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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
NMBL
301
DELISTED
Nimble Storage, Inc.
NMBL
– –
-3,622,232
Closed -$45.3M
BEAV
302
DELISTED
B/E Aerospace Inc
BEAV
– –
-2,518,256
Closed -$161M
MPG
303
DELISTED
Metaldyne Performance Group Inc.
MPG
– –
-419,567
Closed -$9.59M
JOY
304
DELISTED
Joy Global Inc
JOY
– –
-1,949,851
Closed -$55.1M
CEB
305
DELISTED
CEB Inc.
CEB
– –
-1,025,832
Closed -$80.6M
SCNB
306
DELISTED
Suffolk Bancorp
SCNB
– –
-166,456
Closed -$6.73M
GIG
307
DELISTED
GigPeak, Inc.
GIG
– –
-460,753
Closed -$1.42M
HUNTU
308
DELISTED
Hunter Maritime Acquisition Corp. Unit
HUNTU
– –
-950,000
Closed -$9.88M
EVBS
309
DELISTED
Eastern Virginia Bankshares In
EVBS
– –
-50,127
Closed -$525K
CFCB
310
DELISTED
Centrue Financial Corporation
CFCB
– –
-61,214
Closed -$1.59M
WNR
311
DELISTED
Western Refining Inc
WNR
– –
-3,026,777
Closed -$106M
FBRC
312
DELISTED
FBR & Co. Common Stock
FBRC
– –
-87,105
Closed -$1.57M
CFNL
313
DELISTED
Cardinal Financial Corp
CFNL
– –
-1,368,844
Closed -$41M
AIRM
314
DELISTED
Air Methods Corp
AIRM
– –
-648,354
Closed -$27.9M
WWAV
315
DELISTED
The WhiteWave Foods Company
WWAV
– –
-3,312,368
Closed -$186M
HEOP
316
DELISTED
Heritage Oaks Bancorp
HEOP
– –
-679,470
Closed -$9.07M
ETP
317
DELISTED
Energy Transfer Partners L.p.
ETP
– –
-16,605
Closed -$606K
MPACU
318
DELISTED
Matlin & Partners Acquisition Corporation Units
MPACU
– –
-2,500,000
Closed -$25.1M
9 10 11 12
13

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HCM
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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.