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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
PVTB
276
DELISTED
PrivateBancorp Inc
PVTB
– –
-1,391,683
Closed -$82.6M
TRR
277
DELISTED
Trc Companies
TRR
– –
-353,500
Closed -$6.17M
YHOO
278
DELISTED
Yahoo Inc
YHOO
– –
-3,793,194
Closed -$176M
MJN
279
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-1,322,734
Closed -$118M
EVER
280
DELISTED
Everbank Financial Corp
EVER
– –
-5,281,863
Closed -$103M
MPSX
281
DELISTED
Multi Packaging Solutions Intl.
MPSX
– –
-2,132,031
Closed -$38.3M
VAL
282
DELISTED
Valspar
VAL
– –
-1,680,375
Closed -$186M
SGM
283
DELISTED
Stonegate Mortgage Corporation
SGM
– –
-312,844
Closed -$2.49M
CACB
284
DELISTED
Cascade Bancorp
CACB
– –
-1,187,016
Closed -$9.15M
UTEK
285
DELISTED
Ultratech Inc.
UTEK
– –
-174,813
Closed -$5.18M
INVN
286
DELISTED
Invensense Inc
INVN
– –
-4,233,776
Closed -$53.5M
EXAR
287
DELISTED
Exar Corporation
EXAR
– –
-420,979
Closed -$5.48M
MBVT
288
DELISTED
Merchants Bancshares Inc
MBVT
– –
-137,606
Closed -$6.7M
SBY
289
DELISTED
Silver Bay Realty Trust Corp.
SBY
– –
-800,452
Closed -$17.2M
HW
290
DELISTED
Headwaters Inc
HW
– –
-3,207,615
Closed -$75.3M
SWC
291
DELISTED
Stillwater Mining Co
SWC
– –
-4,275,966
Closed -$73.8M
ISLE
292
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-1,404,688
Closed -$37M
ZLTQ
293
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-1,857,194
Closed -$103M
UAM
294
DELISTED
Universal American Corp
UAM
– –
-273,305
Closed -$2.73M
INSEW
295
DELISTED
Inspired Entertainment, Inc. Warrants
INSEW
– –
-1,533,043
Closed -$1.15M
KLREW
296
DELISTED
KLR Energy Acquisition Corp.
KLREW
– –
-500,000
Closed -$590K
KLRE
297
DELISTED
KLR Energy Acquisition Corp
KLRE
– –
-200,000
Closed -$2.06M
CWEI
298
DELISTED
Clayton Williams Energy, Inc.
CWEI
– –
-143,752
Closed -$19M
CHMT
299
DELISTED
Chemtura Corporation
CHMT
– –
-2,478,336
Closed -$82.8M
XXIA
300
DELISTED
Ixia
XXIA
– –
-1,065,411
Closed -$20.9M
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.