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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
FRP
101
DELISTED
Fairpoint Communications, Inc.
FRP
$6.75M 0.08%
406,610
-32,541
-7% -$571K
SCNB
102
DELISTED
Suffolk Bancorp
SCNB
$6.73M 0.08%
166,456
-4,123
-2% -$173K
MBVT
103
DELISTED
Merchants Bancshares Inc
MBVT
$6.7M 0.08%
137,606
– –
TRR
104
DELISTED
Trc Companies
TRR
$6.17M 0.07%
+353,500
New +$3.8M
EXAR
105
DELISTED
Exar Corporation
EXAR
$5.48M 0.06%
+420,979
New +$4.51M
UTEK
106
DELISTED
Ultratech Inc.
UTEK
$5.18M 0.06%
+174,813
New +$4.85M
GSHTU
107
DELISTED
Gores Holdings II, Inc. Units
GSHTU
$4.12M 0.05%
+400,000
New +$4.15M
ORGO icon
108
Organogenesis Holdings
ORGO
$308M
$3.98M 0.04%
+400,000
New +$3.95M
BRQS
109
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$3.87M 0.04%
1,945
-216
-10% -$428K
NWSA icon
110
News Corp Class A
NWSA
$14.5B
$3.39M 0.04%
260,487
-4,555
-2% -$57K
OACQ
111
DELISTED
Origo Acquisition Corporation
OACQ
$3.38M 0.04%
325,500
– –
PHUN icon
112
Phunware
PHUN
$44M
$3.02M 0.03%
+6,000
New +$3.03M
FG
113
DELISTED
FGL Holdings Ordinary Shares
FG
$3M 0.03%
300,000
-1,100,000
-79% -$11M
UAM
114
DELISTED
Universal American Corp
UAM
$2.73M 0.03%
273,305
-6,460
-2% -$64.3K
NICE icon
115
Nice
NICE
$5.29B
$2.65M 0.03%
+39,000
New +$2.68M
PRTH icon
116
Priority Technology Holdings
PRTH
$518M
$2.52M 0.03%
+250,000
New +$2.51M
ASAP
117
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$2.49M 0.03%
12,500
-12,500
-50% -$2.49M
SGM
118
DELISTED
Stonegate Mortgage Corporation
SGM
$2.49M 0.03%
+312,844
New +$2.3M
BKNG icon
119
Booking.com
BKNG
$138B
$2.33M 0.03%
32,700
-28,250
-46% -$1.86M
KLRE
120
DELISTED
KLR Energy Acquisition Corp
KLRE
$2.06M 0.02%
200,000
-300,000
-60% -$3.11M
MIC
121
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$2.04M 0.02%
25,348
-2,043
-7% -$162K
CLACW
122
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$2.04M 0.02%
1,075,000
-675,000
-39% -$739K
ISUN
123
DELISTED
iSun, Inc. Common Stock
ISUN
$1.78M 0.02%
174,000
-26,000
-13% -$265K
LMIA
124
DELISTED
LMI Aerospace Inc
LMIA
$1.78M 0.02%
+129,011
New +$1.46M
VRTSP
125
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.75M 0.02%
+17,975
New +$1.78M
3 4
5
6 7

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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.