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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
APU
176
DELISTED
AmeriGas Partners, L.P.
APU
$540K 0.01%
11,964
+1,000
+9% +$44.9K
MMLP icon
177
Martin Midstream Partners
MMLP
$95.9M
$535K 0.01%
30,468
+11,700
+62% +$219K
ROSEW
178
DELISTED
Rosehill Resources Inc.
ROSEW
$534K 0.01%
+489,600
New +$601K
KMI icon
179
Kinder Morgan
KMI
$73.1B
$526K 0.01%
27,467
+100
+0.4% +$1.99K
ATLC icon
180
Atlanticus Holdings
ATLC
$1.5B
$509K 0.01%
191,430
– –
RMP
181
DELISTED
Rice Midstream Partners LP
RMP
$498K 0.01%
24,968
+100
+0.4% +$2.4K
EEP
182
DELISTED
Enbridge Energy Partners
EEP
$491K 0.01%
30,665
+11,200
+58% +$194K
SEP
183
DELISTED
Spectra Engy Parters Lp
SEP
$490K 0.01%
11,414
+1,000
+10% +$43.5K
ANDX
184
DELISTED
Andeavor Logistics LP
ANDX
$483K 0.01%
9,350
+100
+1% +$5.25K
VLP
185
DELISTED
Valero Energy Partners LP
VLP
$471K 0.01%
10,321
+100
+1% +$4.6K
PAA icon
186
Plains All American Pipeline
PAA
$17.4B
$467K 0.01%
17,770
+100
+0.6% +$2.77K
DSKEW
187
DELISTED
Daseke, Inc. Warrant
DSKEW
$461K 0.01%
378,003
-50,834
-12% -$55.5K
IIM icon
188
Invesco Value Municipal Income Trust
IIM
$583M
$460K 0.01%
30,342
– –
AHPAW
189
DELISTED
Avista Healthcare Public Acquisition Corp. Warrants
AHPAW
$450K ﹤0.01%
1,000,000
– –
SEMG
190
DELISTED
SEMGROUP CORPORATION
SEMG
$433K ﹤0.01%
16,033
+100
+0.6% +$3.11K
CET
191
Central Securities Corp
CET
$1.54B
$429K ﹤0.01%
17,224
-9,333
-35% -$231K
UBSI icon
192
United Bankshares
UBSI
$6.55B
$422K ﹤0.01%
+10,772
New +$428K
PSXP
193
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$417K ﹤0.01%
8,445
+200
+2% +$10.1K
ASIX icon
194
AdvanSix
ASIX
$567M
$406K ﹤0.01%
13,011
– –
PJT icon
195
PJT Partners
PJT
$4.37B
$383K ﹤0.01%
9,524
– –
LCAHW
196
DELISTED
Landcadia Holdings, Inc. Warrant
LCAHW
$380K ﹤0.01%
500,000
– –
UNH icon
197
UnitedHealth
UNH
$382B
$379K ﹤0.01%
2,042
– –
SIRI icon
198
SiriusXM
SIRI
$10B
$366K ﹤0.01%
+6,694
New +$342K
MIIIW
199
DELISTED
M III Acquisition Corp. Warrant
MIIIW
$364K ﹤0.01%
808,712
– –
HESM icon
200
Hess Midstream
HESM
$5.22B
$346K ﹤0.01%
+17,000
New +$406K
6 7
8
9 10

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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
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.