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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
LSG
376
DELISTED
LAKE SHORE GOLD CORP
LSG
– –
-11,124,867
Closed -$16.3M
DCUA
377
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
– –
-1,407,075
Closed -$83M
AFFX
378
DELISTED
Affymetrix Inc
AFFX
– –
-2,892,984
Closed -$40.5M
KHI
379
DELISTED
Deutsche High Income Trust
KHI
– –
-12,860
Closed -$109K
PNX
380
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
– –
-120,675
Closed -$4.45M
MNRK
381
DELISTED
MONARCH FINANCIAL HOLDINGS INC COM STK
MNRK
– –
-135,344
Closed -$2.25M
CAM
382
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
– –
-1,172,130
Closed -$78.6M
JSD
383
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
– –
-49,445
Closed -$748K
DCUC
384
DELISTED
Dominion Energy, Inc.
DCUC
– –
-745,300
Closed -$38M
AUMA
385
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
– –
-510,000
Closed -$5.02M
NQS
386
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
– –
-24,268
Closed -$356K
MHY
387
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
– –
-124,116
Closed -$550K
TWC
388
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-714,909
Closed -$146M
ABCW
389
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
– –
-213,896
Closed -$9.64M
12 13 14 15
16

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HCM
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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.