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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
CRC
326
DELISTED
California Resources Corporation
CRC
– –
-327,650
Closed -$4M
CCI.PRA
327
DELISTED
Crown Castle International Corp.
CCI.PRA
– –
-985,825
Closed -$119M
HHY
328
DELISTED
Brookfield High Income Fund Inc.
HHY
– –
-10,081
Closed -$73K
FHY
329
DELISTED
First Trust Strategic High
FHY
– –
-13,642
Closed -$163K
TYC
330
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-3,791,456
Closed -$169M
HOT
331
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
– –
-1,908,006
Closed -$141M
JDD
332
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-31,873
Closed -$373K
SHPG
333
DELISTED
Shire pic
SHPG
– –
-2,689
Closed -$495K
SSRI
334
DELISTED
Silver Standard Resources
SSRI
– –
-52,629
Closed -$680K
RRMS
335
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
– –
-19,584
Closed -$517K
MDVN
336
DELISTED
MEDIVATION, INC.
MDVN
– –
-293,778
Closed -$17.7M
DRII
337
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-1,079,036
Closed -$32.3M
AMTG
338
DELISTED
APOLLO RESIDENTIAL MTG INC COM STK
AMTG
– –
-170,071
Closed -$2.28M
QLIK
339
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-2,718,822
Closed -$80.4M
WIBC
340
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-239,657
Closed -$2.5M
KKD
341
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-676,839
Closed -$14.2M
DWRE
342
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-878,499
Closed -$65.8M
SSRG
343
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
– –
-47,366
Closed -$622K
ONE
344
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
– –
-671,714
Closed -$3.43M
HAWK
345
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-253,019
Closed -$8.47M
GAS
346
DELISTED
AGL Resources Inc
GAS
– –
-1,603,656
Closed -$106M
TIVO
347
DELISTED
TIVO INC
TIVO
– –
-5,056,700
Closed -$50.1M
FXCB
348
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
– –
-137,454
Closed -$2.8M
10 11 12 13
14

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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.