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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
NORD
76
DELISTED
Nord Anglia Education, Inc.
NORD
$16.7M 0.18%
+513,656
New +$16M
TSLA icon
77
Tesla
TSLA
$1.24T
$16.6M 0.18%
+689,325
New +$15.2M
GCP
78
DELISTED
GCP Applied Technologies Inc.
GCP
$16.5M 0.18%
541,335
+59,823
+12% +$1.88M
ELOS
79
DELISTED
Syneron Medical Ltd
ELOS
$16.2M 0.18%
+1,479,055
New +$16.2M
DCUD
80
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.3M 0.17%
303,475
– –
NESR
81
National Energy Services Reunited Corp
NESR
$2.79B
$15.1M 0.17%
+1,590,000
New +$15.1M
FGL
82
DELISTED
Fidelity & Guaranty Life
FGL
$14.6M 0.16%
471,189
+97,711
+26% +$2.86M
MMDM
83
DELISTED
Modern Media Acquisition Corp. Common Stock
MMDM
$14.2M 0.15%
+1,450,000
New +$14.1M
HGV icon
84
Hilton Grand Vacations
HGV
$3.84B
$14M 0.15%
387,921
+46,071
+13% +$1.59M
MGI
85
DELISTED
MoneyGram International, Inc. New
MGI
$11.2M 0.12%
651,160
-58,987
-8% -$1.02M
PKY
86
DELISTED
Parkway, Inc.
PKY
$11.2M 0.12%
490,522
+478,424
+3,955% +$9.64M
SNOW
87
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
$10.9M 0.12%
+457,612
New +$10.9M
KBLMU
88
DELISTED
KBL Merger Corp. IV Unit
KBLMU
$10.2M 0.11%
+1,000,000
New +$10.1M
ALJ
89
DELISTED
Alon USA Energy Inc
ALJ
$9.86M 0.11%
740,306
-124,634
-14% -$1.55M
GNCMA
90
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
$9.67M 0.11%
+263,937
New +$9.54M
DCUC
91
DELISTED
Dominion Energy, Inc.
DCUC
$9.66M 0.11%
200,000
– –
FRP
92
DELISTED
Fairpoint Communications, Inc.
FRP
$8.97M 0.1%
573,084
+166,474
+41% +$2.61M
LMOS
93
DELISTED
Lumos Networks Corp
LMOS
$8.57M 0.09%
479,425
– –
HAWK
94
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.33M 0.09%
191,080
-56,310
-23% -$2.35M
OKSB
95
DELISTED
Southwest Bancorp Inc/OK
OKSB
$7.49M 0.08%
292,963
-51,781
-15% -$1.31M
BCE icon
96
BCE
BCE
$19.9B
$7.47M 0.08%
166,165
– –
NVDQ
97
DELISTED
Novadaq Technologies Inc.
NVDQ
$7.34M 0.08%
+626,264
New +$4.95M
XYZ
98
Block Inc
XYZ
$45.9B
$7.33M 0.08%
+312,534
New +$6.46M
CNACU
99
DELISTED
Constellation Alpha Capital Corp. Unit
CNACU
$7.11M 0.08%
+700,000
New +$7.05M
NBIX icon
100
Neurocrine Biosciences
NBIX
$17.7B
$7.05M 0.08%
+153,377
New +$7.44M
2 3
4
5 6

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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.