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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
SHPW
76
DELISTED
Shapeways Holdings, Inc. Common Stock
SHPW
$3.22M 0.14%
40,625
– –
NZF icon
77
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$3.08M 0.14%
208,415
+7,540
+4% +$106K
LCAHW
78
DELISTED
Landcadia Holdings II, Inc. Warrant
LCAHW
$3.06M 0.14%
583,332
– –
BTRS
79
DELISTED
BTRS Holdings Inc. Class 1 Common Stock
BTRS
$3.01M 0.13%
295,000
-355,000
-55% -$3.51M
GNRSU
80
DELISTED
Greenrose Acquisition Corp. Unit
GNRSU
$3M 0.13%
300,000
– –
JIH
81
DELISTED
Juniper Industrial Holdings, Inc.
JIH
$2.94M 0.13%
295,000
-755,000
-72% -$7.37M
FTDR icon
82
Frontdoor
FTDR
$5.02B
$2.93M 0.13%
66,145
-97,769
-60% -$3.99M
RPLA
83
DELISTED
Replay Acquisition Corp. Ordinary Shares
RPLA
$2.86M 0.13%
280,000
– –
JSPR icon
84
Jasper Therapeutics
JSPR
$22.9M
$2.81M 0.13%
28,125
– –
ESSC
85
DELISTED
East Stone Acquisition Corporation Ordinary Shares
ESSC
$2.71M 0.12%
275,000
– –
LAZR
86
DELISTED
Luminar Technologies
LAZR
$2.67M 0.12%
16,667
-10,000
-37% -$1.55M
FTACW
87
DELISTED
FinTech Acquisition Corp. III Warrant
FTACW
$2.65M 0.12%
1,150,000
– –
DM
88
DELISTED
Desktop Metal, Inc.
DM
$2.61M 0.12%
25,000
– –
NVG icon
89
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$2.45M 0.11%
160,306
-77,104
-32% -$1.13M
CURI icon
90
CuriosityStream
CURI
$139M
$2.42M 0.11%
240,880
-50,000
-17% -$492K
DTP
91
DELISTED
DTE Energy Company 2019 Corporate Units
DTP
$2.38M 0.11%
55,875
– –
GPAQW
92
DELISTED
Gordon Pointe Acquisition Corp. Warrant
GPAQW
$2.38M 0.11%
1,106,820
– –
ASLE icon
93
AerSale
ASLE
$292M
$2.38M 0.11%
231,119
-399,478
-63% -$4.07M
ETRN
94
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$2.37M 0.11%
292,042
-201,872
-41% -$1.59M
GTX icon
95
Garrett Motion
GTX
$5.9B
$2.29M 0.1%
413,930
-229,914
-36% -$1.12M
PAYA
96
DELISTED
Paya Holdings Inc. Class A Common Stock
PAYA
$2.23M 0.1%
200,000
– –
IIM icon
97
Invesco Value Municipal Income Trust
IIM
$583M
$2.19M 0.1%
151,929
-1,961
-1% -$27.7K
GOEV
98
DELISTED
Canoo Inc. Class A Common Stock
GOEV
$2.15M 0.1%
435
– –
TRIT
99
DELISTED
Triterras, Inc. Class A Ordinary Shares
TRIT
$2.15M 0.1%
200,000
– –
LSEA
100
DELISTED
Landsea Homes
LSEA
$2.14M 0.1%
200,000
– –
2 3
4
5 6

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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.