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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
FNTEU
76
DELISTED
FinTech Acquisition Corp. II Unit
FNTEU
$18.5M 0.21%
+1,800,000
New +$18.2M
SBY
77
DELISTED
Silver Bay Realty Trust Corp.
SBY
$17.2M 0.19%
+800,452
New +$15.2M
GCP
78
DELISTED
GCP Applied Technologies Inc.
GCP
$15.7M 0.18%
481,512
-1,946
-0.4% -$56.2K
DCUD
79
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.4M 0.17%
303,475
-1,950
-0.6% -$97.8K
PK icon
80
Park Hotels & Resorts
PK
$2.97B
$14.7M 0.17%
+571,652
New +$15.2M
UNIT
81
Uniti Group
UNIT
$2.63B
$14.1M 0.16%
546,014
-47,200
-8% -$1.26M
MGI
82
DELISTED
MoneyGram International, Inc. New
MGI
$11.9M 0.13%
+710,147
New +$9.55M
ALJ
83
DELISTED
Alon USA Energy Inc
ALJ
$10.5M 0.12%
+864,940
New +$10.3M
SRUNU
84
DELISTED
Silver Run Acquisition Corporation II Units
SRUNU
$10.4M 0.12%
+1,000,000
New +$10.4M
FGL
85
DELISTED
Fidelity & Guaranty Life
FGL
$10.4M 0.12%
373,478
-40,813
-10% -$1.05M
DCUC
86
DELISTED
Dominion Energy, Inc.
DCUC
$10.1M 0.11%
200,000
– –
HAWK
87
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$10M 0.11%
247,390
+11,077
+5% +$411K
HUNTU
88
DELISTED
Hunter Maritime Acquisition Corp. Unit
HUNTU
$9.88M 0.11%
950,000
– –
HGV icon
89
Hilton Grand Vacations
HGV
$3.84B
$9.8M 0.11%
+341,850
New +$9.75M
MPG
90
DELISTED
Metaldyne Performance Group Inc.
MPG
$9.59M 0.11%
419,567
– –
CACB
91
DELISTED
Cascade Bancorp
CACB
$9.15M 0.1%
1,187,016
– –
HEOP
92
DELISTED
Heritage Oaks Bancorp
HEOP
$9.07M 0.1%
679,470
+39,772
+6% +$527K
OKSB
93
DELISTED
Southwest Bancorp Inc/OK
OKSB
$9.02M 0.1%
344,744
– –
LMOS
94
DELISTED
Lumos Networks Corp
LMOS
$8.49M 0.1%
+479,425
New +$7.99M
SGBK
95
DELISTED
Stonegate Bank
SGBK
$8.21M 0.09%
+174,259
New +$7.89M
IEA
96
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
$7.92M 0.09%
+808,712
New +$7.89M
SWNC
97
DELISTED
Southwestern Energy Company
SWNC
$7.59M 0.09%
379,300
– –
KAACU
98
DELISTED
Kayne Anderson Acquisition Corp. Unit
KAACU
$7.51M 0.08%
+750,000
New +$7.51M
BCE icon
99
BCE
BCE
$19.9B
$7.34M 0.08%
+166,165
New +$7.32M
GCI
100
DELISTED
Gannett Co., Inc
GCI
$6.75M 0.08%
805,882
– –
2 3
4
5 6

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.