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
MYI icon
201
BlackRock MuniYield Quality Fund III
MYI
$709M
$824K 0.04%
63,265
-4,271
-6% -$53.6K
RMG.WS
202
DELISTED
RMG Acquisition Corp. Warrants, each whole warrant exercisable for one share of Class A Common Stoc
RMG.WS
$817K 0.04%
833,332
– –
NFINW
203
DELISTED
Netfin Acquisition Corp. Warrants
NFINW
$815K 0.04%
500,000
– –
MAV
204
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$810K 0.04%
77,102
+19,062
+33% +$197K
BXMX
205
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$807K 0.04%
73,348
+40,292
+122% +$438K
VTA
206
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$804K 0.04%
90,332
+65,996
+271% +$562K
PAEWW
207
DELISTED
PAE Incorporated Warrants
PAEWW
$803K 0.04%
333,332
– –
MMU
208
Western Asset Managed Municipals Fund
MMU
$549M
$802K 0.04%
66,740
+34,828
+109% +$409K
EFR
209
Eaton Vance Senior Floating-Rate Fund
EFR
$311M
$799K 0.04%
70,552
+33,949
+93% +$368K
VKI icon
210
Invesco Advantage Municipal Income Trust II
VKI
$394M
$788K 0.04%
75,378
+8,882
+13% +$91.1K
SPAQ.WS
211
DELISTED
Spartan Energy Acquisition Corp. Warrants, each whole warrant exercisable for one Class A common sto
SPAQ.WS
$783K 0.03%
434,999
– –
SRE.PRA
212
DELISTED
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
$776K 0.03%
7,925
-20,000
-72% -$2.04M
NFJ
213
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$772K 0.03%
69,021
+29,070
+73% +$312K
BCX icon
214
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$771K 0.03%
125,734
+94,839
+307% +$546K
GLO
215
Clough Global Opportunities Fund
GLO
$249M
$756K 0.03%
86,811
+31,536
+57% +$254K
JRO
216
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$752K 0.03%
95,852
+46,067
+93% +$354K
ASTSW
217
DELISTED
AST SpaceMobile, Inc. Warrant
ASTSW
$750K 0.03%
500,000
– –
IGR
218
CBRE Global Real Estate Income Fund
IGR
$712M
$740K 0.03%
123,991
+108,025
+677% +$617K
IDE
219
Voya Infrastructure, Industrials and Materials Fund
IDE
$204M
$734K 0.03%
81,333
+16,817
+26% +$146K
KLR.WS
220
DELISTED
Kaleyra, Inc. Warrants, each whole Warrant exercisable for one share of Common Stock at an exercise price of $40.25 per share
KLR.WS
$731K 0.03%
1,125,000
– –
THBRW
221
DELISTED
Thunder Bridge Acquisition II, Ltd. Warrants
THBRW
$720K 0.03%
500,000
– –
NIE
222
Virtus Equity & Convertible Income Fund
NIE
$718M
$719K 0.03%
31,984
+20,123
+170% +$423K
MFM
223
Aberdeen Municipal Income Fund
MFM
$222M
$712K 0.03%
114,050
+54,870
+93% +$333K
RMT
224
Royce Micro-Cap Trust
RMT
$736M
$676K 0.03%
93,847
+74,935
+396% +$497K
ADV icon
225
Advantage Solutions
ADV
$484M
$663K 0.03%
2,400
– –
7 8
9
10 11

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.