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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
IGR
126
CBRE Global Real Estate Income Fund
IGR
$712M
$2.59M 0.03%
331,349
-15,482
-4% -$112K
USA icon
127
Liberty All-Star Equity Fund
USA
$1.75B
$2.36M 0.03%
474,160
-21,592
-4% -$102K
CADT
128
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.29M 0.03%
225,112
– –
AMTG
129
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
$2.28M 0.03%
+170,071
New +$1.99M
RNP icon
130
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$2.27M 0.03%
119,778
-8,757
-7% -$155K
AWP
131
abrdn Global Premier Properties Fund
AWP
$377M
$2.27M 0.03%
135,047
-5,555
-4% -$86.6K
AVNU
132
DELISTED
AVENUE FINL HLDGS INC COM STK (TN)
AVNU
$2.26M 0.03%
+116,735
New +$2M
PCI
133
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$2.26M 0.03%
129,594
-63,848
-33% -$1.11M
MNRK
134
DELISTED
MONARCH FINANCIAL HOLDINGS INC COM STK
MNRK
$2.25M 0.03%
135,344
+16,620
+14% +$265K
CKP
135
DELISTED
CHECKPOINT SYSTEMS INC
CKP
$2.2M 0.03%
+217,620
New +$1.66M
HFFC
136
DELISTED
H F FINL CORP
HFFC
$2.06M 0.02%
114,261
+70,121
+159% +$1.21M
JSYNU
137
DELISTED
Jensyn Acquistion Corp. Units
JSYNU
$2M 0.02%
+200,000
New +$2M
EVV
138
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$2M 0.02%
151,560
-171,831
-53% -$2.14M
BHK icon
139
BlackRock Core Bond Trust
BHK
$642M
$1.85M 0.02%
138,302
-125,320
-48% -$1.62M
BNK
140
DELISTED
C1 FINL INC COM STK (FL)
BNK
$1.84M 0.02%
75,940
+37,100
+96% +$877K
TACOW
141
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
$1.79M 0.02%
729,250
-103,100
-12% -$251K
CBNJ
142
DELISTED
CAPE BANCORP, INC COM
CBNJ
$1.75M 0.02%
+130,166
New +$1.71M
NATL
143
DELISTED
National Interstate Corporation
NATL
$1.73M 0.02%
+57,909
New +$1.5M
ARDC
144
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.73M 0.02%
128,917
+6,645
+5% +$84.5K
SABA
145
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.7M 0.02%
130,549
-40,206
-24% -$498K
LF
146
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$1.68M 0.02%
+1,691,604
New +$1.43M
ERC
147
Allspring Multi-Sector Income Fund
ERC
$255M
$1.68M 0.02%
137,540
-42,120
-23% -$477K
PULB
148
DELISTED
PULASKI FINANCIAL CORP
PULB
$1.61M 0.02%
99,876
+23,022
+30% +$350K
AMSGP
149
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$1.61M 0.02%
11,400
-41,475
-78% -$5.58M
BGB
150
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$1.33M 0.02%
97,926
-126,186
-56% -$1.63M
4 5
6
7 8

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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
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.