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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
FUND
251
Sprott Focus Trust
FUND
$293M
– –
-23,411
Closed -$163K
GLO
252
Clough Global Opportunities Fund
GLO
$249M
– –
-89,973
Closed -$805K
HLF icon
253
Herbalife
HLF
$1.23B
– –
-469,152
Closed -$11.3M
HUM icon
254
Humana
HUM
$46.7B
– –
-814,202
Closed -$166M
IGR
255
CBRE Global Real Estate Income Fund
IGR
$712M
– –
-104,915
Closed -$766K
IQV icon
256
IQVIA
IQV
$34.7B
– –
-254,459
Closed -$19.4M
JCI icon
257
Johnson Controls International
JCI
$87.5B
– –
-7,282
Closed -$300K
LBRDA icon
258
Liberty Broadband Class A
LBRDA
$4.14B
– –
-40,382
Closed -$2.93M
LRCX icon
259
Lam Research
LRCX
$382B
– –
-60,410
Closed -$639K
MAA icon
260
Mid-America Apartment Communities
MAA
$15.6B
– –
-138,886
Closed -$13.6M
MTN icon
261
Vail Resorts
MTN
$5.19B
– –
-78,065
Closed -$12.6M
NFJ
262
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-16,500
Closed -$208K
NXST icon
263
Nexstar Media Group
NXST
$5.6B
– –
-36,709
Closed -$2.32M
ON icon
264
ON Semiconductor
ON
$33.8B
– –
-372,269
Closed -$4.75M
RMT
265
Royce Micro-Cap Trust
RMT
$736M
– –
-19,243
Closed -$156K
SABA
266
Saba Capital Income & Opportunities Fund II
SABA
$220M
– –
-26,952
Closed -$349K
TY icon
267
TRI-Continental Corp
TY
$1.86B
– –
-26,168
Closed -$577K
UE icon
268
Urban Edge Properties
UE
$2.94B
– –
-635,214
Closed -$17.5M
VIVO
269
VivoPower PLC
VIVO
$131M
– –
-12,000
Closed -$660K
FAM
270
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
– –
-30,419
Closed -$339K
WWE
271
DELISTED
World Wrestling Entertainment
WWE
– –
-24,183
Closed -$445K
AMRS
272
DELISTED
Amyris Inc.
AMRS
– –
-1,000
Closed -$11K
DEX
273
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-22,877
Closed -$231K
MGU
274
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
– –
-12,827
Closed -$253K
TIVO
275
DELISTED
Tivo Inc
TIVO
– –
-700,434
Closed -$14.6M
9 10
11
12 13

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.