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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
SIRO
376
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
– –
-9,293
Closed -$1.02M
FRM
377
DELISTED
FURMANITE CORPORATION COM
FRM
– –
-298,953
Closed -$1.99M
ALU
378
DELISTED
Alcatel-Lucent
ALU
– –
-18,357,422
Closed -$70.3M
TSYS
379
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
– –
-1,395,360
Closed -$6.93M
KING
380
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-4,760,639
Closed -$85.1M
PCL
381
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
– –
-922,933
Closed -$44M
NGLS
382
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
– –
-17,686
Closed -$292K
METR
383
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
– –
-188,231
Closed -$5.91M
OCAT
384
DELISTED
OCATA THERAPEUTICS, INC. COMMON STOCK
OCAT
– –
-483,046
Closed -$4.07M
CTCT
385
DELISTED
CONSTANT CONTACT, INC COM
CTCT
– –
-1,943,582
Closed -$56.8M
SWI
386
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
– –
-1,162,770
Closed -$68.5M
PBY
387
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
– –
-1,567,994
Closed -$28.9M
BRCM
388
DELISTED
BROADCOM CORP CL-A
BRCM
– –
-2,279,196
Closed -$132M
SYA
389
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
– –
-2,539,893
Closed -$80.7M
RENT
390
DELISTED
RENTRAK CORP
RENT
– –
-6,800
Closed -$323K
PCP
391
DELISTED
PRECISION CASTPARTS CORP
PCP
– –
-846,373
Closed -$196M
BMR
392
DELISTED
BIOMED REALTY TRUST INC
BMR
– –
-3,459,223
Closed -$81.9M
MDAS
393
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
– –
-1,044,541
Closed -$32.3M
DYAX
394
DELISTED
DYAX CORPORATION
DYAX
– –
-550,004
Closed -$20.7M
UTIW
395
DELISTED
UTI WORLDWIDE INC
UTIW
– –
-5,810,144
Closed -$40.8M
LBMH
396
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
– –
-547,719
Closed -$1.83M
WPP
397
DELISTED
WAUSAU PAPER CORP.
WPP
– –
-286,120
Closed -$2.93M
PMCS
398
DELISTED
P M C SIERRA INC
PMCS
– –
-6,671,439
Closed -$77.5M
BDBD
399
DELISTED
BOULDER BRANDS INC
BDBD
– –
-2,302,115
Closed -$25.3M
AVOL
400
DELISTED
AVOLON HLDGS LTD SHS (CYM)
AVOL
– –
-1,068,216
Closed -$33.1M
13 14 15
16
17

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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.