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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
LOAK.U
26
DELISTED
Live Oak Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half
LOAK.U
$12.7M 0.56%
+1,265,000
New +$12.6M
LGVW.U
27
DELISTED
Longview Acquisition Corp. Units, each consisting of one share of Class A common stock, and one-thir
LGVW.U
$12.6M 0.56%
+1,250,000
New +$12.5M
GIK.U
28
DELISTED
GigCapital3, Inc. Units, each consisting of one share of Common Stock and three-fourths of one Redee
GIK.U
$12M 0.54%
+1,200,000
New +$11.9M
WPF.U
29
DELISTED
Foley Trasimene Acquisition Corp.
WPF.U
$10.7M 0.47%
+1,000,000
New +$10.5M
FVAC.U
30
DELISTED
Fortress Value Acquisition Corp. Units, each consisting of one share of Class A common stock and one
FVAC.U
$10.3M 0.46%
+1,000,000
New +$10.1M
CGROU
31
DELISTED
Collective Growth Corporation Unit
CGROU
$9.51M 0.42%
+1,000,000
New +$9.94M
SOAC.U
32
DELISTED
Sustainable Opportunities Acquisition Corp. Units, each consisting of one Class A ordinary share and
SOAC.U
$8.84M 0.39%
+875,000
New +$8.7M
IPOC.U
33
DELISTED
Social Capital Hedosophia Holdings Corp. III Units, each consisting of one Class A ordinary share an
IPOC.U
$8.31M 0.37%
+700,000
New +$7.48M
IPOB.U
34
DELISTED
Social Capital Hedosophia Holdings Corp. II Units, each consisting of one Class A ordinary share and
IPOB.U
$7.54M 0.34%
+600,000
New +$6.59M
APPH
35
DELISTED
AppHarvest, Inc. Common Stock
APPH
$6.87M 0.31%
+700,000
New +$6.88M
JWS.U
36
DELISTED
Jaws Acquisition Corp. Units, each consisting of one Class A ordinary share and one-third of one red
JWS.U
$6.26M 0.28%
+600,000
New +$6.24M
CFXA
37
DELISTED
Colfax Corporation 5.75% Tangible Equity Units
CFXA
$5.95M 0.26%
48,775
– –
HECCU
38
DELISTED
Hudson Executive Investment Corp. Units
HECCU
$5.61M 0.25%
+550,000
New +$5.6M
IPV.U
39
DELISTED
InterPrivate Acquisition Corp. Units, each consisting of one share of common stock, $.0001 par value
IPV.U
$5.59M 0.25%
550,000
– –
REZI icon
40
Resideo Technologies
REZI
$5.23B
$5.55M 0.25%
490,821
-237,046
-33% -$1.65M
BITA
41
DELISTED
Bitauto Holdings Limited
BITA
$5.45M 0.24%
+343,799
New +$4.34M
MINI
42
DELISTED
Mobile Mini Inc
MINI
$5.09M 0.23%
172,655
+7,700
+5% +$230K
FUSE.U
43
DELISTED
Fusion Acquisition Corp. Units, each consisting of one share of Class A common stock, $0.0001 par va
FUSE.U
$5.08M 0.23%
+500,000
New +$5.08M
RMO
44
DELISTED
Romeo Power, Inc.
RMO
$5.06M 0.23%
494,998
-254,898
-34% -$2.55M
BKNG icon
45
Booking.com
BKNG
$138B
$5.02M 0.22%
79,575
+73,675
+1,249% +$4.49M
KCAC.U
46
DELISTED
Kensington Capital Acquisition Corp.Units, each consisting of one share of Class A common stock and
KCAC.U
$5.01M 0.22%
+500,000
New +$5.02M
NEE.PRO
47
DELISTED
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
$4.88M 0.22%
100,000
+43,575
+77% +$2.13M
LOTZ
48
DELISTED
CarLotz, Inc. Class A Common Stock
LOTZ
$4.56M 0.2%
445,000
-255,000
-36% -$2.56M
DISCK
49
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$4.56M 0.2%
+236,717
New +$4.64M
ARNC
50
DELISTED
Arconic Corporation
ARNC
$4.49M 0.2%
+322,346
New +$3.78M
1
2
3 4 5

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.