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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
MTW icon
201
Manitowoc
MTW
$516M
$336K ﹤0.01%
13,966
– –
MMDMW
202
DELISTED
Modern Media Acquisition Corp. Warrant
MMDMW
$332K ﹤0.01%
+850,000
New +$352K
CBOE icon
203
Cboe Global Markets
CBOE
$29.8B
$326K ﹤0.01%
3,568
– –
AM icon
204
Antero Midstream
AM
$10.8B
$319K ﹤0.01%
+14,500
New +$314K
AZUL
205
DELISTED
Azul
AZUL
$316K ﹤0.01%
+15,000
New +$334K
TGP
206
DELISTED
Teekay LNG Partners L.P.
TGP
$315K ﹤0.01%
20,519
+200
+1% +$3.23K
CNXM
207
DELISTED
CNX Midstream Partners LP
CNXM
$315K ﹤0.01%
16,600
+200
+1% +$4.19K
WBT
208
DELISTED
Welbilt, Inc.
WBT
$314K ﹤0.01%
16,639
– –
HRI icon
209
Herc Holdings
HRI
$5.43B
$306K ﹤0.01%
7,787
– –
BNED icon
210
Barnes & Noble Education
BNED
$412M
$297K ﹤0.01%
279
– –
SHLX
211
DELISTED
Shell Midstream Partners, L.P.
SHLX
$297K ﹤0.01%
9,809
+200
+2% +$6.2K
DFIN icon
212
Donnelley Financial Solutions
DFIN
$1.21B
$292K ﹤0.01%
12,726
– –
TGLS icon
213
Tecnoglass
TGLS
$2.01B
$282K ﹤0.01%
30,211
-34,916
-54% -$351K
APVO icon
214
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
FMCIW
215
DELISTED
Forum Merger Corporation Warrant
FMCIW
$255K ﹤0.01%
+750,000
New +$310K
AFI
216
DELISTED
Armstrong Flooring, Inc.
AFI
$251K ﹤0.01%
13,995
– –
SPXC icon
217
SPX Corp
SPXC
$11B
$240K ﹤0.01%
9,552
– –
LKSD
218
DELISTED
LSC Communications, Inc.
LKSD
$233K ﹤0.01%
10,871
– –
SEVN
219
Seven Hills Realty Trust
SEVN
$179M
$227K ﹤0.01%
10,783
-9,399
-47% -$194K
CZR icon
220
Caesars Entertainment
CZR
$6.1B
$221K ﹤0.01%
+11,064
New +$221K
PAACR
221
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
$220K ﹤0.01%
373,500
-24,800
-6% -$12.9K
IR icon
222
Ingersoll Rand
IR
$33B
$216K ﹤0.01%
+10,000
New +$223K
GPACW
223
DELISTED
Global Partner Acquisition Corp
GPACW
$214K ﹤0.01%
1,068,000
– –
AMRS
224
DELISTED
Amyris Inc.
AMRS
$206K ﹤0.01%
+64,745
New +$349K
GSHTW
225
DELISTED
Gores Holdings II, Inc. Warrants
GSHTW
$199K ﹤0.01%
+133,333
New +$182K
7 8
9
10 11

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JWBC
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GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
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.