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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
VSLR
351
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-220,143
Closed -$2.1M
NTC
352
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
– –
-26,032
Closed -$332K
NXEO
353
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-27,388
Closed -$273K
MITL
354
DELISTED
Mitel Networks Corporation
MITL
– –
-37,487
Closed -$288K
LCM
355
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
– –
-33,372
Closed -$276K
AGN.PRA
356
DELISTED
Allergan plc
AGN.PRA
– –
-204,750
Closed -$211M
CLAC
357
DELISTED
Capitol Acquisition Corp. III
CLAC
– –
-475,000
Closed -$4.54M
PACE
358
DELISTED
Pace Holdings Corp. Class A Ordinary Shares
PACE
– –
-45,000
Closed -$432K
FCAM
359
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
– –
-1,603,975
Closed -$187M
NPM
360
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
– –
-25,260
Closed -$365K
NPP
361
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
– –
-13,387
Closed -$200K
SUNE
362
DELISTED
SUNEDISON, INC COM
SUNE
– –
-101,487
Closed -$517K
NQU
363
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
– –
-71,725
Closed -$1.02M
NMA
364
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
– –
-57,163
Closed -$792K
HNT
365
DELISTED
HEALTH NET INC
HNT
– –
-1,653,183
Closed -$113M
RLD
366
DELISTED
REALD INC COM STK
RLD
– –
-918,657
Closed -$9.69M
PRE
367
DELISTED
PARTNERRE LTD
PRE
– –
-344,446
Closed -$48.1M
ATLS
368
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
– –
-15,815
Closed -$15K
SFG
369
DELISTED
STANCORP FINL GRP
SFG
– –
-437,852
Closed -$49.9M
GMCR
370
DELISTED
KEURIG GREEN MTN INC
GMCR
– –
-839,485
Closed -$75.5M
SLH
371
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
– –
-1,205,115
Closed -$66.1M
CCG
372
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
– –
-378,506
Closed -$2.57M
NBBC
373
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
– –
-55,062
Closed -$671K
ARPI
374
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
– –
-635,668
Closed -$12M
DMND
375
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-301,032
Closed -$11.6M
13 14
15
16 17

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HCM
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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.