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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
EVM
426
DELISTED
Eaton Vance California Municipal Bond Fund
EVM
– –
-13,754
Closed -$145K
GEL icon
427
Genesis Energy
GEL
$1.84B
– –
-41,175
Closed -$161K
HHH icon
428
Howard Hughes
HHH
$3.93B
– –
-24,639
Closed -$1.19M
HOFV
429
DELISTED
Hall of Fame Resort & Entertainment Co
HOFV
– –
-37,450
Closed -$5.88M
HXL icon
430
Hexcel
HXL
$8.32B
– –
-436,800
Closed -$16.2M
HYI
431
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
– –
-10,786
Closed -$133K
HYLN icon
432
Hyliion Holdings
HYLN
$663M
– –
-562,350
Closed -$5.53M
HYMC icon
433
Hycroft Mining Holding Corp
HYMC
$1.85B
– –
-15,000
Closed -$1.55M
PPLI
434
People Inc
PPLI
$3.1B
– –
-108,864
Closed -$3.49M
IMTX icon
435
Immatics
IMTX
$1.24B
– –
-100,000
Closed -$1.02M
INO icon
436
Inovio Pharmaceuticals
INO
$79.8M
– –
-1,752
Closed -$156K
LPRO
437
Open Lending Corp
LPRO
$373M
– –
-144,865
Closed -$1.47M
MHN
438
DELISTED
BlackRock MuniHoldings New Yrok Quality Fund
MHN
– –
-15,352
Closed -$193K
MMLP icon
439
Martin Midstream Partners
MMLP
$95.9M
– –
-106,076
Closed -$117K
MPLX icon
440
MPLX
MPLX
$59.5B
– –
-29,395
Closed -$342K
MQT
441
DELISTED
BlackRock MuniYield Quality Fund II
MQT
– –
-17,398
Closed -$215K
MQY icon
442
BlackRock MuniYield Quality Fund
MQY
$807M
– –
-46,588
Closed -$678K
MUC icon
443
BlackRock MuniHoldings California Quality Fund
MUC
$1B
– –
-13,818
Closed -$184K
MUE
444
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
– –
-21,555
Closed -$259K
NAD icon
445
Nuveen Quality Municipal Income Fund
NAD
$2.71B
– –
-89,864
Closed -$1.24M
NEA icon
446
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
– –
-145,653
Closed -$1.97M
NKX icon
447
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
– –
-33,474
Closed -$474K
NUV icon
448
Nuveen Municipal Value Fund
NUV
$1.91B
– –
-10,251
Closed -$100K
NVT icon
449
nVent Electric
NVT
$24.5B
– –
-310,804
Closed -$5.15M
OIA icon
450
Invesco Municipal Income Opportunities Trust
OIA
$295M
– –
-23,600
Closed -$162K
16 17
18
19 20

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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
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.