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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
EZCH
401
DELISTED
EZCHIP SEMICONDUCTOR LIMITED ORD SHS (IL)
EZCH
– –
-1,045,711
Closed -$25.9M
IRC
402
DELISTED
INLAND REAL ESTATE CORP
IRC
– –
-2,267,149
Closed -$24.1M
NUO
403
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
– –
-15,701
Closed -$240K
EACQ
404
DELISTED
Easterly Acquisition Corp
EACQ
– –
-1,350,000
Closed -$13.4M
JGV
405
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
– –
-69,658
Closed -$761K
NPF
406
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
– –
-37,965
Closed -$519K
NMO
407
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
– –
-68,372
Closed -$943K
RHT
408
DELISTED
Red Hat Inc
RHT
– –
-182,619
Closed -$15.1M
CB
409
DELISTED
CHUBB CORPORATION
CB
– –
-1,173,027
Closed -$156M
BHAC
410
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
– –
-545,520
Closed -$5.35M
BLVD
411
DELISTED
Boulevard Acquisition Corp. II Class A Common Stock
BLVD
– –
-1,385,684
Closed -$13.7M
POM
412
DELISTED
PEPCO HOLDINGS, INC.
POM
– –
-5,312,075
Closed -$138M
13 14 15 16
17

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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
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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.