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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
EACQW
276
DELISTED
Easterly Acquisition Corp.
EACQW
$278K ﹤0.01%
925,000
– –
JASNW
277
DELISTED
Jason Industries, Inc.
JASNW
$266K ﹤0.01%
2,213,300
– –
CEQP
278
DELISTED
Crestwood Equity Partners LP
CEQP
$264K ﹤0.01%
22,636
+1
+0% +$11
CHW
279
Calamos Global Dynamic Income Fund
CHW
$544M
$261K ﹤0.01%
37,081
+3,210
+9% +$21K
TGP
280
DELISTED
Teekay LNG Partners L.P.
TGP
$258K ﹤0.01%
20,319
– –
GDO
281
Western Asset Global Corporate Defined Opportunity Fund
GDO
$78.3M
$232K ﹤0.01%
14,089
-33,878
-71% -$538K
RRMS
282
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$232K ﹤0.01%
19,584
– –
NQP
283
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$219K ﹤0.01%
15,275
-52,439
-77% -$742K
ICB
284
DELISTED
Morgan Stanley Income Sec. Inc
ICB
$215K ﹤0.01%
12,277
-9,414
-43% -$159K
EFF
285
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
$205K ﹤0.01%
14,056
-1,184
-8% -$16.2K
CNXM
286
DELISTED
CNX Midstream Partners LP
CNXM
$205K ﹤0.01%
16,400
– –
AMH icon
287
American Homes 4 Rent
AMH
$12B
$200K ﹤0.01%
+12,555
New +$188K
NFJ
288
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$200K ﹤0.01%
16,301
– –
HNW
289
DELISTED
Pioneer Diversified High Income Fund
HNW
$190K ﹤0.01%
12,365
-12,827
-51% -$185K
GPACW
290
DELISTED
Global Partner Acquisition Corp
GPACW
$180K ﹤0.01%
1,200,000
– –
TSLF
291
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$179K ﹤0.01%
11,186
-4,277
-28% -$64.1K
LGI
292
Lazard Global Total Return & Income Fund
LGI
$235M
$176K ﹤0.01%
14,171
+671
+5% +$7.91K
ARWAR
293
DELISTED
Arowana Inc
ARWAR
$176K ﹤0.01%
800,000
– –
HCACW
294
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$173K ﹤0.01%
1,153,895
– –
ADX icon
295
Adams Diversified Equity Fund
ADX
$3.17B
$164K ﹤0.01%
12,962
+1,437
+12% +$17.3K
EFT
296
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$163K ﹤0.01%
12,421
-20,178
-62% -$249K
HYB
297
DELISTED
New America High Income Fund, Inc.
HYB
$157K ﹤0.01%
19,436
-8,084
-29% -$60.8K
IDE
298
Voya Infrastructure, Industrials and Materials Fund
IDE
$203M
$152K ﹤0.01%
12,193
+160
+1% +$1.86K
NSL
299
DELISTED
NUVEEN SENIOR INCM FD
NSL
$148K ﹤0.01%
25,095
-15,041
-37% -$83.8K
EXD
300
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$143K ﹤0.01%
11,619
-9,171
-44% -$114K
10 11
12
13 14

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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
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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.