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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
CIIC
151
DELISTED
CIIG Merger Corp. - Class A Common Stock
CIIC
$1.44M 0.06%
145,000
-230,000
-61% -$2.24M
ALUS
152
DELISTED
Alussa Energy Acquisition Corp
ALUS
$1.43M 0.06%
145,000
-505,000
-78% -$4.91M
LFLY
153
DELISTED
Leafly Holdings, Inc. Common Stock
LFLY
$1.42M 0.06%
7,250
-22,750
-76% -$4.42M
QNGY
154
DELISTED
Quanergy Systems, Inc.
QNGY
$1.42M 0.06%
+7,225
New +$1.41M
LHC.WS
155
DELISTED
Leo Holdings Corp. Warrants, each whole warrant exercisable for one Class A Ordinary Share at an exe
LHC.WS
$1.39M 0.06%
1,115,000
– –
DPHCW
156
DELISTED
DiamondPeak Holdings Corp. Warrant
DPHCW
$1.35M 0.06%
766,666
– –
GDV icon
157
Gabelli Dividend & Income Trust
GDV
$2.6B
$1.3M 0.06%
74,019
+27,106
+58% +$458K
GDYNW
158
DELISTED
Grid Dynamics Holdings, Inc. Warrant
GDYNW
$1.3M 0.06%
810,000
– –
ADNWW
159
DELISTED
Advent Technologies Holdings Warrant
ADNWW
$1.26M 0.06%
2,300,000
– –
KTF
160
DWS Municipal Income Trust
KTF
$346M
$1.23M 0.05%
114,018
+48,149
+73% +$507K
LYV icon
161
Live Nation Entertainment
LYV
$41.2B
$1.23M 0.05%
+28,088
New +$1.23M
BFZ
162
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$1.21M 0.05%
92,042
+47,980
+109% +$608K
ACI icon
163
Albertsons Companies
ACI
$5.4B
$1.18M 0.05%
+75,000
New +$1.17M
MYD
164
DELISTED
BlackRock MuniYield Fund
MYD
$1.17M 0.05%
86,119
+43,949
+104% +$565K
HQH
165
abrdn Healthcare Investors
HQH
$1.23B
$1.17M 0.05%
54,788
+15,700
+40% +$320K
CELUW
166
DELISTED
Celularity Inc
CELUW
$1.14M 0.05%
1,000,000
– –
IRNT
167
DELISTED
IronNet, Inc.
IRNT
$1.14M 0.05%
115,000
– –
RVT icon
168
Royce Value Trust
RVT
$2.21B
$1.12M 0.05%
89,296
+37,598
+73% +$431K
EOSEW
169
DELISTED
Eos Energy Enterprises Warrant
EOSEW
$1.09M 0.05%
+625,000
New +$680K
ASLEW
170
DELISTED
AerSale Corp Warrants
ASLEW
$1.09M 0.05%
1,680,597
– –
LSEAW
171
DELISTED
Landsea Homes Corporation Warrant
LSEAW
$1.08M 0.05%
1,200,000
– –
GSAH.U
172
DELISTED
GS Acquisition Holdings Corp II Units, each consisting of one share of Class A Common Stock and one-
GSAH.U
$1.05M 0.05%
+100,000
New +$1.05M
HYACW
173
DELISTED
Haymaker Acquisition Corp. II Warrant
HYACW
$1.05M 0.05%
666,666
– –
TREB.U
174
DELISTED
Trebia Acquisition Corp. Units, each consisting of one Class A Ordinary Share, and one-third of one
TREB.U
$1.04M 0.05%
+100,000
New +$1.04M
MVF
175
DELISTED
BlackRock MuniVest Fund
MVF
$1.03M 0.05%
123,204
+67,785
+122% +$554K
5 6
7
8 9

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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.