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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
SHLX
476
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-37,501
Closed -$374K
RTLR
477
DELISTED
Rattler Midstream LP Common Units
RTLR
– –
-47,882
Closed -$167K
NEV
478
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
– –
-24,211
Closed -$316K
GNOG
479
DELISTED
Golden Nugget Online Gaming, Inc. Class A Common Stock
GNOG
– –
-1,193,432
Closed -$11.8M
BPMP
480
DELISTED
BP Midstream Partners LP Common Units representing Limited Partner Interests
BPMP
– –
-51,205
Closed -$477K
VNE
481
DELISTED
Veoneer, Inc.
VNE
– –
-364,536
Closed -$2.67M
CCAC.U
482
DELISTED
CITIC Capital Acquisition Corp. Units, each consisting of one Class A ordinary share, $0.0001 par va
CCAC.U
– –
-400,000
Closed -$3.94M
PPD
483
DELISTED
PPD, Inc. Common Stock
PPD
– –
-10,000
Closed -$178K
ENBL
484
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
– –
-85,661
Closed -$220K
DFPHU
485
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
– –
-25,000
Closed -$248K
FTV.PRA
486
DELISTED
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
– –
-875
Closed -$633K
LACQ
487
DELISTED
Leisure Acquisition Corp.
LACQ
– –
-200,000
Closed -$2.09M
TCP
488
DELISTED
TC Pipelines LP
TCP
– –
-17,965
Closed -$494K
FEAC.U
489
DELISTED
Flying Eagle Acquisition Corp. Units, each consisting of one share of Class A common stock and one-f
FEAC.U
– –
-20,000
Closed -$199K
CCXX.U
490
DELISTED
Churchill Capital Corp III Units, each consisting of one share of Class A Common Stock and one-fourt
CCXX.U
– –
-300,000
Closed -$3M
DNI
491
DELISTED
Dividend and Income Fund
DNI
– –
-16,785
Closed -$148K
CNXM
492
DELISTED
CNX Midstream Partners LP
CNXM
– –
-53,409
Closed -$433K
TECD
493
DELISTED
Tech Data Corp
TECD
– –
-305,009
Closed -$39.9M
ACTTW
494
DELISTED
Act II Global Acquisition Corp Warrant
ACTTW
– –
-900,000
Closed -$630K
AXE
495
DELISTED
Anixter International Inc
AXE
– –
-478,048
Closed -$42M
PGNX
496
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-247,948
Closed -$942K
EQM
497
DELISTED
EQM Midstream Partners, LP
EQM
– –
-32,992
Closed -$389K
PAACW
498
DELISTED
Proficient Alpha Acquisition Corp. Warrant
PAACW
– –
-400,000
Closed -$20K
NEBUW
499
DELISTED
Nebula Acquisition Corporation Warrant
NEBUW
– –
-233,332
Closed -$187K
CSFL
500
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-759,263
Closed -$13.1M
18 19
20
21 22

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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.