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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
JSYNR
251
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$40K ﹤0.01%
+200,000
New +$38.4K
UUUU icon
252
Energy Fuels
UUUU
$2.82B
$29K ﹤0.01%
17,980
– –
JSYNW
253
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$14K ﹤0.01%
+200,000
New +$16.6K
VLYWW
254
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$6K ﹤0.01%
116,185
– –
AOD
255
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
– –
-100,037
Closed -$726K
AVK
256
Advent Convertible and Income Fund
AVK
$544M
– –
-16,808
Closed -$228K
BABA icon
257
Alibaba
BABA
$269B
– –
-22,335
Closed -$1.78M
BGX
258
Blackstone Long-Short Credit Income Fund
BGX
$135M
– –
-29,637
Closed -$428K
BHK icon
259
BlackRock Core Bond Trust
BHK
$642M
– –
-64,340
Closed -$899K
CHTR icon
260
Charter Communications
CHTR
$15.2B
– –
-6,156
Closed -$1.41M
CHW
261
Calamos Global Dynamic Income Fund
CHW
$544M
– –
-38,983
Closed -$274K
EHI
262
Western Asset Global High Income Fund
EHI
$175M
– –
-26,896
Closed -$261K
EOD
263
Allspring Global Dividend Opportunity Fund
EOD
$276M
– –
-30,882
Closed -$184K
ERC
264
Allspring Multi-Sector Income Fund
ERC
$255M
– –
-48,671
Closed -$616K
EVG
265
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
– –
-26,296
Closed -$355K
FORM icon
266
FormFactor
FORM
$8.11B
– –
-15,168
Closed -$136K
LGI
267
Lazard Global Total Return & Income Fund
LGI
$235M
– –
-12,992
Closed -$170K
LMB icon
268
Limbach Holdings
LMB
$867M
– –
-450,540
Closed -$4.17M
NFJ
269
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-12,764
Closed -$157K
NHS
270
Neuberger High Yield Strategies Fund Inc
NHS
$252M
– –
-30,720
Closed -$336K
NXJ
271
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
– –
-32,053
Closed -$493K
PR
272
Permian Resources
PR
$17.9B
– –
-217,500
Closed -$2.08M
RNP icon
273
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
– –
-58,201
Closed -$1.2M
RQI icon
274
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
– –
-115,147
Closed -$1.58M
WDC icon
275
Western Digital
WDC
$179B
– –
-133,062
Closed -$4.75M
9 10
11
12 13

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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 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.