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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
+6.42%
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
$9.14B
AUM Growth
+$279M
Cap. Flow
-$3.2B
Cap. Flow %
-35.02%
Top 10 Hldgs %
25.94%
Holding
414
New
80
Increased
77
Reduced
36
Closed
76

Top Buys

Rank Stock Value
1
DFT
DuPont Fabros Technology Inc.
DFT
+$171M
2
HUN icon
Huntsman Corp
HUN
+$166M
3
RICE
Rice Energy Inc.
RICE
+$117M
4
PNRA
Panera Bread Co
PNRA
+$114M
5
AKRX
Akorn Inc
AKRX
+$113M

Top Sells

Rank Stock Value
1
VAL
Valspar
VAL
+$186M
2
WWAV
The WhiteWave Foods Company
WWAV
+$186M
3
YHOO
Yahoo Inc
YHOO
+$176M
4
CFCOW
CF Corporation
CFCOW
+$175M
5
BEAV
B/E Aerospace Inc
BEAV
+$161M

Sector Composition

Rank Sector Weight
1 Technology 9.26%
2 Materials 6.38%
3 Healthcare 5.93%
4 Consumer Discretionary 5.2%
5 Consumer Staples 4.61%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QHC
226
DELISTED
Quorum Health Corporation
QHC
$198K ﹤0.01%
47,681
– –
KAACW
227
DELISTED
Kayne Anderson Acquisition Corp.
KAACW
$195K ﹤0.01%
+250,000
New +$218K
BHACR
228
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$195K ﹤0.01%
487,260
-58,260
-11% -$21.7K
AKP
229
DELISTED
Alliance Californa Muni Fd
AKP
$191K ﹤0.01%
13,965
+496
+4% +$6.76K
AGFSW
230
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$186K ﹤0.01%
200,528
-333,972
-62% -$235K
CYHHZ
231
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$181K ﹤0.01%
9,282,097
– –
JASNW
232
DELISTED
Jason Industries, Inc.
JASNW
$175K ﹤0.01%
1,933,070
– –
FCFP
233
DELISTED
FIRST COMMUNITY FINANCIAL PARTNERS INC.
FCFP
$174K ﹤0.01%
13,473
– –
VCV icon
234
Invesco California Value Municipal Income Trust
VCV
$515M
$148K ﹤0.01%
11,734
-3,409
-23% -$42.9K
OACQR
235
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$77K ﹤0.01%
325,500
– –
MACQW
236
DELISTED
M I Acquisitions, Inc. Warrant
MACQW
$76K ﹤0.01%
250,000
– –
BHACW
237
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$74K ﹤0.01%
487,260
-55,349
-10% -$8.06K
AXARW
238
DELISTED
Axar Acquisition Corp. Warrants
AXARW
$56K ﹤0.01%
697,500
– –
SCACW
239
DELISTED
Saban Capital Acquisition Corp. Warrants
SCACW
$53K ﹤0.01%
42,000
– –
JSYNR
240
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$42K ﹤0.01%
174,000
– –
JSYNW
241
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$35K ﹤0.01%
174,000
-25,000
-13% -$5.5K
VLYWW
242
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$30K ﹤0.01%
116,185
– –
ADX icon
243
Adams Diversified Equity Fund
ADX
$3.17B
– –
-48,751
Closed -$670K
AGD
244
abrdn Global Dynamic Dividend Fund
AGD
$315M
– –
-25,730
Closed -$251K
AWP
245
abrdn Global Premier Properties Fund
AWP
$377M
– –
-51,274
Closed -$880K
BCX icon
246
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
– –
-93,589
Closed -$805K
CC icon
247
Chemours
CC
$2.59B
– –
-706,607
Closed -$27.2M
DELL icon
248
Dell
DELL
$283B
– –
-84,092
Closed -$1.51M
GAM
249
General American Investors Company
GAM
$1.54B
– –
-11,864
Closed -$398K
GOOS
250
Canada Goose Holdings
GOOS
$868M
– –
-15,000
Closed -$239K
8 9
10
11 12

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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 Q2 2017 Portfolio in Review

As of Q2 2017, AQR Arbitrage held 414 positions worth $9.14B, up 3.2% from $8.87B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

AQR Arbitrage withdrew a net $3.2B in Q2 2017, closing 76 positions and reducing 36 holdings. Its most notable exit was Valspar, an estimated $186M position sold in full.

By sector, the portfolio is most concentrated in Technology at 9.3% of assets, up from 8.8% a quarter earlier, followed by Materials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in DuPont Fabros Technology Inc. worth $191M.

  • AQR Arbitrage's largest Q2 2017 buy was DuPont Fabros Technology Inc.: 3,118,972 shares worth $191M.
  • AQR Arbitrage added most to Care Capital Properties, Inc. in Q2 2017, an estimated $77.5M increase.
  • AQR Arbitrage's biggest Q2 2017 reduction was Du Pont De Nemours E I, cutting an estimated $79.2M.
  • AQR Arbitrage fully exited Valspar in Q2 2017, selling an estimated $186M.
  • AQR Arbitrage's ten largest holdings make up 26% of its $9.14B portfolio in Q2 2017.
  • AQR Arbitrage opened 80 new positions and closed 76 in Q2 2017.
  • AQR Arbitrage's portfolio value rose 3.2% quarter-over-quarter to $9.14B.

Based on AQR Arbitrage's 13F filing for Q2 2017, filed 14 Aug 2017.