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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
HIX
326
Western Asset High Income Fund II
HIX
$352M
– –
-70,468
Closed -$445K
HYI
327
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
– –
-30,798
Closed -$434K
IQI icon
328
Invesco Quality Municipal Securities
IQI
$526M
– –
-72,775
Closed -$924K
MFM
329
Aberdeen Municipal Income Fund
MFM
$222M
– –
-64,737
Closed -$440K
MUJ icon
330
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
– –
-35,527
Closed -$513K
NAVI icon
331
Navient
NAVI
$774M
– –
-802,671
Closed -$9.19M
NEXT icon
332
NextDecade
NEXT
$1.86B
– –
-1,531,880
Closed -$14.9M
NIE
333
Virtus Equity & Convertible Income Fund
NIE
$718M
– –
-20,051
Closed -$360K
NXPI icon
334
NXP Semiconductors
NXPI
$68B
– –
-5,269
Closed -$444K
NZF icon
335
Nuveen Municipal Credit Income Fund
NZF
$2.4B
– –
-28,689
Closed -$412K
OGS icon
336
ONE Gas
OGS
$5.05B
– –
-113,753
Closed -$5.71M
PMM
337
Franklin Managed Municipal Income Trust
PMM
$275M
– –
-46,573
Closed -$343K
PMO
338
Franklin Municipal Opportunities Trust
PMO
$287M
– –
-32,565
Closed -$400K
PYPL icon
339
PayPal
PYPL
$49.5B
– –
-209,368
Closed -$7.58M
RMNI icon
340
Rimini Street
RMNI
$408M
– –
-2,400,000
Closed -$23M
VIAV icon
341
Viavi Solutions
VIAV
$9.75B
– –
-46,639
Closed -$284K
VPV icon
342
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
– –
-29,783
Closed -$382K
WSC icon
343
WillScot Mobile Mini Holdings
WSC
$4.8B
– –
-202,500
Closed -$1.94M
ZTR
344
Virtus Total Return Fund
ZTR
$340M
– –
-41,890
Closed -$510K
MUI
345
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-49,028
Closed -$695K
AGR
346
DELISTED
Avangrid, Inc.
AGR
– –
-12,574
Closed -$483K
DSKE
347
DELISTED
Daseke, Inc. Common Stock
DSKE
– –
-734,895
Closed -$7.08M
TWNK
348
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-600,000
Closed -$5.73M
SQBG
349
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-5,656
Closed -$1.79M
NUM
350
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
– –
-16,488
Closed -$226K
12 13
14
15 16

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.