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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
KEYS icon
76
Keysight
KEYS
$54.5B
$18.7M 0.2%
642,392
– –
HPE icon
77
Hewlett Packard
HPE
$63.2B
$18.6M 0.2%
1,755,777
-19,587
-1% -$199K
TFCFA
78
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$18.6M 0.2%
687,373
+557,163
+428% +$16.2M
CABO icon
79
Cable One
CABO
$213M
$18.5M 0.2%
36,086
– –
PKY
80
DELISTED
Parkway, Inc.
PKY
$17.8M 0.19%
+1,063,606
New +$17.6M
MDVN
81
DELISTED
MEDIVATION, INC.
MDVN
$17.7M 0.19%
+293,778
New +$16.7M
CDK
82
DELISTED
CDK Global, Inc.
CDK
$17.5M 0.19%
315,988
– –
LDRH
83
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
$17M 0.18%
+461,387
New +$13.1M
RACE icon
84
Ferrari
RACE
$63.3B
$16.6M 0.18%
406,472
-35,353
-8% -$1.5M
AVNS icon
85
Avanos Medical
AVNS
$1.17B
$16.6M 0.18%
509,716
– –
UNIT
86
Uniti Group
UNIT
$2.63B
$15.7M 0.17%
544,685
– –
MSGN
87
DELISTED
MSG Networks Inc.
MSGN
$15.6M 0.17%
1,014,368
– –
UE icon
88
Urban Edge Properties
UE
$2.94B
$15.5M 0.17%
518,411
– –
LTRPA
89
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$15.4M 0.17%
702,611
– –
DD icon
90
DuPont de Nemours
DD
$18.6B
$15.3M 0.17%
+121,713
New +$16M
CCP
91
DELISTED
Care Capital Properties, Inc.
CCP
$15.3M 0.17%
583,891
– –
CFCOU
92
DELISTED
CF Corporation
CFCOU
$14.9M 0.16%
+1,500,000
New +$14.9M
NRF
93
DELISTED
NorthStar Realty Finance Corp.
NRF
$14.9M 0.16%
+1,300,747
New +$16.7M
CC icon
94
Chemours
CC
$2.59B
$14.7M 0.16%
1,782,454
– –
EBAY icon
95
eBay
EBAY
$48.6B
$14.5M 0.16%
620,380
– –
STRZA
96
DELISTED
Starz - Series A
STRZA
$14.3M 0.15%
+476,640
New +$12.7M
IHS
97
DELISTED
IHS INC CL-A COM STK
IHS
$14.2M 0.15%
+123,100
New +$14.8M
DBRG icon
98
DigitalBridge
DBRG
$2.94B
$14.2M 0.15%
347,760
+67,083
+24% +$3.19M
KKD
99
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$14.2M 0.15%
+676,839
New +$13M
GCI
100
DELISTED
Gannett Co., Inc
GCI
$13.7M 0.15%
990,974
– –
2 3
4
5 6

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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.