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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
VEAC
126
DELISTED
Vantage Energy Acquisition Corp. Class A
VEAC
$1.95M 0.02%
+200,000
New +$1.96M
VRTSP
127
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.8M 0.02%
17,975
– –
DGAS
128
DELISTED
Delta Natural Gas Co Inc
DGAS
$1.79M 0.02%
58,838
+17,449
+42% +$528K
EGAS
129
DELISTED
Gas Natural Inc.
EGAS
$1.62M 0.02%
125,461
– –
BCACU
130
DELISTED
Bison Capital Acquisition Corp. Unit
BCACU
$1.53M 0.02%
+150,000
New +$1.52M
PTEN icon
131
Patterson-UTI
PTEN
$3.87B
$1.52M 0.02%
+75,242
New +$1.64M
PPBI
132
DELISTED
Pacific Premier Bancorp
PPBI
$1.38M 0.02%
+37,511
New +$1.35M
NBL
133
DELISTED
Noble Energy, Inc.
NBL
$1.35M 0.01%
+47,645
New +$1.48M
EVHC.PR
134
DELISTED
Envision Healthcare Corporation
EVHC.PR
$1.3M 0.01%
11,400
– –
MPACW
135
DELISTED
Matlin & Partners Acquisition Corporation
MPACW
$1.25M 0.01%
+2,500,000
New +$1.13M
CM icon
136
Canadian Imperial Bank of Commerce
CM
$107B
$1.17M 0.01%
+28,712
New +$1.16M
NESRW
137
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$1.15M 0.01%
+2,090,000
New +$908K
BLVDW
138
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$1.15M 0.01%
1,698,740
– –
ETP
139
DELISTED
Energy Transfer Partners, L.P.
ETP
$1.14M 0.01%
56,084
+38,108
+212% +$850K
HRMNW
140
DELISTED
Harmony Merger Corp. Warrant
HRMNW
$1.1M 0.01%
1,375,100
-140,367
-9% -$72K
FNTEW
141
DELISTED
FinTech Acquisition Corp. II Warrant
FNTEW
$1.08M 0.01%
+900,000
New +$1.05M
QPACW
142
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$1.05M 0.01%
2,758,510
-122,198
-4% -$51.1K
TRGP icon
143
Targa Resources
TRGP
$60.4B
$981K 0.01%
21,713
+100
+0.5% +$5.03K
COL
144
DELISTED
Rockwell Collins
COL
$906K 0.01%
+8,622
New +$893K
OKS
145
DELISTED
Oneok Partners LP
OKS
$876K 0.01%
17,157
+100
+0.6% +$5.07K
SMHI icon
146
SEACOR Marine Holdings
SMHI
$216M
$862K 0.01%
+42,320
New +$810K
TLP
147
DELISTED
Transmontaigne
TLP
$849K 0.01%
20,221
+100
+0.5% +$4.29K
SCAC
148
DELISTED
Saban Capital Acquisition Corp. Class A Ordinary Share
SCAC
$840K 0.01%
84,000
– –
INSE icon
149
Inspired Entertainment
INSE
$177M
$819K 0.01%
62,976
– –
WPZ
150
DELISTED
Williams Partners L.P.
WPZ
$780K 0.01%
19,436
+500
+3% +$20K
4 5
6
7 8

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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
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HCM
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HPG
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DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
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.