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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
NEWP
51
DELISTED
NEWPORT CORP
NEWP
$31.9M 0.37%
+1,385,223
New +$25.3M
TFM
52
DELISTED
THE FRESH MARKET, INC COM STK
TFM
$31.4M 0.36%
+1,100,423
New +$25.2M
BKHU
53
DELISTED
Black Hills Corporation
BKHU
$30.6M 0.35%
448,500
+188,500
+73% +$11.5M
NSC icon
54
Norfolk Southern
NSC
$78.8B
$30M 0.35%
360,673
+257,946
+251% +$19.5M
CKEC
55
DELISTED
Carmike Cinemas Inc
CKEC
$29.7M 0.34%
+987,074
New +$23.9M
TUMI
56
DELISTED
TUMI HLDGS INC COM
TUMI
$27.8M 0.32%
+1,037,375
New +$21.1M
RSTI
57
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$26.9M 0.31%
+834,813
New +$20.3M
WY.PRA
58
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$26.7M 0.31%
520,325
– –
GOOG icon
59
Alphabet (Google) Class C
GOOG
$3.9T
$26.2M 0.3%
704,300
– –
EDE
60
DELISTED
Empire District Electric
EDE
$25.7M 0.3%
+778,631
New +$24.2M
TLMR
61
DELISTED
TALMER BANCORP INC (MI)
TLMR
$25.4M 0.29%
+1,403,563
New +$23.7M
KLXI
62
DELISTED
KLX Inc.
KLXI
$19.7M 0.23%
728,358
+244,325
+50% +$5.98M
GGAC
63
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$19.6M 0.23%
1,972,460
– –
RACE icon
64
Ferrari
RACE
$63.3B
$18.4M 0.21%
+441,825
New +$17.8M
HPE icon
65
Hewlett Packard
HPE
$63.2B
$18.3M 0.21%
1,775,364
-1,566,908
-47% -$13.1M
KEYS icon
66
Keysight
KEYS
$54.5B
$17.8M 0.21%
642,392
+140,386
+28% +$3.52M
APOL
67
DELISTED
Apollo Education Group Inc Class A
APOL
$17.7M 0.21%
+2,153,638
New +$17.1M
WPXP
68
DELISTED
WPX Energy, Inc.
WPXP
$17.6M 0.2%
474,725
– –
MSGN
69
DELISTED
MSG Networks Inc.
MSGN
$17.5M 0.2%
1,014,368
+382,878
+61% +$6.68M
INSE icon
70
Inspired Entertainment
INSE
$177M
$17.1M 0.2%
1,739,900
-100
-0% -$977
BLD
71
DELISTED
TopBuild
BLD
$16.4M 0.19%
552,208
+205,174
+59% +$5.55M
LSG
72
DELISTED
LAKE SHORE GOLD CORP
LSG
$16.3M 0.19%
+11,124,867
New +$13.2M
KN icon
73
Knowles
KN
$3.22B
$16.2M 0.19%
1,229,959
+562,168
+84% +$6.92M
ENR icon
74
Energizer
ENR
$1.44B
$16.1M 0.19%
396,972
-6,612
-2% -$242K
CABO icon
75
Cable One
CABO
$213M
$15.8M 0.18%
36,086
+8,056
+29% +$3.43M
1 2
3
4 5

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HCM
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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.