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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
+4.96%
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
$8.61B
AUM Growth
-$325M
Cap. Flow
-$3.06B
Cap. Flow %
-35.49%
Top 10 Hldgs %
23.36%
Holding
518
New
51
Increased
77
Reduced
114
Closed
99

Top Buys

Rank Stock Value
1
ALR
Alere Inc
ALR
+$138M
2
ATML
ATMEL CORP
ATML
+$108M
3
DD
Du Pont De Nemours E I
DD
+$95.3M
4
BIN
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
+$90.9M
5
FMER
FIRSTMERIT CORP
FMER
+$88.8M

Top Sells

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$211M
2
PCP
PRECISION CASTPARTS CORP
PCP
+$196M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
+$187M
4
CB
CHUBB CORPORATION
CB
+$156M
5
POM
PEPCO HOLDINGS, INC.
POM
+$138M

Sector Composition

Rank Sector Weight
1 Industrials 8.48%
2 Energy 8.04%
3 Healthcare 5.86%
4 Communication Services 5.02%
5 Technology 4.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JDD
226
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$508K 0.01%
46,440
-895
-2% -$9.14K
GHY
227
PGIM Global High Yield Fund
GHY
$480M
$507K 0.01%
34,089
-60,990
-64% -$863K
AWF
228
AllianceBernstein Global High Income Fund
AWF
$867M
$504K 0.01%
43,253
-81,651
-65% -$897K
SEP
229
DELISTED
Spectra Engy Parters Lp
SEP
$501K 0.01%
10,414
– –
KMI icon
230
Kinder Morgan
KMI
$73.1B
$489K 0.01%
27,367
– –
VLP
231
DELISTED
Valero Energy Partners LP
VLP
$484K 0.01%
10,221
– –
DCP
232
DELISTED
DCP Midstream, LP
DCP
$481K 0.01%
17,646
– –
APU
233
DELISTED
AmeriGas Partners, L.P.
APU
$477K 0.01%
10,964
– –
TCP
234
DELISTED
TC Pipelines LP
TCP
$476K 0.01%
9,875
– –
NS
235
DELISTED
NuStar Energy L.P.
NS
$474K 0.01%
11,739
– –
VLT icon
236
Invesco High Income Trust II
VLT
$66.2M
$467K 0.01%
35,241
-13,959
-28% -$177K
BLVDW
237
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$467K 0.01%
1,867,842
– –
FHY
238
DELISTED
First Trust Strategic High
FHY
$456K 0.01%
40,076
+4,001
+11% +$42.8K
BPL
239
DELISTED
Buckeye Partners, L.P.
BPL
$454K 0.01%
6,687
– –
ETP
240
DELISTED
Energy Transfer Partners, L.P.
ETP
$451K 0.01%
17,976
– –
WES
241
DELISTED
Western Gas Partners Lp
WES
$449K 0.01%
10,341
– –
SMC
242
Summit Midstream
SMC
$421M
$444K 0.01%
1,742
– –
ISD
243
PGIM High Yield Bond Fund
ISD
$414M
$439K 0.01%
28,517
-50,950
-64% -$754K
MIY icon
244
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$439K 0.01%
30,139
-41,754
-58% -$594K
LPSB
245
DELISTED
LAPORTE BANCORP INC MD COM STK
LPSB
$437K 0.01%
+27,698
New +$414K
TEP
246
DELISTED
Tallgrass Energy Partners, LP
TEP
$431K 0.01%
11,260
– –
TRTLW
247
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$428K 0.01%
+1,428,000
New +$436K
CNC icon
248
Centene
CNC
$31.3B
$422K ﹤0.01%
+13,700
New +$409K
ANDX
249
DELISTED
Andeavor Logistics LP
ANDX
$422K ﹤0.01%
9,250
– –
BGH
250
Barings Global Short Duration High Yield Fund
BGH
$281M
$412K ﹤0.01%
24,675
-23,018
-48% -$363K
8 9
10
11 12

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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
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

AQR Arbitrage's Q1 2016 Portfolio in Review

As of Q1 2016, AQR Arbitrage held 518 positions worth $8.61B, down 3.6% from $8.94B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

AQR Arbitrage withdrew a net $3.06B in Q1 2016, closing 99 positions and reducing 114 holdings. Its most notable exit was Allergan plc, an estimated $211M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 8.5% of assets, up from 6.3% a quarter earlier, followed by Energy and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Alere Inc worth $146M.

  • AQR Arbitrage's largest Q1 2016 buy was Alere Inc: 2,884,009 shares worth $146M.
  • AQR Arbitrage added most to ATMEL CORP in Q1 2016, an estimated $108M increase.
  • AQR Arbitrage's biggest Q1 2016 reduction was Allergan plc, cutting an estimated $56.9M.
  • AQR Arbitrage fully exited Allergan plc in Q1 2016, selling an estimated $211M.
  • AQR Arbitrage's ten largest holdings make up 23% of its $8.61B portfolio in Q1 2016.
  • AQR Arbitrage opened 51 new positions and closed 99 in Q1 2016.
  • AQR Arbitrage's portfolio value fell 3.6% quarter-over-quarter to $8.61B.

Based on AQR Arbitrage's 13F filing for Q1 2016, filed 16 May 2016.