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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
MPLX icon
151
MPLX
MPLX
$59.5B
$772K 0.01%
23,115
+100
+0.4% +$3.46K
EPD icon
152
Enterprise Products Partners
EPD
$83.8B
$752K 0.01%
27,760
+100
+0.4% +$2.71K
NS
153
DELISTED
NuStar Energy L.P.
NS
$720K 0.01%
15,439
+3,700
+32% +$173K
ISUN
154
DELISTED
iSun, Inc. Common Stock
ISUN
$706K 0.01%
69,000
-105,000
-60% -$1.08M
SMC
155
Summit Midstream
SMC
$421M
$703K 0.01%
2,069
+327
+19% +$114K
DCP
156
DELISTED
DCP Midstream, LP
DCP
$698K 0.01%
20,646
+3,000
+17% +$107K
MMDMR
157
DELISTED
Modern Media Acquisition Corp. Right
MMDMR
$680K 0.01%
+1,700,000
New +$634K
IT icon
158
Gartner
IT
$9.41B
$678K 0.01%
+5,490
New +$637K
ENBL
159
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$678K 0.01%
42,553
+500
+1% +$7.96K
BWP
160
DELISTED
Boardwalk Pipeline Partners
BWP
$672K 0.01%
37,302
+100
+0.3% +$1.8K
CEQP
161
DELISTED
Crestwood Equity Partners LP
CEQP
$656K 0.01%
27,936
+5,300
+23% +$128K
ENLK
162
DELISTED
EnLink Midstream Partners, LP
ENLK
$651K 0.01%
38,409
+9,400
+32% +$163K
MMP
163
DELISTED
Magellan Midstream Partners, L.P.
MMP
$645K 0.01%
9,057
+100
+1% +$7.34K
WES
164
DELISTED
Western Gas Partners Lp
WES
$634K 0.01%
11,341
+1,000
+10% +$56.8K
VEACW
165
DELISTED
Vantage Energy Acquisition Corp.
VEACW
$625K 0.01%
+500,000
New +$580K
EACQW
166
DELISTED
Easterly Acquisition Corp.
EACQW
$611K 0.01%
718,250
-105,000
-13% -$36.7K
SRUNW
167
DELISTED
Silver Run Acquisition Corporation II
SRUNW
$597K 0.01%
+333,333
New +$528K
GEL icon
168
Genesis Energy
GEL
$1.84B
$594K 0.01%
18,725
+5,800
+45% +$181K
BPL
169
DELISTED
Buckeye Partners, L.P.
BPL
$594K 0.01%
9,287
+2,600
+39% +$171K
CQP icon
170
Cheniere Energy
CQP
$31.8B
$589K 0.01%
18,185
+100
+0.6% +$3.19K
FND icon
171
Floor & Decor
FND
$5.81B
$589K 0.01%
+15,000
New +$585K
HEP
172
DELISTED
Holly Energy Partners, L.P.
HEP
$585K 0.01%
18,004
+617
+4% +$21K
TEP
173
DELISTED
Tallgrass Energy Partners, LP
TEP
$569K 0.01%
11,360
+100
+0.9% +$4.99K
TCP
174
DELISTED
TC Pipelines LP
TCP
$549K 0.01%
9,975
+100
+1% +$5.72K
FMCIR
175
DELISTED
Forum Merger Corporation Right
FMCIR
$547K 0.01%
+1,500,000
New +$593K
5 6
7
8 9

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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.