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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
RQI icon
151
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$1.58M 0.02%
115,147
-134,298
-54% -$1.69M
FSD
152
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$1.5M 0.02%
101,114
-78,894
-44% -$1.16M
CHTR icon
153
Charter Communications
CHTR
$14.7B
$1.41M 0.02%
+6,156
New +$1.32M
REXI
154
DELISTED
RESOURCE AMERICA INC CL-A
REXI
$1.36M 0.01%
+140,353
New +$1.08M
NXEOW
155
DELISTED
Nexeo Solutions, Inc. Warrant
NXEOW
$1.34M 0.01%
+1,947,000
New +$1.51M
RNP icon
156
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$1.2M 0.01%
58,201
-61,577
-51% -$1.18M
CET
157
Central Securities Corp
CET
$1.54B
$1.13M 0.01%
57,681
-1,704
-3% -$33.4K
TACOW
158
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
$1.12M 0.01%
579,250
-150,000
-21% -$299K
GAM
159
General American Investors Company
GAM
$1.54B
$1.12M 0.01%
36,364
+2,237
+7% +$69.5K
HBANP
160
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.11M 0.01%
800
– –
ARDC
161
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.1M 0.01%
79,814
-49,103
-38% -$673K
YCB
162
DELISTED
YOUR CMNTY BANKSHARES INC COM
YCB
$1.1M 0.01%
+29,529
New +$1.05M
SEVN
163
Seven Hills Realty Trust
SEVN
$179M
$1.08M 0.01%
52,968
+311
+0.6% +$5.92K
MTW icon
164
Manitowoc
MTW
$516M
$930K 0.01%
42,674
– –
RVT icon
165
Royce Value Trust
RVT
$2.21B
$918K 0.01%
78,024
+4,900
+7% +$57.9K
TRGP icon
166
Targa Resources
TRGP
$60.4B
$911K 0.01%
21,613
– –
BHK icon
167
BlackRock Core Bond Trust
BHK
$642M
$899K 0.01%
64,340
-73,962
-53% -$1.01M
GRSHW
168
DELISTED
Gores Holdings, Inc. Warrants
GRSHW
$844K 0.01%
3,375,000
-125,000
-4% -$32.2K
AGC
169
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$835K 0.01%
151,205
-47,795
-24% -$265K
TLP
170
DELISTED
Transmontaigne
TLP
$827K 0.01%
20,121
– –
EPD icon
171
Enterprise Products Partners
EPD
$83.8B
$809K 0.01%
27,660
– –
HTCH
172
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$803K 0.01%
236,795
– –
AFI
173
DELISTED
Armstrong Flooring, Inc.
AFI
$790K 0.01%
+46,614
New +$750K
MPLX icon
174
MPLX
MPLX
$59.5B
$774K 0.01%
23,015
– –
FAM
175
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$773K 0.01%
67,597
-22,962
-25% -$253K
5 6
7
8 9

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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.