH
358
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$169K 0.01%
15,006
+4,408
+42% +$47.9K
GF
359
New Germany Fund
GF
$184M
$163K 0.01%
+10,737
New +$146K
MIY icon
360
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$163K 0.01%
12,053
+1,040
+9% +$13.7K
SCD
361
LMP Capital and Income Fund
SCD
$353M
$163K 0.01%
+16,298
New +$159K
DTF
362
DTF Tax-Free Income 2028 Term Fund
DTF
$80.7M
$157K 0.01%
11,020
-1,432
-12% -$19.9K
SWZ
363
Swiss Helvetia Fund
SWZ
$76.3M
$156K 0.01%
19,875
+999
+5% +$7.49K
ACEL.WS
364
DELISTED
Accel Entertainment Inc Warrant
ACEL.WS
$156K 0.01%
66,666
– –
KBLMW
365
DELISTED
KBL Merger Corp. IV Warrant
KBLMW
$155K 0.01%
500,000
– –
MNTSW icon
366
Momentus Inc Warrant
MNTSW
$111
$153K 0.01%
250,000
– –
MEN
367
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$152K 0.01%
13,884
-6,951
-33% -$72.9K
MUJ icon
368
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$151K 0.01%
+11,266
New +$145K
FPAC.WS
369
DELISTED
Far Point Acquisition Corporation Warrants, exercisable for one share of Class A Common Stock for $1
FPAC.WS
$150K 0.01%
299,999
– –
AEF
370
abrdn Emerging Markets Equity Income Fund
AEF
$348M
$149K 0.01%
+24,687
New +$140K
CCAC.WS
371
DELISTED
CITIC Capital Acquisition Corp. Warrants, each whole warrant exercisable for one Class A ordinary sh
CCAC.WS
$146K 0.01%
+200,000
New +$95K
FSLF
372
DELISTED
First Eagle Senior Loan Fund
FSLF
$138K 0.01%
+11,181
New +$137K
GRX
373
Gabelli Healthcare & Wellness Trust
GRX
$141M
$136K 0.01%
+13,590
New +$135K
NESRW
374
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$132K 0.01%
259,500
– –
AWP
375
abrdn Global Premier Properties Fund
AWP
$377M
$129K 0.01%
9,253
– –
13 14
15
16 17

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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.