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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
CVON
101
DELISTED
ConvergeOne Holdings, Inc. Class A Common Stock
CVON
$6.8M 0.07%
+700,000
New +$6.81M
XTLY
102
DELISTED
Xactly Corporation
XTLY
$5.71M 0.06%
+364,956
New +$4.88M
SWNC
103
DELISTED
Southwestern Energy Company
SWNC
$5.64M 0.06%
379,300
– –
TPGE.U
104
DELISTED
TPG Pace Energy Holdings Corp.
TPGE.U
$5.22M 0.06%
+500,000
New +$5.14M
DD icon
105
DuPont de Nemours
DD
$18.6B
$5.13M 0.06%
+32,141
New +$5.11M
HCAC.U
106
DELISTED
Hennessy Capital Acquisition Corp. III Units, each consisting of one share of Common Stock and one-h
HCAC.U
$5.03M 0.06%
+500,000
New +$5.03M
KNTK icon
107
Kinetik
KNTK
$3.71B
$4.85M 0.05%
+49,875
New +$4.85M
PSTB
108
DELISTED
Park Sterling Corp.
PSTB
$4.56M 0.05%
+384,054
New +$4.57M
FPO
109
DELISTED
First Potomac Realty Trust
FPO
$4.47M 0.05%
+402,671
New +$4.38M
IEA
110
DELISTED
Infrastructure and Energy Alternatives, Inc. Common Stock
IEA
$4M 0.04%
408,712
-400,000
-49% -$3.93M
USWS
111
DELISTED
U.S. Well Services, Inc. Class A Common Stock
USWS
$3.86M 0.04%
+19,048
New +$3.88M
BRQS
112
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$3.73M 0.04%
1,945
– –
NICE icon
113
Nice
NICE
$5.29B
$3.61M 0.04%
45,840
+6,840
+18% +$507K
NWSA icon
114
News Corp Class A
NWSA
$14.5B
$3.57M 0.04%
260,487
– –
ORGO icon
115
Organogenesis Holdings
ORGO
$308M
$3.5M 0.04%
355,300
-44,700
-11% -$439K
OACQ
116
DELISTED
Origo Acquisition Corporation
OACQ
$3.38M 0.04%
325,500
– –
NUAN
117
DELISTED
Nuance Communications, Inc.
NUAN
$3.16M 0.03%
+209,701
New +$3.29M
PHUN icon
118
Phunware
PHUN
$44M
$3.01M 0.03%
6,000
– –
IMXI icon
119
International Money Express
IMXI
$392M
$2.94M 0.03%
+300,000
New +$2.94M
MIC
120
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$2.9M 0.03%
37,045
+11,697
+46% +$923K
GCI
121
DELISTED
Gannett Co., Inc
GCI
$2.57M 0.03%
294,634
-511,248
-63% -$4.22M
PRTH icon
122
Priority Technology Holdings
PRTH
$518M
$2.5M 0.03%
250,000
– –
BKNG icon
123
Booking.com
BKNG
$138B
$2.43M 0.03%
32,475
-225
-0.7% -$16.5K
ANDV
124
DELISTED
Andeavor
ANDV
$2.23M 0.02%
+23,824
New +$2.01M
TPGH.U
125
DELISTED
TPG Pace Holdings Corp. Units, each consisting of one Class A ordinary share, $.0001 par value, and
TPGH.U
$2.05M 0.02%
+200,000
New +$2.05M
3 4
5
6 7

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GA
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CIS
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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.