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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
INSUW
101
DELISTED
Insurance Acquisition Corp. Warrant
INSUW
$2.1M 0.09%
550,000
– –
SCVX.U
102
DELISTED
SCVX Corp. Units, each consisting of one Class A ordinary share, $0.0001 par value per share, and on
SCVX.U
$2.07M 0.09%
200,000
– –
UPH
103
DELISTED
UpHealth, Inc.
UPH
$2.06M 0.09%
20,300
– –
GOL
104
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$2.04M 0.09%
301,042
– –
HIMS icon
105
Hims & Hers Health
HIMS
$6.5B
$2.03M 0.09%
199,998
– –
CFFAW
106
DELISTED
CF Finance Acquisition Corp. Warrant
CFFAW
$2.02M 0.09%
1,500,000
– –
SCPE
107
DELISTED
SC Health Corporation
SCPE
$2.02M 0.09%
200,000
– –
UWMC icon
108
UWM Holdings
UWMC
$621M
$2.02M 0.09%
200,000
– –
SKIL icon
109
Skillsoft
SKIL
$56.9M
$2.01M 0.09%
8,883
-5,117
-37% -$1.07M
ZGYHU
110
DELISTED
Yunhong International Unit
ZGYHU
$2M 0.09%
200,000
– –
VRT.WS
111
DELISTED
Vertiv Holdings Co Warrants, each whole warrant exercisable for one share of Class A Common Stock at
VRT.WS
$2M 0.09%
500,000
– –
SPRU icon
112
Spruce Power Holding Corp
SPRU
$39.9M
$1.98M 0.09%
24,375
-56,875
-70% -$4.54M
DCUE
113
DELISTED
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
$1.97M 0.09%
19,350
– –
ASTS icon
114
AST SpaceMobile
ASTS
$16.8B
$1.97M 0.09%
195,000
-655,000
-77% -$6.51M
ID
115
DELISTED
PARTS iD, Inc.
ID
$1.92M 0.09%
200,000
– –
HYMCW
116
DELISTED
Hycroft Mining Holding Corporation Warrant
HYMCW
$1.9M 0.08%
+1,520,755
New +$1.66M
SAMAW
117
DELISTED
Schultze Special Purpose Acquisition Corp. Warrant
SAMAW
$1.86M 0.08%
1,440,000
– –
THCA
118
DELISTED
Tuscan Holdings Corp. II Common Stock
THCA
$1.84M 0.08%
185,000
-415,000
-69% -$4.1M
ILMN icon
119
Illumina
ILMN
$29.4B
$1.81M 0.08%
5,140
-23,235
-82% -$7.48M
GTM
120
ZoomInfo Technologies
GTM
$861M
$1.79M 0.08%
+35,000
New +$1.67M
TRNE.WS
121
DELISTED
Trine Acquisition Corp. Redeemable Warrants, each whole warrant exercisable for one share of Class A
TRNE.WS
$1.78M 0.08%
1,150,000
– –
VCV icon
122
Invesco California Value Municipal Income Trust
VCV
$515M
$1.75M 0.08%
150,075
+61,944
+70% +$707K
TLMD
123
DELISTED
SOC Telemed, Inc. Class A Common Stock
TLMD
$1.7M 0.08%
170,000
-380,000
-69% -$3.76M
FSB
124
DELISTED
Franklin Financial Network, Inc.
FSB
$1.7M 0.08%
65,979
-1,815
-3% -$42.5K
GOEVW
125
DELISTED
Canoo Inc. Warrant
GOEVW
$1.65M 0.07%
1,500,000
– –
3 4
5
6 7

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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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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.