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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
DYNC
51
DELISTED
Vistra Energy Corp.
DYNC
$28.1M 0.32%
477,175
-12,575
-3% -$794K
AIRM
52
DELISTED
Air Methods Corp
AIRM
$27.9M 0.31%
+648,354
New +$25.1M
CC icon
53
Chemours
CC
$2.59B
$27.2M 0.31%
706,607
-391,667
-36% -$11.8M
AA icon
54
Alcoa
AA
$11.7B
$26.9M 0.3%
781,735
-219,044
-22% -$7.67M
MSGN
55
DELISTED
MSG Networks Inc.
MSGN
$26.4M 0.3%
1,130,558
-2,648
-0.2% -$59.2K
ENR icon
56
Energizer
ENR
$1.44B
$25.6M 0.29%
459,264
– –
CABO icon
57
Cable One
CABO
$213M
$25.6M 0.29%
40,974
– –
HPE icon
58
Hewlett Packard
HPE
$63.2B
$25.6M 0.29%
1,855,599
-253,450
-12% -$3.41M
FTV icon
59
Fortive
FTV
$19B
$25.2M 0.28%
662,404
-1,589
-0.2% -$57K
MPACU
60
DELISTED
Matlin & Partners Acquisition Corporation Units
MPACU
$25.1M 0.28%
+2,500,000
New +$25.1M
NGVT icon
61
Ingevity
NGVT
$2.55B
$24.8M 0.28%
408,034
-3,497
-0.8% -$198K
EBAY icon
62
eBay
EBAY
$48.6B
$24.6M 0.28%
732,981
-75,710
-9% -$2.46M
LITE icon
63
Lumentum
LITE
$59.4B
$24.1M 0.27%
452,047
-34,425
-7% -$1.52M
YUMC icon
64
Yum China
YUMC
$14.9B
$23.6M 0.27%
868,237
-46,180
-5% -$1.23M
VREX icon
65
Varex Imaging
VREX
$460M
$22.5M 0.25%
+669,170
New +$21.2M
QCP
66
DELISTED
Quality Care Properties, Inc.
QCP
$22.4M 0.25%
1,186,263
-60,218
-5% -$1.07M
NSR
67
DELISTED
Neustar Inc
NSR
$22M 0.25%
662,432
-3,044
-0.5% -$101K
PCBK
68
DELISTED
Pacific Continental Corp
PCBK
$21M 0.24%
+858,629
New +$21.2M
XXIA
69
DELISTED
Ixia
XXIA
$20.9M 0.24%
+1,065,411
New +$20M
BKHU
70
DELISTED
Black Hills Corporation
BKHU
$20.6M 0.23%
281,523
-166,977
-37% -$11.7M
LSCC icon
71
Lattice Semiconductor
LSCC
$17.6B
$19.7M 0.22%
2,849,962
-13,823
-0.5% -$97.7K
GNW icon
72
Genworth Financial
GNW
$3.8B
$19.2M 0.22%
4,666,501
-23,447
-0.5% -$90.3K
CCP
73
DELISTED
Care Capital Properties, Inc.
CCP
$19M 0.21%
706,991
-2,063
-0.3% -$52K
CWEI
74
DELISTED
Clayton Williams Energy, Inc.
CWEI
$19M 0.21%
+143,752
New +$19.3M
CNDT icon
75
Conduent
CNDT
$230M
$18.6M 0.21%
+1,108,965
New +$16.9M
1 2
3
4 5

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HCM
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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.