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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
WR
26
DELISTED
Westar Energy Inc
WR
$91.5M 0.99%
+1,630,696
New +$86.3M
EMC
27
DELISTED
EMC CORPORATION
EMC
$81.4M 0.88%
2,997,638
+1,242,117
+71% +$33.6M
LNKD
28
DELISTED
LinkedIn Corporation
LNKD
$80.5M 0.87%
+425,574
New +$59M
CPGX
29
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$80.5M 0.87%
3,159,230
-220,913
-7% -$5.63M
QLIK
30
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$80.4M 0.87%
+2,718,822
New +$81.1M
TE
31
DELISTED
TECO ENERGY INC
TE
$74.5M 0.81%
2,693,753
-2,334,668
-46% -$64.5M
PNY
32
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$73.4M 0.79%
1,220,783
-214,064
-15% -$12.8M
AF
33
DELISTED
Astoria Financial Corporation
AF
$66M 0.71%
4,302,859
-277,221
-6% -$4.25M
DWRE
34
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
$65.8M 0.71%
+878,499
New +$47.5M
FEIC
35
DELISTED
FEI COMPANY
FEIC
$60.1M 0.65%
+562,197
New +$53.7M
HTS
36
DELISTED
HATTERAS FINANCIAL CORP
HTS
$58.5M 0.63%
+3,565,466
New +$56.9M
EDE
37
DELISTED
Empire District Electric
EDE
$58.2M 0.63%
1,713,586
+934,955
+120% +$31.4M
DWA
38
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
$57.9M 0.63%
+1,417,112
New +$51.1M
IQV icon
39
IQVIA
IQV
$34.7B
$56.4M 0.61%
+863,974
New +$57.9M
MEG
40
DELISTED
Media General, Inc
MEG
$53.4M 0.58%
3,104,515
+213,880
+7% +$3.71M
CVT
41
DELISTED
CVENT, INC.
CVT
$51.9M 0.56%
+1,452,324
New +$48.2M
TIVO
42
DELISTED
TIVO INC
TIVO
$50.1M 0.54%
+5,056,700
New +$48.9M
RSTI
43
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$47.8M 0.52%
1,496,261
+661,448
+79% +$21.1M
WY.PRA
44
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$46.3M 0.5%
920,800
+400,475
+77% +$20.1M
HTWR
45
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$44.4M 0.48%
+768,758
New +$25.1M
FCS
46
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$42.2M 0.46%
2,126,309
+475,795
+29% +$9.47M
AXLL
47
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$41.9M 0.45%
+1,284,176
New +$32.6M
LXK
48
DELISTED
Lexmark Intl Inc
LXK
$38.1M 0.41%
+1,009,052
New +$37.3M
FTRPR
49
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$37.4M 0.4%
394,400
+344,400
+689% +$34.1M
APOL
50
DELISTED
Apollo Education Group Inc Class A
APOL
$36.9M 0.4%
4,043,273
+1,889,635
+88% +$16.3M
1
2
3 4 5

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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.