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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
VAL
1
DELISTED
Valspar
VAL
$186M 2.1%
1,680,375
+48,907
+3% +$5.37M
WWAV
2
DELISTED
The WhiteWave Foods Company
WWAV
$186M 2.1%
3,312,368
+278,087
+9% +$15.3M
YHOO
3
DELISTED
Yahoo Inc
YHOO
$176M 1.99%
3,793,194
+216,312
+6% +$9.66M
CFCOW
4
DELISTED
CF Corporation
CFCOW
$175M 1.98%
+955,650
New +$1.34M
WR
5
DELISTED
Westar Energy Inc
WR
$172M 1.94%
3,167,746
+249,859
+9% +$13.6M
NXPI icon
6
NXP Semiconductors
NXPI
$68B
$165M 1.86%
1,591,780
+44,203
+3% +$4.47M
BEAV
7
DELISTED
B/E Aerospace Inc
BEAV
$161M 1.82%
2,518,256
-32,558
-1% -$2.04M
MBLY
8
DELISTED
Mobileye N.V.
MBLY
$156M 1.76%
+2,548,068
New +$123M
TSNU
9
DELISTED
Tyson Foods, Inc.
TSNU
$155M 1.75%
2,294,550
-215,775
-9% -$14.8M
DD
10
DELISTED
Du Pont De Nemours E I
DD
$154M 1.73%
+1,913,559
New +$149M
MON
11
DELISTED
Monsanto Co
MON
$152M 1.72%
1,344,164
+32,883
+3% +$3.64M
CST
12
DELISTED
CST Brands, Inc.
CST
$149M 1.68%
3,104,048
-83,435
-3% -$4.03M
BRCD
13
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$138M 1.55%
11,031,669
+675,425
+7% +$8.39M
TWX
14
DELISTED
Time Warner Inc
TWX
$132M 1.49%
1,355,945
+265,694
+24% +$25.7M
WOOF
15
DELISTED
VCA Inc.
WOOF
$130M 1.47%
+1,419,869
New +$127M
LVLT
16
DELISTED
Level 3 Communications Inc
LVLT
$129M 1.45%
2,251,274
+1,189,821
+112% +$68.7M
RAI
17
DELISTED
Reynolds American Inc
RAI
$127M 1.43%
2,014,622
+1,563,050
+346% +$93.9M
MJN
18
DELISTED
Mead Johnson Nutrition Company
MJN
$118M 1.33%
+1,322,734
New +$109M
WNR
19
DELISTED
Western Refining Inc
WNR
$106M 1.2%
3,026,777
+795,247
+36% +$28.7M
AGU
20
DELISTED
Agrium
AGU
$105M 1.18%
1,098,343
+136,093
+14% +$13.7M
CAB
21
DELISTED
Cabela's Inc
CAB
$104M 1.18%
1,961,659
-7,980
-0.4% -$409K
ZLTQ
22
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$103M 1.17%
+1,857,194
New +$93.1M
EVER
23
DELISTED
Everbank Financial Corp
EVER
$103M 1.16%
5,281,863
+1,089,545
+26% +$21.2M
TMUSP
24
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$87.9M 0.99%
834,525
-103,375
-11% -$10.4M
CHMT
25
DELISTED
Chemtura Corporation
CHMT
$82.8M 0.93%
2,478,336
-79,985
-3% -$2.65M
1
2 3 4 5

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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.