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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
NMY
176
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$817K 0.01%
60,913
-29,065
-32% -$376K
IVH
177
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$806K 0.01%
63,324
+830
+1% +$9.82K
ACP
178
abrdn Income Credit Strategies Fund
ACP
$640M
$786K 0.01%
74,123
+10,224
+16% +$103K
TY icon
179
TRI-Continental Corp
TY
$1.86B
$783K 0.01%
39,219
-2,595
-6% -$49K
AFT
180
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$778K 0.01%
51,214
+9,549
+23% +$139K
GDF
181
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$759K 0.01%
94,693
+3,840
+4% +$29.1K
JMI
182
DELISTED
JAVELIN MTG INVESTMENT CORP COM
JMI
$753K 0.01%
+104,826
New +$665K
PHD
183
DELISTED
Pioneer Floating Rate Fund
PHD
$750K 0.01%
67,050
-23,965
-26% -$254K
JSD
184
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$748K 0.01%
49,445
-7,671
-13% -$111K
GRSHW
185
DELISTED
Gores Holdings, Inc. Warrants
GRSHW
$744K 0.01%
+3,500,000
New +$1.07M
HIO
186
Western Asset High Income Opportunity Fund
HIO
$335M
$741K 0.01%
157,953
-287,058
-65% -$1.3M
MTW icon
187
Manitowoc
MTW
$516M
$739K 0.01%
+42,674
New +$620K
TLP
188
DELISTED
Transmontaigne
TLP
$737K 0.01%
20,121
– –
WBT
189
DELISTED
Welbilt, Inc.
WBT
$725K 0.01%
+49,187
New +$715K
EVF
190
Eaton Vance Senior Income Trust
EVF
$90.3M
$709K 0.01%
122,432
-13,176
-10% -$72.8K
MPLX icon
191
MPLX
MPLX
$59.5B
$683K 0.01%
23,015
– –
EPD icon
192
Enterprise Products Partners
EPD
$83.8B
$681K 0.01%
27,660
– –
AIF
193
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$677K 0.01%
49,713
-8,711
-15% -$115K
GDV icon
194
Gabelli Dividend & Income Trust
GDV
$2.6B
$670K 0.01%
36,255
-486
-1% -$8.28K
AGD
195
abrdn Global Dynamic Dividend Fund
AGD
$315M
$668K 0.01%
78,277
-2,500
-3% -$20.2K
QPACW
196
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$665K 0.01%
3,500,000
– –
BIT icon
197
BlackRock Multi-Sector Income Trust
BIT
$696M
$648K 0.01%
40,999
-38,610
-48% -$594K
PJT icon
198
PJT Partners
PJT
$4.37B
$646K 0.01%
26,861
– –
TRGP icon
199
Targa Resources
TRGP
$60.4B
$645K 0.01%
21,613
+10,965
+103% +$262K
NQI
200
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$644K 0.01%
45,243
-60,449
-57% -$840K
6 7
8
9 10

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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.