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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
MMP
151
DELISTED
Magellan Midstream Partners, L.P.
MMP
$689K 0.01%
8,957
– –
BWP
152
DELISTED
Boardwalk Pipeline Partners
BWP
$681K 0.01%
37,202
– –
ADX icon
153
Adams Diversified Equity Fund
ADX
$3.17B
$670K 0.01%
48,751
-15,533
-24% -$208K
INSE icon
154
Inspired Entertainment
INSE
$177M
$668K 0.01%
62,976
-134,624
-68% -$1.2M
CET
155
Central Securities Corp
CET
$1.54B
$637K 0.01%
26,557
-20,971
-44% -$482K
SMC
156
Summit Midstream
SMC
$421M
$627K 0.01%
1,742
– –
RMP
157
DELISTED
Rice Midstream Partners LP
RMP
$627K 0.01%
24,868
– –
WES
158
DELISTED
Western Gas Partners Lp
WES
$625K 0.01%
10,341
– –
HEP
159
DELISTED
Holly Energy Partners, L.P.
HEP
$621K 0.01%
17,387
– –
NS
160
DELISTED
NuStar Energy L.P.
NS
$610K 0.01%
11,739
– –
ETP
161
DELISTED
Energy Transfer Partners L.p.
ETP
$606K 0.01%
16,605
– –
TEP
162
DELISTED
Tallgrass Energy Partners, LP
TEP
$599K 0.01%
11,260
– –
KMI icon
163
Kinder Morgan
KMI
$73.1B
$595K 0.01%
27,367
– –
CEQP
164
DELISTED
Crestwood Equity Partners LP
CEQP
$594K 0.01%
22,636
– –
KLREW
165
DELISTED
KLR Energy Acquisition Corp.
KLREW
$590K 0.01%
500,000
– –
TCP
166
DELISTED
TC Pipelines LP
TCP
$589K 0.01%
9,875
– –
CQP icon
167
Cheniere Energy
CQP
$31.8B
$584K 0.01%
18,085
– –
SEMG
168
DELISTED
SEMGROUP CORPORATION
SEMG
$574K 0.01%
15,933
– –
PAA icon
169
Plains All American Pipeline
PAA
$17.4B
$559K 0.01%
17,670
– –
XRA
170
DELISTED
Exeter Resources Corporation
XRA
$556K 0.01%
+321,130
New +$348K
ENLK
171
DELISTED
EnLink Midstream Partners, LP
ENLK
$531K 0.01%
29,009
– –
EVBS
172
DELISTED
Eastern Virginia Bankshares In
EVBS
$525K 0.01%
50,127
– –
APU
173
DELISTED
AmeriGas Partners, L.P.
APU
$516K 0.01%
10,964
– –
ANDX
174
DELISTED
Andeavor Logistics LP
ANDX
$504K 0.01%
9,250
– –
ATLC icon
175
Atlanticus Holdings
ATLC
$1.5B
$500K 0.01%
191,430
– –
5 6
7
8 9

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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.