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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
CARR icon
51
Carrier Global
CARR
$57.2B
$4.33M 0.19%
+195,008
New +$3.62M
NMRK icon
52
Newmark Group
NMRK
$2.73B
$4.22M 0.19%
868,284
-165,692
-16% -$697K
CVET
53
DELISTED
Covetrus, Inc. Common Stock
CVET
$4.14M 0.18%
238,605
-244,269
-51% -$3.21M
GRAF.WS
54
DELISTED
Graf Industrial Corp. Warrants (each exercisable for three-quarters of one share of common stock, ea
GRAF.WS
$4.06M 0.18%
1,782,000
– –
SHLL.WS
55
DELISTED
Tortoise Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A common
SHLL.WS
$4M 0.18%
370,664
-668,305
-64% -$1.18M
CTVA icon
56
Corteva
CTVA
$59.7B
$3.99M 0.18%
150,781
-212,809
-59% -$5.54M
ILPT
57
Industrial Logistics Properties Trust
ILPT
$613M
$3.96M 0.18%
192,940
-309,017
-62% -$5.67M
DOW icon
58
Dow Inc
DOW
$21.6B
$3.95M 0.18%
98,515
-113,056
-53% -$4.14M
CNP.PRB
59
DELISTED
CenterPoint Energy, Inc. Depositary Shares Each Representing a 1/20th Interest in a Share of 7.00% S
CNP.PRB
$3.89M 0.17%
108,750
– –
SOLN
60
DELISTED
The Southern Company
SOLN
$3.78M 0.17%
85,375
– –
MNTS icon
61
Momentus
MNTS
$88.7M
$3.73M 0.17%
30
– –
NEE.PRP
62
DELISTED
NextEra Energy, Inc. 5.279% Corporate Units
NEE.PRP
$3.72M 0.17%
+87,500
New +$3.78M
IAA
63
DELISTED
IAA, Inc. Common Stock
IAA
$3.71M 0.17%
98,722
-106,180
-52% -$3.96M
ACA icon
64
Arcosa
ACA
$7.12B
$3.67M 0.16%
86,862
-120,831
-58% -$4.65M
LVOX
65
DELISTED
LiveVox Holding, Inc. Class A Common Stock
LVOX
$3.66M 0.16%
350,000
– –
ALC icon
66
Alcon
ALC
$33.1B
$3.63M 0.16%
63,251
-112,601
-64% -$6.38M
GB
67
DELISTED
Global Blue Group Holding
GB
$3.58M 0.16%
349,998
– –
LTHM
68
DELISTED
Livent Corporation
LTHM
$3.57M 0.16%
579,711
-516,742
-47% -$3.26M
KTB icon
69
Kontoor Brands
KTB
$4.62B
$3.49M 0.16%
196,150
-101,233
-34% -$1.8M
FOXA icon
70
Fox Class A
FOXA
$23.2B
$3.41M 0.15%
127,405
-164,218
-56% -$4.44M
OTIS icon
71
Otis Worldwide
OTIS
$27.4B
$3.31M 0.15%
+58,156
New +$3.01M
SPHR icon
72
Sphere Entertainment
SPHR
$4.88B
$3.31M 0.15%
+44,086
New +$3.39M
MVST icon
73
Microvast
MVST
$267M
$3.27M 0.15%
320,000
– –
FMCIW
74
DELISTED
Forum Merger II Corporation Warrant
FMCIW
$3.25M 0.14%
692,580
-927,420
-57% -$1.98M
CTEV
75
Claritev Corp
CTEV
$368M
$3.24M 0.14%
+7,500
New +$3.03M
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
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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.