We are live on ! Find out more
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
TCF
276
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-5,018
Closed -$272K
SCACU
277
DELISTED
Saban Capital Acquisition Corp. Units
SCACU
– –
-100,000
Closed -$1.04M
EVHC
278
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-58,049
Closed -$3.67M
KLXI
279
DELISTED
KLX Inc.
KLXI
– –
-574,172
Closed -$21.8M
SRCLP
280
DELISTED
Stericycle, Inc
SRCLP
– –
-100,000
Closed -$6.36M
AGC
281
DELISTED
Advent Claymore Conv Sec & Incme
AGC
– –
-47,691
Closed -$280K
MIIIU
282
DELISTED
M III Acquisition Corp
MIIIU
– –
-965,221
Closed -$9.55M
CPAAU
283
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
– –
-25,000
Closed -$271K
EXCU
284
DELISTED
Exelon Corporation
EXCU
– –
-675,800
Closed -$33M
MENT
285
DELISTED
Mentor Graphics Corp
MENT
– –
-2,911,531
Closed -$107M
ENH
286
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-1,659,571
Closed -$153M
GK
287
DELISTED
G&K Services Inc
GK
– –
-808,528
Closed -$78M
LLTC
288
DELISTED
Linear Technology Corp
LLTC
– –
-3,678,931
Closed -$229M
HAR
289
DELISTED
Harman International Industries
HAR
– –
-1,133,558
Closed -$126M
YDKN
290
DELISTED
Yadkin Financial Corporation
YDKN
– –
-2,329,470
Closed -$79.8M
BATS
291
DELISTED
Bats Global Markets, Inc.
BATS
– –
-2,895,845
Closed -$97M
EQY
292
DELISTED
Equity One
EQY
– –
-2,725,337
Closed -$83.6M
CLC
293
DELISTED
Clarcor
CLC
– –
-353,600
Closed -$29.2M
LIOX
294
DELISTED
Lionbridge Technologies
LIOX
– –
-468,984
Closed -$2.72M
SE
295
DELISTED
Spectra Energy Corp Wi
SE
– –
-4,169,834
Closed -$171M
HCACW
296
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
– –
-1,028,837
Closed -$875K
ISIL
297
DELISTED
Intersil Corp
ISIL
– –
-4,551,363
Closed -$101M
IOC
298
DELISTED
Interoil Corporation
IOC
– –
-73,833
Closed -$3.51M
NILE
299
DELISTED
Blue Nile, Inc.
NILE
– –
-167,006
Closed -$6.79M
VASC
300
DELISTED
Vascular Solutions Inc
VASC
– –
-95,400
Closed -$5.35M
9 10 11
12
13

Similar funds

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.