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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
NGVT icon
101
Ingevity
NGVT
$2.55B
$12.1M 0.13%
+355,208
New +$11.1M
CSH
102
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
$11.9M 0.13%
+280,168
New +$10.8M
TIME
103
DELISTED
Time Inc.
TIME
$11.9M 0.13%
720,054
– –
LITE icon
104
Lumentum
LITE
$59.4B
$10.4M 0.11%
428,352
– –
FGL
105
DELISTED
Fidelity & Guaranty Life
FGL
$9.6M 0.1%
414,291
+82,300
+25% +$2.03M
GCP
106
DELISTED
GCP Applied Technologies Inc.
GCP
$9.4M 0.1%
360,864
-12,491
-3% -$293K
MESG
107
DELISTED
XURA INC COM (DE)
MESG
$8.86M 0.1%
+362,839
New +$8.19M
ARWA
108
DELISTED
Arowana Inc.
ARWA
$8.77M 0.09%
875,000
– –
LBRDA icon
109
Liberty Broadband Class A
LBRDA
$4.14B
$8.5M 0.09%
143,159
– –
HAWK
110
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.47M 0.09%
253,019
– –
CCN
111
DELISTED
CardConnect Corp.
CCN
$7.46M 0.08%
755,000
-60,000
-7% -$600K
HLF icon
112
Herbalife
HLF
$1.23B
$5.92M 0.06%
202,420
+23,606
+13% +$707K
RDEN
113
DELISTED
ELIZABETH ARDEN INC
RDEN
$5.6M 0.06%
+407,192
New +$4.07M
INSE icon
114
Inspired Entertainment
INSE
$177M
$5.34M 0.06%
539,900
-1,200,000
-69% -$11.9M
KLREU
115
DELISTED
KLR Energy Acquisition Corp.
KLREU
$5.05M 0.05%
500,000
– –
LCAHU
116
DELISTED
Landcadia Holdings, Inc. Unit
LCAHU
$5.01M 0.05%
+500,000
New +$5.02M
SCNB
117
DELISTED
Suffolk Bancorp
SCNB
$4.96M 0.05%
+158,385
New +$3.94M
WDC icon
118
Western Digital
WDC
$179B
$4.75M 0.05%
+133,062
New +$4.38M
ELRC
119
DELISTED
ELECTRO RENT CORP
ELRC
$4.28M 0.05%
+277,490
New +$3.1M
BRQS
120
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.19M 0.05%
2,161
– –
LMB icon
121
Limbach Holdings
LMB
$867M
$4.17M 0.05%
450,540
– –
CRC
122
DELISTED
California Resources Corporation
CRC
$4M 0.04%
327,650
-1
-0% -$16
CTXS
123
DELISTED
Citrix Systems Inc
CTXS
$3.59M 0.04%
56,260
+1,005
+2% +$66.1K
OACQ
124
DELISTED
Origo Acquisition Corporation
OACQ
$3.58M 0.04%
+350,000
New +$3.58M
ONE
125
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
$3.43M 0.04%
+671,714
New +$2.54M
3 4
5
6 7

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HCM
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DTC
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AWA
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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.