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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
SKUL
176
DELISTED
SKULLCANDY INC
SKUL
$754K 0.01%
+122,831
New +$486K
AOD
177
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$726K 0.01%
100,037
+19,810
+25% +$148K
TY icon
178
TRI-Continental Corp
TY
$1.86B
$707K 0.01%
34,438
-4,781
-12% -$96.8K
VTA
179
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$693K 0.01%
62,919
-46,911
-43% -$510K
OKS
180
DELISTED
Oneok Partners LP
OKS
$683K 0.01%
17,057
– –
MMP
181
DELISTED
Magellan Midstream Partners, L.P.
MMP
$681K 0.01%
8,957
– –
SSRI
182
DELISTED
Silver Standard Resources
SSRI
$680K 0.01%
+52,629
New +$489K
MGU
183
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$657K 0.01%
30,696
-1,278
-4% -$26.6K
WPZ
184
DELISTED
Williams Partners L.P.
WPZ
$656K 0.01%
18,936
– –
WBT
185
DELISTED
Welbilt, Inc.
WBT
$650K 0.01%
36,879
-12,308
-25% -$196K
BWP
186
DELISTED
Boardwalk Pipeline Partners
BWP
$649K 0.01%
37,202
– –
INF
187
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$648K 0.01%
49,250
-5,530
-10% -$67.2K
HCACW
188
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$648K 0.01%
1,028,837
-125,058
-11% -$40.6K
SPXC icon
189
SPX Corp
SPXC
$11B
$642K 0.01%
43,234
-28,365
-40% -$450K
AGD
190
abrdn Global Dynamic Dividend Fund
AGD
$315M
$641K 0.01%
75,821
-2,456
-3% -$20.9K
LPSB
191
DELISTED
LAPORTE BANCORP INC MD COM STK
LPSB
$634K 0.01%
38,851
+11,153
+40% +$178K
ETP
192
DELISTED
Energy Transfer Partners L.p.
ETP
$632K 0.01%
16,605
– –
GWB
193
DELISTED
Great Western Bancorp, Inc.
GWB
$628K 0.01%
+19,927
New +$620K
SSRG
194
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
$622K 0.01%
+47,366
New +$572K
BNED icon
195
Barnes & Noble Education
BNED
$412M
$621K 0.01%
612
– –
PJT icon
196
PJT Partners
PJT
$4.37B
$618K 0.01%
26,861
– –
ERC
197
Allspring Multi-Sector Income Fund
ERC
$255M
$616K 0.01%
48,671
-88,869
-65% -$1.1M
CLACW
198
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$613K 0.01%
1,750,000
– –
DCP
199
DELISTED
DCP Midstream, LP
DCP
$609K 0.01%
17,646
– –
HEP
200
DELISTED
Holly Energy Partners, L.P.
HEP
$602K 0.01%
17,387
– –
6 7
8
9 10

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HCM
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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.