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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
THWWW
401
DELISTED
Target Hospitality Corp. Warrant expiring 3/15/2024
THWWW
$27K ﹤0.01%
266,666
– –
LOACW
402
DELISTED
Longevity Acquisition Corporation Warrant
LOACW
$25K ﹤0.01%
125,000
– –
LOACR
403
DELISTED
Longevity Acquisition Corporation Right
LOACR
$25K ﹤0.01%
125,000
– –
STRDW
404
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$20K ﹤0.01%
222,879
– –
DSKEW
405
DELISTED
Daseke, Inc. Warrant
DSKEW
$20K ﹤0.01%
378,003
– –
NSCO.WS
406
DELISTED
Nesco Holdings, Inc. Warrants, exerciseable for Common Stock
NSCO.WS
$15K ﹤0.01%
83,328
– –
ROSEW
407
DELISTED
Rosehill Resources Inc.
ROSEW
$15K ﹤0.01%
244,800
– –
PHUNW
408
DELISTED
Phunware, Inc. Warrants
PHUNW
$14K ﹤0.01%
58,632
– –
OPTU
409
Optimum Communications Inc
OPTU
$316M
– –
-149,285
Closed -$3.33M
BBN icon
410
BlackRock Taxable Municipal Bond Trust
BBN
$969M
– –
-42,111
Closed -$918K
BFK
411
DELISTED
BlackRock Municipal Income Trust
BFK
– –
-27,001
Closed -$350K
BHK icon
412
BlackRock Core Bond Trust
BHK
$642M
– –
-16,084
Closed -$213K
BLE
413
DELISTED
BlackRock Municipal Income Trust II
BLE
– –
-15,583
Closed -$208K
BNY
414
DELISTED
BlackRock New York Municipal Income Trust
BNY
– –
-15,359
Closed -$204K
BTT icon
415
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
– –
-63,078
Closed -$1.43M
CHR icon
416
Cheer Holding
CHR
$3.64M
– –
-53
Closed -$325K
CHX
417
DELISTED
ChampionX
CHX
– –
-140,304
Closed -$807K
CQP icon
418
Cheniere Energy
CQP
$31.8B
– –
-19,842
Closed -$536K
CSQ icon
419
Calamos Strategic Total Return Fund
CSQ
$3.21B
– –
-12,891
Closed -$126K
DMB
420
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$197M
– –
-24,274
Closed -$301K
EHI
421
Western Asset Global High Income Fund
EHI
$175M
– –
-10,989
Closed -$82K
EPD icon
422
Enterprise Products Partners
EPD
$83.8B
– –
-28,025
Closed -$401K
EMBJ
423
Embraer S.A. ADS
EMBJ
$11.6B
– –
-159,946
Closed -$1.18M
ET icon
424
Energy Transfer Partners
ET
$70.1B
– –
-56,890
Closed -$262K
ETJ
425
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
– –
-16,227
Closed -$135K
15 16
17
18 19

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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.