We are live on ! Find out more
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
EVN
176
Eaton Vance Municipal Income Trust
EVN
$427M
$1.03M 0.05%
82,748
+12,070
+17% +$145K
FREEW
177
DELISTED
Whole Earth Brands, Inc. Warrant
FREEW
$1.03M 0.05%
+900,000
New +$1.15M
BFIIW
178
DELISTED
BurgerFi International, Inc. Warrant
BFIIW
$1.02M 0.05%
250,000
– –
MFAC.WS
179
DELISTED
Megalith Financial Acquisition Corp. Warrants, each warrant exercisable for one share of Class A Com
MFAC.WS
$969K 0.04%
1,153,800
– –
MHI
180
DELISTED
Pioneer Municipal High Income Fund
MHI
$967K 0.04%
85,683
+32,883
+62% +$367K
RA
181
Brookfield Real Assets Income Fund
RA
$703M
$963K 0.04%
57,778
+19,521
+51% +$313K
ETW
182
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.02B
$956K 0.04%
110,517
+32,610
+42% +$265K
LOTZW
183
DELISTED
CarLotz, Inc. Warrant
LOTZW
$953K 0.04%
750,000
– –
IQI icon
184
Invesco Quality Municipal Securities
IQI
$526M
$950K 0.04%
79,722
+25,420
+47% +$298K
NRK icon
185
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$946K 0.04%
73,421
+44,112
+151% +$549K
SABA
186
Saba Capital Income & Opportunities Fund II
SABA
$220M
$938K 0.04%
87,344
+47,205
+118% +$504K
MVSTW
187
DELISTED
Microvast Holdings Warrants
MVSTW
$936K 0.04%
1,600,000
– –
HQL
188
abrdn Life Sciences Investors
HQL
$585M
$927K 0.04%
51,598
+22,690
+78% +$389K
BMRN icon
189
BioMarin Pharmaceuticals
BMRN
$11.5B
$911K 0.04%
7,390
-23,366
-76% -$2.32M
NWSA icon
190
News Corp Class A
NWSA
$14.5B
$899K 0.04%
77,070
-8,462
-10% -$90.4K
BDJ icon
191
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$892K 0.04%
121,500
+30,037
+33% +$214K
NXJ
192
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$878K 0.04%
66,294
+50,393
+317% +$662K
BGB
193
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$869K 0.04%
76,125
+35,045
+85% +$383K
FRA icon
194
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$865K 0.04%
77,348
+32,937
+74% +$359K
RQI icon
195
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$865K 0.04%
79,123
+7,918
+11% +$80K
EXG icon
196
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$861K 0.04%
116,645
+21,466
+23% +$149K
EFT
197
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$858K 0.04%
75,248
+31,949
+74% +$351K
BTRSW
198
DELISTED
BTRS Holdings Inc. Warrants
BTRSW
$840K 0.04%
750,000
– –
VGM icon
199
Invesco Trust Investment Grade Municipals
VGM
$549M
$839K 0.04%
69,655
+7,174
+11% +$85.2K
TY icon
200
TRI-Continental Corp
TY
$1.86B
$830K 0.04%
33,600
+17,603
+110% +$416K
6 7
8
9 10

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.