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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
GWB
276
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-19,927
Closed -$628K
VTA
277
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
– –
-62,919
Closed -$693K
TACOW
278
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
– –
-579,250
Closed -$1.12M
JSYNU
279
DELISTED
Jensyn Acquistion Corp. Units
JSYNU
– –
-200,000
Closed -$2.02M
ILG
280
DELISTED
ILG, Inc Common Stock
ILG
– –
-19,706
Closed -$313K
WPXP
281
DELISTED
WPX Energy, Inc.
WPXP
– –
-474,725
Closed -$22.2M
TIME
282
DELISTED
Time Inc.
TIME
– –
-720,054
Closed -$11.9M
CFCOU
283
DELISTED
CF Corporation
CFCOU
– –
-1,500,000
Closed -$14.9M
DD
284
DELISTED
Du Pont De Nemours E I
DD
– –
-1,452,546
Closed -$94.1M
CCN
285
DELISTED
CardConnect Corp.
CCN
– –
-755,000
Closed -$7.46M
KLREU
286
DELISTED
KLR Energy Acquisition Corp.
KLREU
– –
-500,000
Closed -$5.05M
FEIC
287
DELISTED
FEI COMPANY
FEIC
– –
-562,197
Closed -$60.1M
FCS
288
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
– –
-2,126,309
Closed -$42.2M
STR
289
DELISTED
QUESTAR CORP
STR
– –
-3,663,285
Closed -$92.9M
MRD
290
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-2,108,526
Closed -$33.5M
YCB
291
DELISTED
YOUR CMNTY BANKSHARES INC COM
YCB
– –
-29,529
Closed -$1.1M
ASEI
292
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
– –
-51,880
Closed -$1.94M
REXI
293
DELISTED
RESOURCE AMERICA INC CL-A
REXI
– –
-140,353
Closed -$1.36M
EMC
294
DELISTED
EMC CORPORATION
EMC
– –
-2,997,638
Closed -$81.4M
RDEN
295
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-407,192
Closed -$5.6M
CSH
296
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
– –
-280,168
Closed -$11.9M
TLMR
297
DELISTED
TALMER BANCORP INC (MI)
TLMR
– –
-1,919,186
Closed -$36.8M
AXLL
298
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-1,284,176
Closed -$41.9M
GDF
299
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
– –
-48,287
Closed -$414K
HTWR
300
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-768,758
Closed -$44.4M
10 11
12
13 14

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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
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HPG
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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.