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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
CFCB
126
DELISTED
Centrue Financial Corporation
CFCB
$1.59M 0.02%
+61,214
New +$1.54M
EGAS
127
DELISTED
Gas Natural Inc.
EGAS
$1.59M 0.02%
125,461
-34,346
-21% -$435K
FBRC
128
DELISTED
FBR & Co. Common Stock
FBRC
$1.57M 0.02%
+87,105
New +$1.4M
DELL icon
129
Dell
DELL
$283B
$1.51M 0.02%
84,092
-37,290
-31% -$651K
QPACW
130
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$1.44M 0.02%
2,880,708
-251,918
-8% -$112K
GIG
131
DELISTED
GigPeak, Inc.
GIG
$1.42M 0.02%
+460,753
New +$1.31M
BLVDW
132
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$1.39M 0.02%
1,698,740
-169,102
-9% -$120K
EVHC.PR
133
DELISTED
Envision Healthcare Corporation
EVHC.PR
$1.3M 0.01%
11,400
– –
TRGP icon
134
Targa Resources
TRGP
$60.4B
$1.29M 0.01%
21,613
– –
DGAS
135
DELISTED
Delta Natural Gas Co Inc
DGAS
$1.26M 0.01%
+41,389
New +$1.18M
INSEW
136
DELISTED
Inspired Entertainment, Inc. Warrants
INSEW
$1.15M 0.01%
1,533,043
-106,957
-7% -$69.5K
USA icon
137
Liberty All-Star Equity Fund
USA
$1.75B
$1.08M 0.01%
197,207
-272,430
-58% -$1.48M
OKS
138
DELISTED
Oneok Partners LP
OKS
$921K 0.01%
17,057
– –
TLP
139
DELISTED
Transmontaigne
TLP
$899K 0.01%
20,121
– –
AWP
140
abrdn Global Premier Properties Fund
AWP
$377M
$880K 0.01%
51,274
-58,695
-53% -$965K
SCAC
141
DELISTED
Saban Capital Acquisition Corp. Class A Ordinary Share
SCAC
$832K 0.01%
+84,000
New +$851K
MPLX icon
142
MPLX
MPLX
$59.5B
$830K 0.01%
23,015
– –
BCX icon
143
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$805K 0.01%
93,589
-117,577
-56% -$1.01M
UA icon
144
Under Armour Class C
UA
$2.92B
$800K 0.01%
43,718
– –
WPZ
145
DELISTED
Williams Partners L.P.
WPZ
$773K 0.01%
18,936
– –
EPD icon
146
Enterprise Products Partners
EPD
$83.8B
$764K 0.01%
27,660
– –
HRMNW
147
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$758K 0.01%
1,515,467
-116,413
-7% -$68.2K
TGLS icon
148
Tecnoglass
TGLS
$2.01B
$707K 0.01%
65,127
-13,221
-17% -$153K
ENBL
149
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$702K 0.01%
42,053
– –
DCP
150
DELISTED
DCP Midstream, LP
DCP
$692K 0.01%
17,646
– –
4 5
6
7 8

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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.