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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
+6.63%
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
$9.25B
AUM Growth
+$631M
Cap. Flow
-$2.33B
Cap. Flow %
-25.19%
Top 10 Hldgs %
24.24%
Holding
497
New
75
Increased
42
Reduced
69
Closed
110

Top Buys

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$167M
2
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
+$147M
3
STJ
St Jude Medical
STJ
+$122M
4
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
+$121M
5
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
+$109M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$146M
2
JAH
JARDEN CORPORATION
JAH
+$131M
3
ATML
ATMEL CORP
ATML
+$118M
4
ARG
Airgas Inc
ARG
+$116M
5
HPY
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
+$102M

Sector Composition

Rank Sector Weight
1 Technology 8.41%
2 Healthcare 7.87%
3 Energy 5.82%
4 Utilities 3.76%
5 Communication Services 3.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HDRAW
251
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
$360K ﹤0.01%
2,000,000
– –
EVG
252
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$355K ﹤0.01%
26,296
-50,140
-66% -$675K
ADX icon
253
Adams Diversified Equity Fund
ADX
$3.17B
$344K ﹤0.01%
27,121
+14,159
+109% +$179K
FUND
254
Sprott Focus Trust
FUND
$293M
$344K ﹤0.01%
53,638
-6,933
-11% -$43.4K
SWZ
255
Swiss Helvetia Fund
SWZ
$76.3M
$340K ﹤0.01%
32,878
+444
+1% +$4.58K
NHS
256
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$336K ﹤0.01%
30,720
-64,667
-68% -$695K
SHLX
257
DELISTED
Shell Midstream Partners, L.P.
SHLX
$325K ﹤0.01%
9,609
– –
ILG
258
DELISTED
ILG, Inc Common Stock
ILG
$313K ﹤0.01%
+19,706
New +$281K
HDRAR
259
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
$310K ﹤0.01%
+2,000,000
New +$400K
CNXM
260
DELISTED
CNX Midstream Partners LP
CNXM
$284K ﹤0.01%
16,400
– –
CHW
261
Calamos Global Dynamic Income Fund
CHW
$544M
$274K ﹤0.01%
38,983
+1,902
+5% +$13.3K
EHI
262
Western Asset Global High Income Fund
EHI
$175M
$261K ﹤0.01%
26,896
-98,187
-78% -$919K
PCF
263
High Income Securities Fund
PCF
$99.6M
$249K ﹤0.01%
32,506
-20,103
-38% -$152K
RMT
264
Royce Micro-Cap Trust
RMT
$736M
$238K ﹤0.01%
32,429
-14,315
-31% -$104K
TGP
265
DELISTED
Teekay LNG Partners L.P.
TGP
$229K ﹤0.01%
20,319
– –
AVK
266
Advent Convertible and Income Fund
AVK
$544M
$228K ﹤0.01%
16,808
-10,030
-37% -$134K
TRTLW
267
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$228K ﹤0.01%
1,428,000
– –
GPACW
268
DELISTED
Global Partner Acquisition Corp
GPACW
$224K ﹤0.01%
1,068,000
-132,000
-11% -$23.7K
GLQ
269
Clough Global Equity Fund
GLQ
$154M
$206K ﹤0.01%
19,275
+8,021
+71% +$86.1K
EOD
270
Allspring Global Dividend Opportunity Fund
EOD
$276M
$184K ﹤0.01%
30,882
-22,163
-42% -$133K
LGI
271
Lazard Global Total Return & Income Fund
LGI
$235M
$170K ﹤0.01%
12,992
-1,179
-8% -$15K
FHY
272
DELISTED
First Trust Strategic High
FHY
$163K ﹤0.01%
13,642
-26,434
-66% -$309K
NFJ
273
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$157K ﹤0.01%
12,764
-3,537
-22% -$43.7K
FORM icon
274
FormFactor
FORM
$8.11B
$136K ﹤0.01%
+15,168
New +$114K
PANL icon
275
Pangaea Logistics
PANL
$501M
$113K ﹤0.01%
46,772
-8,200
-15% -$20.7K
9 10
11
12 13

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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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
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AQR Arbitrage's Q2 2016 Portfolio in Review

As of Q2 2016, AQR Arbitrage held 497 positions worth $9.25B, up 7.3% from $8.61B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

AQR Arbitrage withdrew a net $2.33B in Q2 2016, closing 110 positions and reducing 69 holdings. Its most notable exit was TIME WARNER CABLE INC NEW COM STK, an estimated $146M position sold in full.

By sector, the portfolio is most concentrated in Technology at 8.4% of assets, up from 4.5% a quarter earlier, followed by Healthcare and Energy.

Against the trend, AQR Arbitrage opened a new position in Allergan plc worth $167M.

  • AQR Arbitrage's largest Q2 2016 buy was Allergan plc: 200,400 shares worth $167M.
  • AQR Arbitrage added most to TYCO INTL PLC COM SHS (IRL) in Q2 2016, an estimated $121M increase.
  • AQR Arbitrage's biggest Q2 2016 reduction was TECO ENERGY INC, cutting an estimated $64.5M.
  • AQR Arbitrage fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $146M.
  • AQR Arbitrage's ten largest holdings make up 24% of its $9.25B portfolio in Q2 2016.
  • AQR Arbitrage opened 75 new positions and closed 110 in Q2 2016.
  • AQR Arbitrage's portfolio value rose 7.3% quarter-over-quarter to $9.25B.

Based on AQR Arbitrage's 13F filing for Q2 2016, filed 15 Aug 2016.