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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
WBT
201
DELISTED
Welbilt, Inc.
WBT
$327K ﹤0.01%
16,639
-3,319
-17% -$63.6K
MTW icon
202
Manitowoc
MTW
$516M
$318K ﹤0.01%
13,966
-2,696
-16% -$66.5K
SHLX
203
DELISTED
Shell Midstream Partners, L.P.
SHLX
$310K ﹤0.01%
9,609
– –
CBOE icon
204
Cboe Global Markets
CBOE
$29.8B
$289K ﹤0.01%
+3,568
New +$279K
EACQW
205
DELISTED
Easterly Acquisition Corp.
EACQW
$288K ﹤0.01%
823,250
-101,750
-11% -$41.8K
NAC icon
206
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$287K ﹤0.01%
19,944
-4,200
-17% -$60.4K
MIIIW
207
DELISTED
M III Acquisition Corp. Warrant
MIIIW
$275K ﹤0.01%
+808,712
New +$231K
LKSD
208
DELISTED
LSC Communications, Inc.
LKSD
$274K ﹤0.01%
10,871
-2,101
-16% -$54.9K
APVO icon
209
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
BNED icon
210
Barnes & Noble Education
BNED
$412M
$268K ﹤0.01%
279
-54
-16% -$55K
QHC
211
DELISTED
Quorum Health Corporation
QHC
$259K ﹤0.01%
47,681
-9,190
-16% -$74.8K
AFI
212
DELISTED
Armstrong Flooring, Inc.
AFI
$258K ﹤0.01%
13,995
-2,698
-16% -$54.7K
AGD
213
abrdn Global Dynamic Dividend Fund
AGD
$315M
$251K ﹤0.01%
25,730
-30,588
-54% -$289K
DFIN icon
214
Donnelley Financial Solutions
DFIN
$1.21B
$245K ﹤0.01%
12,726
-2,460
-16% -$55.4K
PKY
215
DELISTED
Parkway, Inc.
PKY
$241K ﹤0.01%
12,098
-43,674
-78% -$912K
GOOS
216
Canada Goose Holdings
GOOS
$868M
$239K ﹤0.01%
+15,000
New +$244K
SPXC icon
217
SPX Corp
SPXC
$11B
$232K ﹤0.01%
9,552
-33,682
-78% -$835K
STLRW
218
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
$204K ﹤0.01%
+600,000
New +$191K
BHACR
219
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$194K ﹤0.01%
545,520
– –
VCV icon
220
Invesco California Value Municipal Income Trust
VCV
$515M
$187K ﹤0.01%
15,143
– –
AKP
221
DELISTED
Alliance Californa Muni Fd
AKP
$179K ﹤0.01%
+13,469
New +$180K
FCFP
222
DELISTED
FIRST COMMUNITY FINANCIAL PARTNERS INC.
FCFP
$172K ﹤0.01%
+13,473
New +$166K
PAACR
223
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
$159K ﹤0.01%
398,300
-16,700
-4% -$7.87K
AGFSW
224
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$139K ﹤0.01%
534,500
-5,500
-1% -$864
PLYAW
225
DELISTED
Playa Hotels & Resorts N.V. Warrants
PLYAW
$115K ﹤0.01%
+150,000
New +$117K
7 8
9
10 11

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GA
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CIS
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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.