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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
SBW
201
DELISTED
Western Asset Worldwide Income
SBW
$599K 0.01%
54,506
-44,565
-45% -$473K
SMC
202
Summit Midstream
SMC
$421M
$597K 0.01%
1,742
– –
NS
203
DELISTED
NuStar Energy L.P.
NS
$585K 0.01%
11,739
– –
EACQW
204
DELISTED
Easterly Acquisition Corp.
EACQW
$583K 0.01%
925,000
– –
UNTD
205
DELISTED
UNITED ONLINE INC COM NEW
UNTD
$576K 0.01%
+52,321
New +$576K
BPFHW
206
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$573K 0.01%
116,799
– –
ENBL
207
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$568K 0.01%
42,053
– –
LSBG
208
DELISTED
Lake Sunapee Bank Group
LSBG
$567K 0.01%
+33,111
New +$515K
TCP
209
DELISTED
TC Pipelines LP
TCP
$565K 0.01%
9,875
– –
QPACW
210
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$560K 0.01%
3,500,000
– –
ATLC icon
211
Atlanticus Holdings
ATLC
$1.5B
$557K 0.01%
191,430
– –
CBNK
212
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
$556K 0.01%
+30,432
New +$549K
CQP icon
213
Cheniere Energy
CQP
$31.8B
$542K 0.01%
18,085
– –
SCD
214
LMP Capital and Income Fund
SCD
$353M
$524K 0.01%
39,917
-2,237
-5% -$28.3K
BLVDW
215
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$523K 0.01%
1,867,842
– –
WES
216
DELISTED
Western Gas Partners Lp
WES
$521K 0.01%
10,341
– –
ARKR icon
217
Ark Restaurants
ARKR
$520K 0.01%
23,278
-16,800
-42% -$343K
DEX
218
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$518K 0.01%
53,769
-4,976
-8% -$46.9K
TEP
219
DELISTED
Tallgrass Energy Partners, LP
TEP
$518K 0.01%
11,260
– –
ETP
220
DELISTED
Energy Transfer Partners, L.P.
ETP
$517K 0.01%
17,976
– –
RRMS
221
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$517K 0.01%
19,584
– –
KMI icon
222
Kinder Morgan
KMI
$73.1B
$512K 0.01%
27,367
– –
AGFSW
223
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$512K 0.01%
540,000
– –
APU
224
DELISTED
AmeriGas Partners, L.P.
APU
$512K 0.01%
10,964
– –
NMY
225
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$510K 0.01%
35,892
-25,021
-41% -$343K
7 8
9
10 11

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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.