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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
WCIC
301
DELISTED
WCI Communities, Inc.
WCIC
– –
-1,086,323
Closed -$25.5M
IQNT
302
DELISTED
Inteliquent, Inc.
IQNT
– –
-671,414
Closed -$15.4M
LOCK
303
DELISTED
LifeLock, Inc.
LOCK
– –
-1,628,705
Closed -$39M
TMH
304
DELISTED
Team Health Holdings Inc
TMH
– –
-2,336,033
Closed -$102M
APOL
305
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-4,076,868
Closed -$40.4M
AEPI
306
DELISTED
AEP Industries Inc
AEPI
– –
-142,877
Closed -$16.6M
IL
307
DELISTED
IntraLinks Holdings Inc.
IL
– –
-149,654
Closed -$2.02M
MEG
308
DELISTED
Media General, Inc
MEG
– –
-540,974
Closed -$10.2M
LSBG
309
DELISTED
Lake Sunapee Bank Group
LSBG
– –
-40,202
Closed -$948K
NRF
310
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-1,091,097
Closed -$16.5M
DTLK
311
DELISTED
Datalink Corp
DTLK
– –
-348,017
Closed -$3.92M
STJ
312
DELISTED
St Jude Medical
STJ
– –
-2,017,276
Closed -$162M
STLRU
313
DELISTED
Stellar Acquisition III Inc. Units
STLRU
– –
-800,000
Closed -$8.24M
VNR
314
DELISTED
Vanguard Natural Resources, LLC
VNR
– –
-54,023
Closed -$36K
ACAS
315
DELISTED
American Capital Ltd
ACAS
– –
-1,439,225
Closed -$25.8M
EDE
316
DELISTED
Empire District Electric
EDE
– –
-1,752,179
Closed -$59.7M
AMCC
317
DELISTED
Applied Micro Circuits Corporation New
AMCC
– –
-2,799,559
Closed -$23.1M
AHPAU
318
DELISTED
Avista Healthcare Public Acquisition Corp.Units
AHPAU
– –
-1,000,000
Closed -$10.1M
MACQU
319
DELISTED
M I Acquisitions, Inc. Unit
MACQU
– –
-500,000
Closed -$5.08M
9 10 11 12
13

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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.