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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
+6.13%
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
$8.87B
AUM Growth
-$771M
Cap. Flow
-$4.17B
Cap. Flow %
-47%
Top 10 Hldgs %
23.77%
Holding
416
New
66
Increased
19
Reduced
90
Closed
81

Top Buys

Rank Stock Value
1
DD
Du Pont De Nemours E I
DD
+$149M
2
WOOF
VCA Inc.
WOOF
+$127M
3
MBLY
Mobileye N.V.
MBLY
+$123M
4
MJN
Mead Johnson Nutrition Company
MJN
+$109M
5
RAI
Reynolds American Inc
RAI
+$93.9M

Top Sells

Rank Stock Value
1
LLTC
Linear Technology Corp
LLTC
+$229M
2
DD icon
DuPont de Nemours
DD
+$180M
3
SE
Spectra Energy Corp Wi
SE
+$171M
4
HUM icon
Humana
HUM
+$166M
5
CI icon
Cigna
CI
+$165M

Sector Composition

Rank Sector Weight
1 Materials 8.9%
2 Technology 8.84%
3 Consumer Staples 6.66%
4 Industrials 5.68%
5 Energy 4.92%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JASNW
226
DELISTED
Jason Industries, Inc.
JASNW
$108K ﹤0.01%
1,933,070
– –
ASB.WS
227
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$107K ﹤0.01%
20,065
– –
BHACW
228
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$92K ﹤0.01%
542,609
-2,911
-0.5% -$412
MACQW
229
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
$80K ﹤0.01%
+250,000
New +$75K
CYHHZ
230
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$79K ﹤0.01%
9,282,097
-744,052
-7% -$5.43K
JSYNR
231
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$61K ﹤0.01%
174,000
-26,000
-13% -$8.03K
SCACW
232
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$55K ﹤0.01%
+42,000
New +$47.4K
OACQR
233
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$55K ﹤0.01%
325,500
-24,500
-7% -$6.44K
JSYNW
234
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$54K ﹤0.01%
199,000
-1,000
-0.5% -$237
AXARW
235
DELISTED
Axar Acquisition Corp. Warrants
AXARW
$52K ﹤0.01%
697,500
-52,500
-7% -$4.39K
DELTW
236
DELISTED
Delta Technology Holdings Ltd.
DELTW
$51K ﹤0.01%
+920,480
New +$75.5K
VLYWW
237
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$40K ﹤0.01%
116,185
– –
OACQW
238
DELISTED
Origo Acquisition Corporation Warrants
OACQW
$39K ﹤0.01%
+350,000
New +$59.7K
ACP
239
abrdn Income Credit Strategies Fund
ACP
$640M
– –
-18,224
Closed -$237K
AMC icon
240
AMC Entertainment Holdings
AMC
$2.03B
– –
-15,532
Closed -$5.23M
AOD
241
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
– –
-55,630
Closed -$422K
ARDC
242
Are Dynamic Credit Allocation Fund
ARDC
$297M
– –
-40,474
Closed -$610K
AVNS icon
243
Avanos Medical
AVNS
$1.17B
– –
-168,421
Closed -$6.23M
BOE icon
244
BlackRock Enhanced Global Dividend Trust
BOE
$662M
– –
-29,300
Closed -$339K
CI icon
245
Cigna
CI
$76.6B
– –
-1,234,951
Closed -$165M
CUZ icon
246
Cousins Properties
CUZ
$5.29B
– –
-82,671
Closed -$2.81M
DBRG icon
247
DigitalBridge
DBRG
$2.94B
– –
-295,791
Closed -$17.7M
DD icon
248
DuPont de Nemours
DD
$18.6B
– –
-1,240,191
Closed -$180M
FTI icon
249
TechnipFMC
FTI
$30.6B
– –
-3,052,697
Closed -$80.7M
FTS icon
250
Fortis
FTS
$30B
– –
-42,907
Closed -$1.32M
8 9
10
11 12

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HCM
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AWA
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AQR Arbitrage's Q1 2017 Portfolio in Review

As of Q1 2017, AQR Arbitrage held 416 positions worth $8.87B, down 8% from $9.64B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

AQR Arbitrage withdrew a net $4.17B in Q1 2017, closing 81 positions and reducing 90 holdings. Its most notable exit was Linear Technology Corp, an estimated $229M position sold in full.

By sector, the portfolio is most concentrated in Materials at 8.9% of assets, up from 8.2% a quarter earlier, followed by Technology and Consumer Staples.

Against the trend, AQR Arbitrage opened a new position in Du Pont De Nemours E I worth $154M.

  • AQR Arbitrage's largest Q1 2017 buy was Du Pont De Nemours E I: 1,913,559 shares worth $154M.
  • AQR Arbitrage added most to Reynolds American Inc in Q1 2017, an estimated $93.9M increase.
  • AQR Arbitrage's biggest Q1 2017 reduction was PrivateBancorp Inc, cutting an estimated $88.9M.
  • AQR Arbitrage fully exited Linear Technology Corp in Q1 2017, selling an estimated $229M.
  • AQR Arbitrage's ten largest holdings make up 24% of its $8.87B portfolio in Q1 2017.
  • AQR Arbitrage opened 66 new positions and closed 81 in Q1 2017.
  • AQR Arbitrage's portfolio value fell 8% quarter-over-quarter to $8.87B.

Based on AQR Arbitrage's 13F filing for Q1 2017, filed 15 May 2017.