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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
JMG
101
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$6.61M 0.08%
552,865
+489,890
+778% +$5.87M
POWR
102
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$5.86M 0.07%
+313,355
New +$4.45M
HLF icon
103
Herbalife
HLF
$1.23B
$5.5M 0.06%
178,814
-10,950
-6% -$283K
WIBC
104
DELISTED
WILSHIRE BANCORP INC
WIBC
$5.33M 0.06%
517,263
-395,699
-43% -$4.06M
FTRPR
105
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$5.22M 0.06%
50,000
– –
AAPC
106
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.21M 0.06%
500,000
– –
AUMA
107
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$5.02M 0.06%
510,000
-500,000
-50% -$4.89M
KLREU
108
DELISTED
KLR Energy Acquisition Corp.
KLREU
$5.01M 0.06%
+500,000
New +$5M
LMB icon
109
Limbach Holdings
LMB
$867M
$4.46M 0.05%
450,540
– –
PNX
110
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$4.45M 0.05%
120,675
+28,100
+30% +$1.03M
BRQS
111
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.15M 0.05%
2,161
– –
TFCFA
112
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$3.63M 0.04%
130,210
-648,713
-83% -$17.4M
CNLM
113
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.54M 0.04%
350,000
– –
CTXS
114
DELISTED
Citrix Systems Inc
CTXS
$3.46M 0.04%
55,255
-38,179
-41% -$2.16M
NWSA icon
115
News Corp Class A
NWSA
$14.5B
$3.38M 0.04%
265,042
– –
CRC
116
DELISTED
California Resources Corporation
CRC
$3.38M 0.04%
327,651
– –
RQI icon
117
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$3.1M 0.04%
249,445
-54,813
-18% -$622K
BCX icon
118
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$2.84M 0.03%
394,176
-17,718
-4% -$118K
RSE
119
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
$2.79M 0.03%
+151,860
New +$2.62M
JQC icon
120
Nuveen Credit Strategies Income Fund
JQC
$702M
$2.69M 0.03%
340,363
-69,635
-17% -$527K
COB
121
DELISTED
CommunityOne Bancorp
COB
$2.68M 0.03%
201,952
+80,258
+66% +$1.04M
FXCB
122
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$2.67M 0.03%
138,054
+80,400
+139% +$1.55M
FSD
123
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.63M 0.03%
180,008
-20,788
-10% -$289K
NTLS
124
DELISTED
NTELOS HLDGS CORP COM
NTLS
$2.61M 0.03%
283,806
+96,433
+51% +$886K
KEY.PRG
125
DELISTED
KeyCorp Pfd
KEY.PRG
$2.61M 0.03%
20,000
– –
3 4
5
6 7

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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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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.