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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
NXPI icon
1
NXP Semiconductors
NXPI
$68B
$212M 2.32%
1,936,300
+344,520
+22% +$36.9M
TWX
2
DELISTED
Time Warner Inc
TWX
$204M 2.24%
2,035,648
+679,703
+50% +$67.3M
DFT
3
DELISTED
DuPont Fabros Technology Inc.
DFT
$191M 2.09%
+3,118,972
New +$171M
MON
4
DELISTED
Monsanto Co
MON
$186M 2.04%
1,575,358
+231,194
+17% +$27M
WR
5
DELISTED
Westar Energy Inc
WR
$182M 1.99%
3,428,377
+260,631
+8% +$13.8M
MBLY
6
DELISTED
Mobileye N.V.
MBLY
$176M 1.92%
2,802,260
+254,192
+10% +$15.8M
BRCD
7
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$175M 1.91%
13,884,905
+2,853,236
+26% +$35.9M
HUN icon
8
Huntsman Corp
HUN
$2.24B
$173M 1.89%
+6,699,104
New +$166M
LVLT
9
DELISTED
Level 3 Communications Inc
LVLT
$168M 1.84%
2,834,210
+582,936
+26% +$35.1M
WOOF
10
DELISTED
VCA Inc.
WOOF
$163M 1.78%
1,760,438
+340,569
+24% +$31.3M
RAI
11
DELISTED
Reynolds American Inc
RAI
$158M 1.72%
2,421,694
+407,072
+20% +$26.6M
RICE
12
DELISTED
Rice Energy Inc.
RICE
$141M 1.54%
+5,279,933
New +$117M
CAB
13
DELISTED
Cabela's Inc
CAB
$139M 1.52%
2,346,126
+384,467
+20% +$21.3M
TSNU
14
DELISTED
Tyson Foods, Inc.
TSNU
$126M 1.38%
1,845,025
-449,525
-20% -$29.8M
AKRX
15
DELISTED
Akorn Inc
AKRX
$116M 1.27%
+3,465,808
New +$113M
BCR
16
DELISTED
CR Bard Inc.
BCR
$116M 1.27%
+367,276
New +$109M
PNRA
17
DELISTED
Panera Bread Co
PNRA
$115M 1.26%
+365,009
New +$114M
KATE
18
DELISTED
Kate Spade & Company
KATE
$113M 1.23%
+6,091,574
New +$112M
PRXL
19
DELISTED
Parexel International Corp
PRXL
$110M 1.2%
+1,265,075
New +$94.3M
ALR
20
DELISTED
Alere Inc
ALR
$106M 1.16%
2,120,458
+125,121
+6% +$6.03M
ANTX
21
DELISTED
Anthem, Inc.
ANTX
$102M 1.11%
1,920,000
+599,750
+45% +$30.8M
CCP
22
DELISTED
Care Capital Properties, Inc.
CCP
$95.5M 1.04%
3,578,037
+2,871,046
+406% +$77.5M
DD
23
DELISTED
Du Pont De Nemours E I
DD
$74.5M 0.81%
923,249
-990,310
-52% -$79.2M
WGL
24
DELISTED
Wgl Holdings
WGL
$64.2M 0.7%
769,030
+65,710
+9% +$5.45M
SPLS
25
DELISTED
Staples Inc
SPLS
$63.1M 0.69%
+6,264,011
New +$58.5M
1
2 3 4 5

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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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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.