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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
CCP
76
DELISTED
Care Capital Properties, Inc.
CCP
$15.7M 0.18%
583,891
+72,488
+14% +$2.01M
LTRPA
77
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$15.6M 0.18%
702,611
+332,706
+90% +$7.31M
GCI
78
DELISTED
Gannett Co., Inc
GCI
$15M 0.17%
990,974
+439,038
+80% +$6.62M
EBAY icon
79
eBay
EBAY
$48.6B
$14.8M 0.17%
620,380
+69,772
+13% +$1.7M
CDK
80
DELISTED
CDK Global, Inc.
CDK
$14.7M 0.17%
315,988
-1,087
-0.3% -$48.4K
INFO
81
DELISTED
IHS Markit Ltd. Common Shares
INFO
$14.7M 0.17%
+415,823
New +$12.1M
AVNS icon
82
Avanos Medical
AVNS
$1.17B
$14.6M 0.17%
509,716
+258,743
+103% +$6.89M
WPG
83
DELISTED
Washington Prime Group Inc.
WPG
$13.9M 0.16%
163,074
+75,756
+87% +$6.16M
UE icon
84
Urban Edge Properties
UE
$2.94B
$13.4M 0.16%
518,411
+238,340
+85% +$5.74M
DNOW icon
85
DNOW Inc
DNOW
$2.63B
$13.1M 0.15%
738,694
-13,902
-2% -$214K
DBRG icon
86
DigitalBridge
DBRG
$2.94B
$12.7M 0.15%
280,677
-4,786
-2% -$211K
CC icon
87
Chemours
CC
$2.59B
$12.5M 0.14%
1,782,454
-24,207
-1% -$122K
UNIT
88
Uniti Group
UNIT
$2.63B
$12.1M 0.14%
544,685
+521,085
+2,208% +$10.1M
LITE icon
89
Lumentum
LITE
$59.4B
$11.6M 0.13%
428,352
+204,175
+91% +$4.72M
TIME
90
DELISTED
Time Inc.
TIME
$11.1M 0.13%
720,054
-13,843
-2% -$199K
SNDK
91
DELISTED
SANDISK CORP
SNDK
$10.8M 0.13%
142,572
-43,739
-23% -$3.15M
ABCW
92
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
$9.64M 0.11%
+213,896
New +$9.11M
CSCD
93
DELISTED
CASCADE MICROTECH, INC.
CSCD
$8.8M 0.1%
+426,703
New +$7.92M
ARWA
94
DELISTED
Arowana Inc.
ARWA
$8.71M 0.1%
875,000
– –
FGL
95
DELISTED
Fidelity & Guaranty Life
FGL
$8.71M 0.1%
331,991
+73,400
+28% +$1.86M
HAWK
96
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.68M 0.1%
253,019
-4,572
-2% -$166K
LBRDA icon
97
Liberty Broadband Class A
LBRDA
$4.14B
$8.33M 0.1%
143,159
+69,132
+93% +$3.49M
CCN
98
DELISTED
CardConnect Corp.
CCN
$8.19M 0.1%
815,000
-75,000
-8% -$746K
GCP
99
DELISTED
GCP Applied Technologies Inc.
GCP
$7.45M 0.09%
+373,355
New +$6.78M
BLT
100
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$7.14M 0.08%
715,535
+179,863
+34% +$1.73M
2 3
4
5 6

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.