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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
EDI
326
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
– –
-27,802
Closed -$343K
NUVA
327
DELISTED
NuVasive, Inc.
NUVA
– –
-20,600
Closed -$1M
NSL
328
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-25,095
Closed -$148K
EXD
329
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
– –
-11,619
Closed -$143K
IVH
330
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-63,324
Closed -$806K
INFO
331
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-415,823
Closed -$14.7M
PCI
332
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
– –
-129,594
Closed -$2.26M
EFF
333
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
– –
-14,056
Closed -$205K
TSLF
334
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
– –
-11,186
Closed -$179K
AGN
335
DELISTED
Allergan plc
AGN
– –
-124,941
Closed -$33.5M
NNC
336
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
– –
-29,425
Closed -$405K
PNK
337
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-33,805
Closed -$1.19M
SRCLP
338
DELISTED
Stericycle, Inc
SRCLP
– –
-769,250
Closed -$72M
ELEC
339
DELISTED
Electrum Special Acquisition Corporation
ELEC
– –
-110,000
Closed -$1.06M
ICB
340
DELISTED
Morgan Stanley Income Sec. Inc
ICB
– –
-12,277
Closed -$215K
AAPC
341
DELISTED
Atlantic Alliance Partnership Corp
AAPC
– –
-500,000
Closed -$5.21M
BHI
342
DELISTED
Baker Hughes
BHI
– –
-2,249,794
Closed -$98.6M
NPI
343
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
– –
-22,211
Closed -$324K
WPG
344
DELISTED
Washington Prime Group Inc.
WPG
– –
-163,074
Closed -$13.9M
GGAC
345
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
– –
-1,972,460
Closed -$19.6M
CSCD
346
DELISTED
CASCADE MICROTECH, INC.
CSCD
– –
-426,703
Closed -$8.8M
CNLM
347
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
– –
-350,000
Closed -$3.54M
CVC
348
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-2,970,956
Closed -$98M
BITI
349
DELISTED
BIOTIE THERAPIES CORP SPONSORED ADR
BITI
– –
-22,579
Closed -$596K
BXLT
350
DELISTED
BAXALTA INC COM STK (DE)
BXLT
– –
-2,191,196
Closed -$88.5M
12 13
14
15 16

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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
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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.