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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
GEL icon
251
Genesis Energy
GEL
$1.84B
$411K ﹤0.01%
12,925
– –
NNC
252
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$405K ﹤0.01%
29,425
-29,589
-50% -$400K
WPZ
253
DELISTED
Williams Partners L.P.
WPZ
$387K ﹤0.01%
18,936
– –
HHY
254
DELISTED
Brookfield High Income Fund Inc.
HHY
$387K ﹤0.01%
55,166
-3,130
-5% -$20.6K
PCF
255
High Income Securities Fund
PCF
$99.6M
$385K ﹤0.01%
52,609
-20,122
-28% -$141K
HDRAW
256
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
$380K ﹤0.01%
+2,000,000
New +$343K
MMLP icon
257
Martin Midstream Partners
MMLP
$95.9M
$377K ﹤0.01%
18,768
– –
GRX
258
Gabelli Healthcare & Wellness Trust
GRX
$140M
$375K ﹤0.01%
38,059
-2,343
-6% -$22.4K
PAA icon
259
Plains All American Pipeline
PAA
$17.4B
$371K ﹤0.01%
17,670
– –
RMP
260
DELISTED
Rice Midstream Partners LP
RMP
$370K ﹤0.01%
24,868
– –
FUND
261
Sprott Focus Trust
FUND
$293M
$369K ﹤0.01%
60,571
-2,173
-3% -$12K
ENBL
262
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$360K ﹤0.01%
42,053
– –
GLO
263
Clough Global Opportunities Fund
GLO
$249M
$359K ﹤0.01%
37,450
+3,172
+9% +$29.7K
EEP
264
DELISTED
Enbridge Energy Partners
EEP
$357K ﹤0.01%
19,465
– –
NQS
265
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$356K ﹤0.01%
24,268
-51,971
-68% -$745K
SHLX
266
DELISTED
Shell Midstream Partners, L.P.
SHLX
$352K ﹤0.01%
9,609
– –
ENLK
267
DELISTED
EnLink Midstream Partners, LP
ENLK
$350K ﹤0.01%
29,009
– –
AVK
268
Advent Convertible and Income Fund
AVK
$544M
$345K ﹤0.01%
26,838
-275
-1% -$3.36K
EDI
269
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$343K ﹤0.01%
27,802
-1,301
-4% -$14.1K
BGT icon
270
BlackRock Floating Rate Income Trust
BGT
$322M
$342K ﹤0.01%
26,619
-10,514
-28% -$129K
HYT icon
271
BlackRock Corporate High Yield Fund
HYT
$1.36B
$340K ﹤0.01%
34,152
-336,784
-91% -$3.26M
SWZ
272
Swiss Helvetia Fund
SWZ
$76.3M
$330K ﹤0.01%
32,434
-7,640
-19% -$75.7K
RMT
273
Royce Micro-Cap Trust
RMT
$736M
$327K ﹤0.01%
46,744
+3,025
+7% +$20.1K
NPI
274
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$324K ﹤0.01%
22,211
-96,569
-81% -$1.38M
EOD
275
Allspring Global Dividend Opportunity Fund
EOD
$276M
$317K ﹤0.01%
53,045
+822
+2% +$4.64K
9 10
11
12 13

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GA
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CIS
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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 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.