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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
GXP.PRB.CL
26
DELISTED
Great Plains Energy Incorporated
GXP.PRB.CL
$62M 0.68%
1,159,125
– –
DGI
27
DELISTED
DigitalGlobe Inc.
DGI
$60M 0.66%
1,800,665
+549,679
+44% +$17.7M
SWFT
28
DELISTED
Swift Transportation Company
SWFT
$57.4M 0.63%
+2,164,544
New +$52.1M
AGU
29
DELISTED
Agrium
AGU
$56.6M 0.62%
625,653
-472,690
-43% -$43.7M
WFM
30
DELISTED
Whole Foods Market Inc
WFM
$54M 0.59%
+1,281,445
New +$46.7M
WSTC
31
DELISTED
West Corporation
WSTC
$52.2M 0.57%
+2,238,946
New +$53.3M
CBF
32
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
$50.8M 0.56%
+1,333,344
New +$52.7M
PTHN
33
DELISTED
Patheon N.V.
PTHN
$46.5M 0.51%
+1,334,274
New +$41.1M
WELL.PRI
34
DELISTED
Welltower Inc.
WELL.PRI
$46.4M 0.51%
697,025
– –
TMUSP
35
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$45.4M 0.5%
459,525
-375,000
-45% -$39.8M
SPNC
36
DELISTED
Spectranetics Corp
SPNC
$44.2M 0.48%
+1,151,431
New +$33.2M
STRP
37
DELISTED
Straight Path Communications Inc.
STRP
$40M 0.44%
+222,413
New +$33.9M
NSR
38
DELISTED
Neustar Inc
NSR
$39.8M 0.44%
1,192,744
+530,312
+80% +$17.6M
FCH
39
DELISTED
Felcor Lodging Trust
FCH
$39.4M 0.43%
+5,467,973
New +$40.5M
YUMC icon
40
Yum China
YUMC
$14.9B
$38.8M 0.42%
984,946
+116,709
+13% +$4.21M
AF
41
DELISTED
Astoria Financial Corporation
AF
$37.9M 0.41%
1,881,081
-1,333
-0.1% -$26.4K
KCG
42
DELISTED
KCG Holdings, Inc.
KCG
$37.4M 0.41%
+1,875,135
New +$36.4M
VWR
43
DELISTED
VWR Corporation
VWR
$35.4M 0.39%
+1,073,195
New +$33.6M
BIVV
44
DELISTED
Bioverativ Inc. Common Stock
BIVV
$34M 0.37%
564,675
-33,850
-6% -$1.93M
BDXA
45
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
$32.9M 0.36%
+600,000
New +$32.3M
LW icon
46
Lamb Weston
LW
$6.85B
$31.1M 0.34%
705,730
+6,165
+0.9% +$271K
CUNB
47
DELISTED
CU Bancorp
CUNB
$30.7M 0.34%
+850,314
New +$31.5M
VSM
48
DELISTED
Versum Materials, Inc.
VSM
$30.3M 0.33%
933,595
+7,464
+0.8% +$233K
FTV icon
49
Fortive
FTV
$19B
$29.8M 0.33%
746,453
+84,049
+13% +$3.31M
DYNC
50
DELISTED
Vistra Energy Corp.
DYNC
$29.4M 0.32%
477,175
– –
1
2
3 4 5

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JWBC
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GA
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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
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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.