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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
GDV icon
301
Gabelli Dividend & Income Trust
GDV
$2.6B
– –
-36,255
Closed -$670K
GHY
302
PGIM Global High Yield Fund
GHY
$480M
– –
-34,089
Closed -$507K
GOOG icon
303
Alphabet (Google) Class C
GOOG
$3.9T
– –
-704,300
Closed -$26.2M
HIO
304
Western Asset High Income Opportunity Fund
HIO
$340M
– –
-157,953
Closed -$741K
HNW
305
DELISTED
Pioneer Diversified High Income Fund
HNW
– –
-12,365
Closed -$190K
HYT icon
306
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-34,152
Closed -$340K
IDE
307
Voya Infrastructure, Industrials and Materials Fund
IDE
$203M
– –
-12,193
Closed -$152K
IGD
308
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$500M
– –
-10,452
Closed -$74K
ISD
309
PGIM High Yield Bond Fund
ISD
$414M
– –
-28,517
Closed -$439K
KIO
310
KKR Income Opportunities Fund
KIO
$450M
– –
-40,879
Closed -$589K
KN icon
311
Knowles
KN
$3.22B
– –
-1,229,959
Closed -$16.2M
MIY icon
312
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
– –
-30,139
Closed -$439K
NCV
313
Virtus Convertible & Income Fund
NCV
$374M
– –
-5,053
Closed -$112K
NCZ
314
Virtus Convertible & Income Fund II
NCZ
$292M
– –
-6,235
Closed -$122K
NQP
315
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
– –
-15,275
Closed -$219K
NRK icon
316
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
– –
-41,573
Closed -$559K
NSC icon
317
Norfolk Southern
NSC
$78.8B
– –
-360,673
Closed -$30M
ODP
318
DELISTED
ODP
ODP
– –
-1,289,245
Closed -$91.5M
PHD
319
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-67,050
Closed -$750K
PRPL icon
320
Purple Innovation
PRPL
$33.2M
– –
-5,226
Closed -$1.26M
STEW
321
SRH Total Return Fund
STEW
$1.75B
– –
-11,164
Closed -$88K
VLT icon
322
Invesco High Income Trust II
VLT
$66.2M
– –
-35,241
Closed -$467K
HYB
323
DELISTED
New America High Income Fund, Inc.
HYB
– –
-19,436
Closed -$157K
AIF
324
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-49,713
Closed -$677K
AFT
325
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
– –
-51,214
Closed -$778K
11 12
13
14 15

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 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.