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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
TLMR
51
DELISTED
TALMER BANCORP INC (MI)
TLMR
$36.8M 0.4%
1,919,186
+515,623
+37% +$9.93M
PVTB
52
DELISTED
PrivateBancorp Inc
PVTB
$36.8M 0.4%
+835,410
New +$34M
SAAS
53
DELISTED
inContact, Inc.
SAAS
$35.3M 0.38%
+2,549,193
New +$29.4M
IM
54
DELISTED
Ingram Micro
IM
$34.4M 0.37%
989,470
+97,329
+11% +$3.39M
MKTO
55
DELISTED
MARKETO INC COM STK (DE)
MKTO
$34.2M 0.37%
+983,245
New +$27.2M
CPXX
56
DELISTED
CELATOR PHARMACEUTICALS INC. COMMON STOCK
CPXX
$33.5M 0.36%
+1,111,391
New +$22.6M
MRD
57
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$33.5M 0.36%
+2,108,526
New +$29.9M
DRII
58
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$32.3M 0.35%
+1,079,036
New +$24.4M
BKHU
59
DELISTED
Black Hills Corporation
BKHU
$31.8M 0.34%
448,500
– –
EXAM
60
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
$31.3M 0.34%
+897,441
New +$30.6M
TLN
61
DELISTED
Talen Energy Corporation
TLN
$31M 0.34%
+2,290,411
New +$28M
TUMI
62
DELISTED
TUMI HLDGS INC COM
TUMI
$30.8M 0.33%
1,152,975
+115,600
+11% +$3.09M
QLGC
63
DELISTED
QLOGIC CORP
QLGC
$29.9M 0.32%
+2,026,431
New +$27.6M
CKEC
64
DELISTED
Carmike Cinemas Inc
CKEC
$28.9M 0.31%
960,090
-26,984
-3% -$810K
SWNC
65
DELISTED
Southwestern Energy Company
SWNC
$28.5M 0.31%
940,150
-1,821,625
-66% -$52.8M
VA
66
DELISTED
Virgin America Inc.
VA
$28M 0.3%
+497,997
New +$27.6M
DYNC
67
DELISTED
Vistra Energy Corp.
DYNC
$27M 0.29%
+250,000
New +$26.3M
EXCU
68
DELISTED
Exelon Corporation
EXCU
$26.1M 0.28%
+527,025
New +$25.3M
ACAS
69
DELISTED
American Capital Ltd
ACAS
$24.7M 0.27%
+1,558,168
New +$24.6M
MON
70
DELISTED
Monsanto Co
MON
$24.3M 0.26%
+234,585
New +$23.2M
WPXP
71
DELISTED
WPX Energy, Inc.
WPXP
$22.2M 0.24%
474,725
– –
EVHC
72
DELISTED
Envision Healthcare Holdings Inc
EVHC
$21.2M 0.23%
+278,462
New +$19.8M
ENR icon
73
Energizer
ENR
$1.44B
$20.4M 0.22%
396,972
– –
BLD
74
DELISTED
TopBuild
BLD
$20M 0.22%
552,208
– –
KLXI
75
DELISTED
KLX Inc.
KLXI
$19M 0.21%
728,358
– –
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.