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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
MGU
201
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$642K 0.01%
31,974
-46
-0.1% -$847
INF
202
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$622K 0.01%
54,780
-853
-2% -$8.79K
MMP
203
DELISTED
Magellan Midstream Partners, L.P.
MMP
$616K 0.01%
8,957
– –
BTZ icon
204
BlackRock Credit Allocation Income Trust
BTZ
$927M
$604K 0.01%
48,225
-230,652
-83% -$2.79M
AOD
205
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$602K 0.01%
80,227
+6,532
+9% +$46.5K
BNED icon
206
Barnes & Noble Education
BNED
$412M
$600K 0.01%
612
– –
BITI
207
DELISTED
BIOTIE THERAPIES CORP SPONSORED ADR
BITI
$596K 0.01%
+22,579
New +$526K
NXZ
208
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$593K 0.01%
39,955
-53,387
-57% -$776K
KIO
209
KKR Income Opportunities Fund
KIO
$450M
$589K 0.01%
40,879
-2,364
-5% -$31.5K
HEP
210
DELISTED
Holly Energy Partners, L.P.
HEP
$588K 0.01%
17,387
– –
ATLC icon
211
Atlanticus Holdings
ATLC
$1.5B
$574K 0.01%
191,430
– –
NRK icon
212
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$559K 0.01%
41,573
-49,065
-54% -$646K
WCIC
213
DELISTED
WCI Communities, Inc.
WCIC
$553K 0.01%
29,776
– –
MHY
214
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$550K 0.01%
124,116
-155,305
-56% -$673K
BWP
215
DELISTED
Boardwalk Pipeline Partners
BWP
$548K 0.01%
37,202
– –
EAD
216
Allspring Income Opportunities Fund
EAD
$372M
$542K 0.01%
71,613
-83,072
-54% -$596K
DEX
217
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$538K 0.01%
58,745
-712
-1% -$6.18K
ETP
218
DELISTED
Energy Transfer Partners L.p.
ETP
$537K 0.01%
16,605
– –
OKS
219
DELISTED
Oneok Partners LP
OKS
$536K 0.01%
17,057
– –
BPFHW
220
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$534K 0.01%
116,799
– –
CLACW
221
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$525K 0.01%
1,750,000
– –
CQP icon
222
Cheniere Energy
CQP
$31.8B
$522K 0.01%
18,085
– –
SCD
223
LMP Capital and Income Fund
SCD
$353M
$521K 0.01%
42,154
-1,215
-3% -$13.9K
PSXP
224
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$516K 0.01%
8,245
– –
AGFSW
225
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$513K 0.01%
540,000
– –
7 8
9
10 11

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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.