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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
VLP
176
DELISTED
Valero Energy Partners LP
VLP
$490K 0.01%
10,221
– –
DSKEW
177
DELISTED
Daseke, Inc. Warrant
DSKEW
$480K 0.01%
+428,837
New +$465K
BPL
178
DELISTED
Buckeye Partners, L.P.
BPL
$458K 0.01%
6,687
– –
SEP
179
DELISTED
Spectra Engy Parters Lp
SEP
$455K 0.01%
10,414
– –
ELECW
180
DELISTED
Electrum Special Acquisition Corporation
ELECW
$446K 0.01%
+990,000
New +$450K
IIM icon
181
Invesco Value Municipal Income Trust
IIM
$583M
$443K 0.01%
30,342
– –
ETP
182
DELISTED
Energy Transfer Partners, L.P.
ETP
$439K 0.01%
17,976
– –
PSXP
183
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$423K ﹤0.01%
8,245
– –
GEL icon
184
Genesis Energy
GEL
$1.84B
$419K ﹤0.01%
12,925
– –
GPACW
185
DELISTED
Global Partner Acquisition Corp
GPACW
$417K ﹤0.01%
1,068,000
– –
AHPAW
186
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$410K ﹤0.01%
+1,000,000
New +$490K
SEVN
187
Seven Hills Realty Trust
SEVN
$179M
$408K ﹤0.01%
20,182
-19,058
-49% -$383K
GAM
188
General American Investors Company
GAM
$1.54B
$398K ﹤0.01%
11,864
-24,147
-67% -$793K
GPIAW
189
DELISTED
GP Investments Acquisition Corp
GPIAW
$395K ﹤0.01%
+987,500
New +$595K
VTRS icon
190
Viatris
VTRS
$20.1B
$390K ﹤0.01%
+10,000
New +$403K
CNXM
191
DELISTED
CNX Midstream Partners LP
CNXM
$387K ﹤0.01%
16,400
– –
HRI icon
192
Herc Holdings
HRI
$5.43B
$381K ﹤0.01%
7,787
-1,503
-16% -$70.7K
MMLP icon
193
Martin Midstream Partners
MMLP
$95.9M
$375K ﹤0.01%
18,768
– –
EEP
194
DELISTED
Enbridge Energy Partners
EEP
$370K ﹤0.01%
19,465
– –
PEO
195
Adams Natural Resources Fund
PEO
$759M
$369K ﹤0.01%
19,765
+573
+3% +$10.9K
TGP
196
DELISTED
Teekay LNG Partners L.P.
TGP
$357K ﹤0.01%
20,319
– –
ASIX icon
197
AdvanSix
ASIX
$567M
$355K ﹤0.01%
13,011
-2,512
-16% -$65.1K
LCAHW
198
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$340K ﹤0.01%
500,000
– –
UNH icon
199
UnitedHealth
UNH
$382B
$335K ﹤0.01%
+2,042
New +$334K
PJT icon
200
PJT Partners
PJT
$4.37B
$334K ﹤0.01%
9,524
-1,900
-17% -$65.8K
6 7
8
9 10

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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.