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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
ARWAR
276
DELISTED
Arowana Inc
ARWAR
$103K ﹤0.01%
800,000
– –
VNR
277
DELISTED
Vanguard Natural Resources, LLC
VNR
$76K ﹤0.01%
54,023
– –
HHY
278
DELISTED
Brookfield High Income Fund Inc.
HHY
$73K ﹤0.01%
10,081
-45,085
-82% -$323K
CYHHZ
279
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$45K ﹤0.01%
10,026,149
– –
UUUU icon
280
Energy Fuels
UUUU
$2.82B
$40K ﹤0.01%
17,980
– –
ASB.WS
281
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$28K ﹤0.01%
23,450
– –
BHACW
282
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$27K ﹤0.01%
545,520
– –
VLYWW
283
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$8K ﹤0.01%
116,185
– –
AMH icon
284
American Homes 4 Rent
AMH
$12B
– –
-12,555
Closed -$200K
AWF
285
AllianceBernstein Global High Income Fund
AWF
$867M
– –
-43,253
Closed -$504K
BDJ icon
286
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
– –
-12,357
Closed -$93K
BGB
287
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
– –
-97,926
Closed -$1.33M
BGH
288
Barings Global Short Duration High Yield Fund
BGH
$281M
– –
-24,675
Closed -$412K
BGT icon
289
BlackRock Floating Rate Income Trust
BGT
$322M
– –
-26,619
Closed -$342K
BIT icon
290
BlackRock Multi-Sector Income Trust
BIT
$696M
– –
-40,999
Closed -$648K
BLW icon
291
BlackRock Limited Duration Income Trust
BLW
$492M
– –
-73,134
Closed -$1.08M
BTZ icon
292
BlackRock Credit Allocation Income Trust
BTZ
$930M
– –
-48,225
Closed -$604K
CNC icon
293
Centene
CNC
$31.3B
– –
-13,700
Closed -$422K
CSQ icon
294
Calamos Strategic Total Return Fund
CSQ
$3.21B
– –
-14,079
Closed -$134K
DNOW icon
295
DNOW Inc
DNOW
$2.63B
– –
-738,694
Closed -$13.1M
EAD
296
Allspring Income Opportunities Fund
EAD
$372M
– –
-71,613
Closed -$542K
EFT
297
Eaton Vance Floating-Rate Income Trust
EFT
$283M
– –
-12,421
Closed -$163K
EVV
298
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
– –
-151,560
Closed -$2M
FRA icon
299
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
– –
-90,829
Closed -$1.19M
GDO
300
Western Asset Global Corporate Defined Opportunity Fund
GDO
$78.3M
– –
-14,089
Closed -$232K
10 11
12
13 14

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JWBC
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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
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.