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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
IHD
376
Voya Emerging Markets High Income Dividend Equity Fund
IHD
$130M
$123K 0.01%
+19,786
New +$117K
BGR icon
377
BlackRock Energy and Resources Trust
BGR
$420M
$122K 0.01%
16,924
+4,590
+37% +$32.8K
RVPHW
378
DELISTED
Reviva Pharmaceuticals Warrants
RVPHW
$118K 0.01%
250,000
– –
GDL
379
GDL Fund
GDL
$92M
$112K 0.01%
+13,617
New +$111K
MHF
380
Western Asset Municipal High Income Fund
MHF
$151M
$111K ﹤0.01%
15,566
+1,413
+10% +$9.86K
HIX
381
Western Asset High Income Fund II
HIX
$352M
$105K ﹤0.01%
+16,905
New +$95.3K
PHD
382
DELISTED
Pioneer Floating Rate Fund
PHD
$100K ﹤0.01%
10,532
-12,933
-55% -$114K
GHIVW
383
DELISTED
Gores Holdings IV, Inc. Warrant
GHIVW
$90K ﹤0.01%
+50,000
New +$73.2K
OAC.WS
384
DELISTED
Oaktree Acquisition Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at
OAC.WS
$88K ﹤0.01%
66,666
– –
EVF
385
Eaton Vance Senior Income Trust
EVF
$90.3M
$85K ﹤0.01%
+15,915
New +$81.6K
HIE
386
DELISTED
Miller/Howard High Income Equity Fund
HIE
$84K ﹤0.01%
+13,812
New +$80.8K
GSMGW
387
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$71K ﹤0.01%
1,850,000
– –
ESSCW
388
DELISTED
East Stone Acquisition Corporation Warrant
ESSCW
$69K ﹤0.01%
275,000
– –
LGHLW
389
DELISTED
Lion Group Holding Ltd. Warrant
LGHLW
$66K ﹤0.01%
+400,000
New +$51K
AVCTW
390
DELISTED
American Virtual Cloud Technologies, Inc. Warrant expiring 4/7/2025
AVCTW
$58K ﹤0.01%
+250,000
New +$35.5K
BGY icon
391
BlackRock Enhanced International Dividend Trust
BGY
$512M
$56K ﹤0.01%
+10,900
New +$54K
BRPAR
392
DELISTED
Big Rock Partners Acquisition Corp. Right
BRPAR
$56K ﹤0.01%
200,000
– –
DFNS.WS
393
DELISTED
LGL Systems Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for shares of Clas
DFNS.WS
$52K ﹤0.01%
+57,500
New +$32.5K
IEAWW
394
DELISTED
Infrastructure and Energy Alternatives, Inc. Warrant
IEAWW
$51K ﹤0.01%
343,006
– –
LIVKW
395
DELISTED
LIV Capital Acquisition Corp. Warrant
LIVKW
$50K ﹤0.01%
160,000
– –
MCOMW
396
DELISTED
micromobility.com Inc. Warrant
MCOMW
$48K ﹤0.01%
170,000
– –
GRNVR
397
DELISTED
GreenVision Acquisition Corp Rights
GRNVR
$48K ﹤0.01%
170,000
– –
NRXPW
398
DELISTED
NRX Pharmaceuticals Warrant
NRXPW
$45K ﹤0.01%
100,000
– –
LSAK icon
399
Lesaka Technologies
LSAK
$388M
$44K ﹤0.01%
14,495
-233,955
-94% -$787K
CPAAW
400
DELISTED
Conyers Park II Acquisition Corp. Warrant
CPAAW
$39K ﹤0.01%
18,750
– –
14 15
16
17 18

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GA
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CIS
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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.