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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
NAC icon
251
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
– –
-19,944
Closed -$287K
PEO
252
Adams Natural Resources Fund
PEO
$759M
– –
-19,765
Closed -$369K
UA icon
253
Under Armour Class C
UA
$2.92B
– –
-43,718
Closed -$800K
UNIT
254
Uniti Group
UNIT
$2.63B
– –
-546,014
Closed -$14.1M
USA icon
255
Liberty All-Star Equity Fund
USA
$1.75B
– –
-197,207
Closed -$1.08M
VTRS icon
256
Viatris
VTRS
$20.1B
– –
-10,000
Closed -$390K
RAD
257
DELISTED
Rite Aid Corporation
RAD
– –
-625,678
Closed -$53.2M
ASAP
258
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
– –
-12,500
Closed -$2.49M
FG
259
DELISTED
FGL Holdings Ordinary Shares
FG
– –
-300,000
Closed -$3M
STLRW
260
DELISTED
Stellar Acquisition III Inc. Warrants
STLRW
– –
-600,000
Closed -$204K
ASB.WS
261
DELISTED
Associated Banc-Corp Warrants
ASB.WS
– –
-20,065
Closed -$107K
KAACU
262
DELISTED
Kayne Anderson Acquisition Corp. Unit
KAACU
– –
-750,000
Closed -$7.51M
GSHTU
263
DELISTED
Gores Holdings II, Inc. Units
GSHTU
– –
-400,000
Closed -$4.12M
FNTEU
264
DELISTED
FinTech Acquisition Corp. II Unit
FNTEU
– –
-1,800,000
Closed -$18.5M
ELECW
265
DELISTED
Electrum Special Acquisition Corporation
ELECW
– –
-990,000
Closed -$446K
OACQW
266
DELISTED
Origo Acquisition Corporation Warrants
OACQW
– –
-350,000
Closed -$39K
SRUNU
267
DELISTED
Silver Run Acquisition Corporation II Units
SRUNU
– –
-1,000,000
Closed -$10.4M
DELTW
268
DELISTED
Delta Technology Holdings Ltd.
DELTW
– –
-920,480
Closed -$51K
CFCOW
269
DELISTED
CF Corporation
CFCOW
– –
-955,650
Closed -$175M
GPIAW
270
DELISTED
GP Investments Acquisition Corp
GPIAW
– –
-987,500
Closed -$395K
XRA
271
DELISTED
Exeter Resources Corporation
XRA
– –
-321,130
Closed -$556K
PLYAW
272
DELISTED
Playa Hotels & Resorts N.V. Warrants
PLYAW
– –
-150,000
Closed -$115K
CLACW
273
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
– –
-1,075,000
Closed -$2.04M
CST
274
DELISTED
CST Brands, Inc.
CST
– –
-3,104,048
Closed -$149M
LMIA
275
DELISTED
LMI Aerospace Inc
LMIA
– –
-129,011
Closed -$1.78M
9 10
11
12 13

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.