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
+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
AZUR
351
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
– –
-51,377
Closed -$64K
BIN
352
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
– –
-3,183,077
Closed -$98.8M
ARG
353
DELISTED
Airgas Inc
ARG
– –
-816,549
Closed -$116M
HFFC
354
DELISTED
H F FINL CORP
HFFC
– –
-114,261
Closed -$2.06M
CKP
355
DELISTED
CHECKPOINT SYSTEMS INC
CKP
– –
-217,620
Closed -$2.2M
SNDK
356
DELISTED
SANDISK CORP
SNDK
– –
-142,572
Closed -$10.8M
POWR
357
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-313,355
Closed -$5.86M
NTLS
358
DELISTED
NTELOS HLDGS CORP COM
NTLS
– –
-283,806
Closed -$2.61M
ADT
359
DELISTED
ADT Corp
ADT
– –
-1,956,240
Closed -$80.7M
CBNJ
360
DELISTED
CAPE BANCORP, INC COM
CBNJ
– –
-130,166
Closed -$1.75M
CRWN
361
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
– –
-236,851
Closed -$1.2M
NEWP
362
DELISTED
NEWPORT CORP
NEWP
– –
-1,385,223
Closed -$31.9M
PULB
363
DELISTED
PULASKI FINANCIAL CORP
PULB
– –
-99,876
Closed -$1.61M
TFM
364
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-1,100,423
Closed -$31.4M
HPY
365
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
– –
-1,051,611
Closed -$102M
JAH
366
DELISTED
JARDEN CORPORATION
JAH
– –
-2,223,562
Closed -$131M
CNL
367
DELISTED
CLECO CRP (HOLDING CO)
CNL
– –
-1,648,392
Closed -$91M
BLT
368
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
– –
-715,535
Closed -$7.14M
JMG
369
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
– –
-552,865
Closed -$6.61M
NXZ
370
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
– –
-39,955
Closed -$593K
NQI
371
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
– –
-45,243
Closed -$644K
JMI
372
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
– –
-104,826
Closed -$753K
LF
373
DELISTED
LEAPFROG ENTERPRISES INC.
LF
– –
-1,691,604
Closed -$1.68M
NPBC
374
DELISTED
NATL PENN BANCSHARES INC
NPBC
– –
-6,700,549
Closed -$71.3M
ATML
375
DELISTED
ATMEL CORP
ATML
– –
-14,567,356
Closed -$118M
12 13 14
15
16

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.