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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+4.96%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 53.26%
2 Healthcare 8.54%
3 Industrials 8.48%
4 Energy 8.07%
5 Communication Services 5.15%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PRPL icon
151
Purple Innovation
PRPL
$16.6M
$1.26M 0.01%
5,226
-30,286
-85% -$7.38M
CRWN
152
DELISTED
CROWN MEDIA HOLDINGS INC CL-A
CRWN
$1.2M 0.01%
+236,851
New +$1.11M
FRA icon
153
BlackRock Floating Rate Income Strategies Fund
FRA
$386M
$1.19M 0.01%
90,829
-41,099
-31% -$515K
PNK
154
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.19M 0.01%
33,805
– –
FTF
155
Franklin Limited Duration Income Trust
FTF
$231M
$1.19M 0.01%
104,475
-46,720
-31% -$503K
VTA
156
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.18M 0.01%
109,830
-19,415
-15% -$198K
NXJ
157
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.17M 0.01%
82,671
-41,906
-34% -$579K
CET
158
Central Securities Corp
CET
$1.62B
$1.14M 0.01%
59,385
-2,384
-4% -$43K
EHI
159
Western Asset Global High Income Fund
EHI
$173M
$1.13M 0.01%
125,083
+4,408
+4% +$37.2K
BGX
160
Blackstone Long-Short Credit Income Fund
BGX
$136M
$1.12M 0.01%
82,463
-12,700
-13% -$164K
HBANP
161
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.09M 0.01%
800
– –
BLW icon
162
BlackRock Limited Duration Income Trust
BLW
$491M
$1.08M 0.01%
73,134
-49,968
-41% -$705K
AGC
163
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.08M 0.01%
199,000
-8,148
-4% -$41.3K
SPXC icon
164
SPX Corp
SPXC
$9.84B
$1.07M 0.01%
71,599
– –
GAM
165
General American Investors Company
GAM
$1.58B
$1.07M 0.01%
34,127
-327
-0.9% -$9.54K
ELEC
166
DELISTED
Electrum Special Acquisition Corporation
ELEC
$1.06M 0.01%
110,000
– –
SBW
167
DELISTED
Western Asset Worldwide Income
SBW
$1.03M 0.01%
99,071
-3,499
-3% -$34.4K
EVG
168
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.02M 0.01%
76,436
-25,869
-25% -$338K
NHS
169
Neuberger High Yield Strategies Fund Inc
NHS
$248M
$1.01M 0.01%
95,387
-13,073
-12% -$130K
NUVA
170
DELISTED
NuVasive, Inc.
NUVA
$1M 0.01%
+20,600
New +$935K
FAM
171
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$993K 0.01%
90,559
-47,137
-34% -$478K
SEVN
172
Seven Hills Realty Trust
SEVN
$171M
$981K 0.01%
52,657
-1,133
-2% -$19.5K
HTCH
173
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$867K 0.01%
236,795
– –
RVT icon
174
Royce Value Trust
RVT
$2.29B
$856K 0.01%
73,124
+5,978
+9% +$64.3K
ARKR icon
175
Ark Restaurants
ARKR
$19.2M
$826K 0.01%
40,078
-10,400
-21% -$221K
5 6
7
8 9

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PL
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AACR
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CIS
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BHM
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BFS
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FWI
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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 Miscellaneous at 53% of assets, down from 56% a quarter earlier, followed by Healthcare and Industrials.

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.