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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
VTIQW
501
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
– –
-1,620,000
Closed -$3.16M
FG
502
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-3,878,563
Closed -$38M
TIVO
503
DELISTED
Tivo Inc
TIVO
– –
-12,971
Closed -$92K
OPB
504
DELISTED
Opus Bank Common Stock
OPB
– –
-235,000
Closed -$4.07M
MUDSW
505
DELISTED
Mudrick Capital Acquisition Corporation Warrant
MUDSW
– –
-1,520,755
Closed -$532K
WBC
506
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-396,394
Closed -$53.5M
TSLF
507
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
– –
-11,581
Closed -$134K
AGN
508
DELISTED
Allergan plc
AGN
– –
-365,933
Closed -$64.8M
TSG
509
DELISTED
The Stars Group Inc.
TSG
– –
-3,849,961
Closed -$78.6M
CARO
510
DELISTED
Carolina Financial Corp.
CARO
– –
-191,166
Closed -$4.95M
BDXA
511
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
– –
-34,150
Closed -$1.87M
MLNX
512
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-496,708
Closed -$60.3M
DEACW
513
DELISTED
Diamond Eagle Acquisition Corp. Warrant
DEACW
– –
-200,000
Closed -$572K
ALGRW
514
DELISTED
Allegro Merger Corp Warrant
ALGRW
– –
-900,000
Closed -$54K
ALGR
515
DELISTED
Allegro Merger Corp
ALGR
– –
-150,000
Closed -$1.55M
TGE
516
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
– –
-3,112,990
Closed -$51.2M
FTSV
517
DELISTED
Forty Seven, Inc. Common Stock
FTSV
– –
-467,053
Closed -$44.6M
WRLSW
518
DELISTED
Pensare Acquisition Corp. Warrant
WRLSW
– –
-250,000
Closed -$13K
RTN
519
DELISTED
Raytheon Company
RTN
– –
-94,314
Closed -$12.4M
RARX
520
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
– –
-1,190,437
Closed -$57.2M
S
521
DELISTED
Sprint Corporation
S
– –
-3,249,362
Closed -$28M
KEM
522
DELISTED
KEMET Corporation
KEM
– –
-1,603,086
Closed -$38.7M
PSXP
523
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
– –
-11,784
Closed -$429K
BBK
524
DELISTED
Blackrock Municipal Bond Trust
BBK
– –
-18,452
Closed -$264K
SONGW
525
DELISTED
Akazoo SA Warrant
SONGW
– –
-147,836
Closed -$48K
18 19 20
21
22

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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.