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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
BCX icon
126
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$3.03M 0.03%
393,876
-300
-0.1% -$2.25K
NWSA icon
127
News Corp Class A
NWSA
$14.5B
$3.01M 0.03%
265,042
– –
FXCB
128
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$2.8M 0.03%
137,454
-600
-0.4% -$11.9K
RSE
129
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$2.77M 0.03%
151,860
– –
KEY.PRG
130
DELISTED
KeyCorp Pfd
KEY.PRG
$2.65M 0.03%
20,000
– –
COB
131
DELISTED
CommunityOne Bancorp
COB
$2.55M 0.03%
201,952
– –
WIBC
132
DELISTED
WILSHIRE BANCORP INC
WIBC
$2.5M 0.03%
239,657
-277,606
-54% -$2.99M
USA icon
133
Liberty All-Star Equity Fund
USA
$1.75B
$2.38M 0.03%
474,160
– –
SQI
134
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
$2.35M 0.03%
+133,172
New +$2.02M
IGR
135
CBRE Global Real Estate Income Fund
IGR
$712M
$2.33M 0.03%
283,142
-48,207
-15% -$380K
AVNU
136
DELISTED
AVENUE FINL HLDGS INC COM STK (TN)
AVNU
$2.29M 0.02%
116,735
– –
AMTG
137
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$2.28M 0.02%
170,071
– –
AWP
138
abrdn Global Premier Properties Fund
AWP
$377M
$2.15M 0.02%
130,788
-4,259
-3% -$71K
PR
139
Permian Resources
PR
$17.9B
$2.08M 0.02%
+217,500
New +$2.18M
JSYNU
140
DELISTED
Jensyn Acquistion Corp. Units
JSYNU
$2.02M 0.02%
200,000
– –
CADT
141
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$1.96M 0.02%
209,241
-15,871
-7% -$150K
ASEI
142
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
$1.94M 0.02%
+51,880
New +$1.6M
NATL
143
DELISTED
National Interstate Corporation
NATL
$1.89M 0.02%
62,591
+4,682
+8% +$144K
BABA icon
144
Alibaba
BABA
$269B
$1.78M 0.02%
+22,335
New +$1.75M
BNK
145
DELISTED
C1 FINL INC COM STK (FL)
BNK
$1.77M 0.02%
75,940
– –
XNPT
146
DELISTED
XENOPORT, INC.
XNPT
$1.72M 0.02%
+243,917
New +$1.38M
AMSGP
147
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$1.66M 0.02%
11,400
– –
TPCO
148
DELISTED
Tribune Publishing Company Common Stock
TPCO
$1.65M 0.02%
+119,509
New +$1.34M
JQC icon
149
Nuveen Credit Strategies Income Fund
JQC
$702M
$1.62M 0.02%
200,028
-140,335
-41% -$1.12M
QHC
150
DELISTED
Quorum Health Corporation
QHC
$1.59M 0.02%
+148,519
New +$1.73M
4 5
6
7 8

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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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.