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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
DWA
301
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-1,417,112
Closed -$57.9M
MESG
302
DELISTED
XURA INC COM (DE)
MESG
– –
-362,839
Closed -$8.86M
MKTO
303
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-983,245
Closed -$34.2M
FMER
304
DELISTED
FIRSTMERIT CORP
FMER
– –
-6,430,387
Closed -$130M
QLGC
305
DELISTED
QLOGIC CORP
QLGC
– –
-2,026,431
Closed -$29.9M
ELRC
306
DELISTED
ELECTRO RENT CORP
ELRC
– –
-277,490
Closed -$4.28M
TUMI
307
DELISTED
TUMI HLDGS INC COM
TUMI
– –
-1,152,975
Closed -$30.8M
FNFG
308
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-12,415,508
Closed -$121M
SQI
309
DELISTED
SCIQUEST, INC. COMMON STOCK
SQI
– –
-133,172
Closed -$2.35M
EXAM
310
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
– –
-897,441
Closed -$31.3M
BNK
311
DELISTED
C1 FINL INC COM STK (FL)
BNK
– –
-75,940
Closed -$1.77M
LPSB
312
DELISTED
LAPORTE BANCORP INC MD COM STK
LPSB
– –
-38,851
Closed -$634K
LDRH
313
DELISTED
LDR HOLDINGS CORP COM STK
LDRH
– –
-461,387
Closed -$17M
CPXX
314
DELISTED
CELATOR PHARMACEUTICALS INC. COMMON STOCK
CPXX
– –
-1,111,391
Closed -$33.5M
IHS
315
DELISTED
IHS INC CL-A COM STK
IHS
– –
-123,100
Closed -$14.2M
HTS
316
DELISTED
HATTERAS FINANCIAL CORP
HTS
– –
-3,565,466
Closed -$58.5M
CADT
317
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
– –
-209,241
Closed -$1.96M
RSE
318
DELISTED
ROUSE PPTYS INC COM (DE)
RSE
– –
-151,860
Closed -$2.77M
XNPT
319
DELISTED
XENOPORT, INC.
XNPT
– –
-243,917
Closed -$1.72M
TE
320
DELISTED
TECO ENERGY INC
TE
– –
-2,693,753
Closed -$74.5M
UNTD
321
DELISTED
UNITED ONLINE INC COM NEW
UNTD
– –
-52,321
Closed -$576K
AVNU
322
DELISTED
AVENUE FINL HLDGS INC COM STK (TN)
AVNU
– –
-116,735
Closed -$2.29M
CPGX
323
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-3,159,230
Closed -$80.5M
DCUB
324
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
– –
-2,394,200
Closed -$146M
WY.PRA
325
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
– –
-920,800
Closed -$46.3M
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
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.