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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
+7.75%
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
$10.2B
AUM Growth
+$946M
Cap. Flow
-$2.7B
Cap. Flow %
-26.46%
Top 10 Hldgs %
26.3%
Holding
453
New
64
Increased
56
Reduced
54
Closed
100

Top Buys

Rank Stock Value
1
WWAV
The WhiteWave Foods Company
WWAV
+$177M
2
LLTC
Linear Technology Corp
LLTC
+$173M
3
DD icon
DuPont de Nemours
DD
+$157M
4
CST
CST Brands, Inc.
CST
+$138M
5
SE
Spectra Energy Corp Wi
SE
+$132M

Top Sells

Rank Stock Value
1
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
+$169M
2
DCUB
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
+$146M
3
HOT
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
+$141M
4
FMER
FIRSTMERIT CORP
FMER
+$130M
5
FNFG
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
+$121M

Sector Composition

Rank Sector Weight
1 Technology 9.78%
2 Healthcare 9.45%
3 Materials 6.09%
4 Consumer Discretionary 3.63%
5 Energy 3.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TRTLW
226
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$258K ﹤0.01%
1,428,000
– –
DISH
227
DELISTED
DISH Network Corp.
DISH
$235K ﹤0.01%
+4,289
New +$222K
SCD
228
LMP Capital and Income Fund
SCD
$353M
$231K ﹤0.01%
16,951
-22,966
-58% -$313K
GLQ
229
Clough Global Equity Fund
GLQ
$154M
$220K ﹤0.01%
19,335
+60
+0.3% +$674
GLV
230
Clough Global Dividend & Income Fund
GLV
$78.4M
$217K ﹤0.01%
+17,920
New +$215K
EVF
231
Eaton Vance Senior Income Trust
EVF
$90.3M
$213K ﹤0.01%
33,149
-43,668
-57% -$272K
KLREW
232
DELISTED
KLR Energy Acquisition Corp.
KLREW
$210K ﹤0.01%
+500,000
New +$138K
FTF
233
Franklin Limited Duration Income Trust
FTF
$233M
$195K ﹤0.01%
16,100
-26,966
-63% -$320K
SWZ
234
Swiss Helvetia Fund
SWZ
$76.3M
$195K ﹤0.01%
18,215
-14,663
-45% -$153K
GRX
235
Gabelli Healthcare & Wellness Trust
GRX
$141M
$192K ﹤0.01%
18,462
-17,577
-49% -$192K
NMY
236
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$187K ﹤0.01%
13,491
-22,401
-62% -$320K
INF
237
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$181K ﹤0.01%
13,163
-36,087
-73% -$488K
JASNW
238
DELISTED
Jason Industries, Inc.
JASNW
$164K ﹤0.01%
1,933,070
– –
SBW
239
DELISTED
Western Asset Worldwide Income
SBW
$145K ﹤0.01%
12,515
-41,991
-77% -$484K
RMT
240
Royce Micro-Cap Trust
RMT
$736M
$136K ﹤0.01%
17,425
-15,004
-46% -$116K
SABA
241
Saba Capital Income & Opportunities Fund II
SABA
$220M
$127K ﹤0.01%
10,214
-29,385
-74% -$375K
ARWAR
242
DELISTED
Arowana Inc
ARWAR
$103K ﹤0.01%
800,000
– –
PANL icon
243
Pangaea Logistics
PANL
$501M
$96K ﹤0.01%
38,472
-8,300
-18% -$20.2K
JQC icon
244
Nuveen Credit Strategies Income Fund
JQC
$702M
$90K ﹤0.01%
10,647
-189,381
-95% -$1.58M
CYHHZ
245
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$90K ﹤0.01%
10,026,149
– –
PCF
246
High Income Securities Fund
PCF
$99.6M
$86K ﹤0.01%
10,692
-21,814
-67% -$173K
BHACW
247
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$63K ﹤0.01%
545,520
– –
ASB.WS
248
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$59K ﹤0.01%
23,450
– –
BHACR
249
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$56K ﹤0.01%
+545,520
New +$108K
VNR
250
DELISTED
Vanguard Natural Resources, LLC
VNR
$49K ﹤0.01%
54,023
– –
8 9
10
11 12

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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
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
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AQR Arbitrage's Q3 2016 Portfolio in Review

As of Q3 2016, AQR Arbitrage held 453 positions worth $10.2B, up 10% from $9.25B the previous quarter. Its ten largest holdings account for 26% of the portfolio.

AQR Arbitrage withdrew a net $2.7B in Q3 2016, closing 100 positions and reducing 54 holdings. Its most notable exit was TYCO INTL PLC COM SHS (IRL), an estimated $169M position sold in full.

By sector, the portfolio is most concentrated in Technology at 9.8% of assets, up from 8.4% a quarter earlier, followed by Healthcare and Materials.

Against the trend, AQR Arbitrage opened a new position in The WhiteWave Foods Company worth $175M.

  • AQR Arbitrage's largest Q3 2016 buy was The WhiteWave Foods Company: 3,207,343 shares worth $175M.
  • AQR Arbitrage added most to DuPont de Nemours in Q3 2016, an estimated $157M increase.
  • AQR Arbitrage's biggest Q3 2016 reduction was Hawaiian Electric Industries, cutting an estimated $60.4M.
  • AQR Arbitrage fully exited TYCO INTL PLC COM SHS (IRL) in Q3 2016, selling an estimated $169M.
  • AQR Arbitrage's ten largest holdings make up 26% of its $10.2B portfolio in Q3 2016.
  • AQR Arbitrage opened 64 new positions and closed 100 in Q3 2016.
  • AQR Arbitrage's portfolio value rose 10% quarter-over-quarter to $10.2B.

Based on AQR Arbitrage's 13F filing for Q3 2016, filed 14 Nov 2016.