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
PVTB
26
DELISTED
PrivateBancorp Inc
PVTB
$82.6M 0.93%
1,391,683
-1,587,120
-53% -$88.9M
CEB
27
DELISTED
CEB Inc.
CEB
$80.6M 0.91%
+1,025,832
New +$78.9M
ALR
28
DELISTED
Alere Inc
ALR
$79.3M 0.89%
1,995,337
-36,471
-2% -$1.42M
HW
29
DELISTED
Headwaters Inc
HW
$75.3M 0.85%
3,207,615
+206,544
+7% +$4.81M
SWC
30
DELISTED
Stillwater Mining Co
SWC
$73.8M 0.83%
4,275,966
-88,243
-2% -$1.51M
ANTX
31
DELISTED
Anthem, Inc.
ANTX
$66.3M 0.75%
1,320,250
– –
GXP.PRB.CL
32
DELISTED
Great Plains Energy Incorporated
GXP.PRB.CL
$61.7M 0.7%
1,159,125
-9,000
-0.8% -$467K
WGL
33
DELISTED
Wgl Holdings
WGL
$58M 0.65%
+703,320
New +$57.2M
JOY
34
DELISTED
Joy Global Inc
JOY
$55.1M 0.62%
1,949,851
-1,111,023
-36% -$31.3M
INVN
35
DELISTED
Invensense Inc
INVN
$53.5M 0.6%
4,233,776
+2,453,876
+138% +$30.6M
RAD
36
DELISTED
Rite Aid Corporation
RAD
$53.2M 0.6%
625,678
-256,575
-29% -$30.9M
NMBL
37
DELISTED
Nimble Storage, Inc.
NMBL
$45.3M 0.51%
+3,622,232
New +$35.5M
WELL.PRI
38
DELISTED
Welltower Inc.
WELL.PRI
$44.2M 0.5%
697,025
-167,800
-19% -$10.2M
CFNL
39
DELISTED
Cardinal Financial Corp
CFNL
$41M 0.46%
1,368,844
-138,155
-9% -$4.27M
DGI
40
DELISTED
DigitalGlobe Inc.
DGI
$41M 0.46%
+1,250,986
New +$38.2M
AF
41
DELISTED
Astoria Financial Corporation
AF
$38.6M 0.44%
+1,882,414
New +$36.4M
MPSX
42
DELISTED
Multi Packaging Solutions Intl.
MPSX
$38.3M 0.43%
+2,132,031
New +$36.4M
ISLE
43
DELISTED
Isle of Capri Casinos Inc
ISLE
$37M 0.42%
1,404,688
-93,043
-6% -$2.3M
BIVV
44
DELISTED
Bioverativ Inc. Common Stock
BIVV
$32.6M 0.37%
+598,525
New +$29.5M
AWH
45
DELISTED
Allied World Assurance Co Hld Lt
AWH
$29.7M 0.34%
559,918
+271,029
+94% +$14.4M
LW icon
46
Lamb Weston
LW
$6.85B
$29.4M 0.33%
699,565
-106,843
-13% -$4.22M
BLD
47
DELISTED
TopBuild
BLD
$28.9M 0.33%
613,981
-16,230
-3% -$659K
ADNT icon
48
Adient
ADNT
$1.6B
$28.7M 0.32%
395,421
-172,735
-30% -$11.3M
RACE icon
49
Ferrari
RACE
$63.3B
$28.4M 0.32%
382,401
-72,973
-16% -$4.74M
VSM
50
DELISTED
Versum Materials, Inc.
VSM
$28.3M 0.32%
926,131
-26,647
-3% -$778K
1
2
3 4 5

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.