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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
CSQ icon
301
Calamos Strategic Total Return Fund
CSQ
$3.21B
$134K ﹤0.01%
14,079
+1,825
+15% +$16.3K
PANL icon
302
Pangaea Logistics
PANL
$501M
$126K ﹤0.01%
54,972
-12,300
-18% -$28.8K
GLQ
303
Clough Global Equity Fund
GLQ
$154M
$122K ﹤0.01%
+11,254
New +$122K
NCZ
304
Virtus Convertible & Income Fund II
NCZ
$289M
$122K ﹤0.01%
6,235
-1,249
-17% -$22.6K
NCV
305
Virtus Convertible & Income Fund
NCV
$374M
$112K ﹤0.01%
5,053
-2,629
-34% -$53.2K
KHI
306
DELISTED
Deutsche High Income Trust
KHI
$109K ﹤0.01%
12,860
-24,446
-66% -$196K
BDJ icon
307
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$93K ﹤0.01%
+12,357
New +$88.6K
STEW
308
SRH Total Return Fund
STEW
$1.75B
$88K ﹤0.01%
11,164
-711
-6% -$5.14K
VNR
309
DELISTED
Vanguard Natural Resources, LLC
VNR
$79K ﹤0.01%
54,023
– –
IGD
310
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$503M
$74K ﹤0.01%
+10,452
New +$68.6K
AZUR
311
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$64K ﹤0.01%
51,377
– –
CYHHZ
312
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$60K ﹤0.01%
10,026,149
– –
ASB.WS
313
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$56K ﹤0.01%
23,450
– –
BHACW
314
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$55K ﹤0.01%
545,520
– –
UUUU icon
315
Energy Fuels
UUUU
$2.82B
$40K ﹤0.01%
17,980
– –
VLYWW
316
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$17K ﹤0.01%
116,185
– –
AKAM icon
317
Akamai
AKAM
$16.8B
– –
-6,029
Closed -$317K
ASG
318
Liberty All-Star Growth Fund
ASG
$323M
– –
-13,172
Closed -$60K
BRW
319
Saba Capital Income & Opportunities Fund
BRW
$336M
– –
-28,189
Closed -$285K
BTA
320
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
– –
-14,664
Closed -$169K
BTT icon
321
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
– –
-82,057
Closed -$1.77M
BW icon
322
Babcock & Wilcox
BW
$1.43B
– –
-1,899
Closed -$396K
CBU icon
323
Community Bank
CBU
$3.53B
– –
-7,189
Closed -$287K
DD icon
324
DuPont de Nemours
DD
$18.6B
– –
-16,303
Closed -$2.13M
FCT
325
First Trust Senior Floating Rate Income Fund II
FCT
$251M
– –
-23,246
Closed -$287K
11 12
13
14 15

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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.