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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
PAA icon
451
Plains All American Pipeline
PAA
$17.2B
– –
-44,625
Closed -$236K
PMO
452
Franklin Municipal Opportunities Trust
PMO
$283M
– –
-10,727
Closed -$128K
TCBI icon
453
Texas Capital Bancshares
TCBI
$4.32B
– –
-142,790
Closed -$3.17M
THQ
454
abrdn Healthcare Opportunities Fund
THQ
$774M
– –
-29,356
Closed -$451K
TMUS icon
455
T-Mobile US
TMUS
$196B
– –
-260,225
Closed -$21.8M
UTF icon
456
Cohen & Steers Infrastructure Fund
UTF
$3.12B
– –
-33,767
Closed -$637K
UTZ icon
457
Utz Brands
UTZ
$1.25B
– –
-349,998
Closed -$3.58M
WES icon
458
Western Midstream Partners
WES
$19.5B
– –
-45,454
Closed -$147K
WH icon
459
Wyndham Hotels & Resorts
WH
$5.45B
– –
-182,382
Closed -$5.75M
SMC
460
Summit Midstream
SMC
$413M
– –
-6,240
Closed -$57K
ENLC
461
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
– –
-159,607
Closed -$176K
FREE
462
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
– –
-800,000
Closed -$7.9M
NS
463
DELISTED
NuStar Energy L.P.
NS
– –
-26,485
Closed -$228K
HEP
464
DELISTED
Holly Energy Partners, L.P.
HEP
– –
-31,164
Closed -$437K
CEQP
465
DELISTED
Crestwood Equity Partners LP
CEQP
– –
-26,790
Closed -$113K
JPS
466
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-57,314
Closed -$416K
IGICW
467
DELISTED
International General Insurance Holdings Ltd. Warrants expiring 03/17/2025
IGICW
– –
-1,057,500
Closed -$444K
MMP
468
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-12,033
Closed -$439K
DMS
469
DELISTED
Digital Media Solutions, Inc.
DMS
– –
-1,599
Closed -$247K
CLVR
470
DELISTED
Clever Leaves Holdings Inc. Common Shares
CLVR
– –
-5,000
Closed -$1.52M
TTCF
471
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
– –
-150,000
Closed -$1.54M
DCP
472
DELISTED
DCP Midstream, LP
DCP
– –
-36,693
Closed -$149K
SFT
473
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
– –
-20,000
Closed -$2.01M
ONEM
474
DELISTED
1Life Healthcare
ONEM
– –
-10,000
Closed -$182K
ESSCR
475
DELISTED
East Stone Acquisition Corporation Right
ESSCR
– –
-275,000
Closed -$33K
17 18
19
20 21

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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.