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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
ALR
26
DELISTED
Alere Inc
ALR
$86.4M 0.85%
1,998,698
-1,184,265
-37% -$48.3M
ANTX
27
DELISTED
Anthem, Inc.
ANTX
$85.2M 0.84%
1,946,450
-532,500
-21% -$23.5M
GK
28
DELISTED
G&K Services Inc
GK
$82.3M 0.81%
+862,378
New +$76.3M
PNY
29
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$78.9M 0.77%
1,314,292
+93,509
+8% +$5.61M
PVTB
30
DELISTED
PrivateBancorp Inc
PVTB
$75.4M 0.74%
1,642,010
+806,600
+97% +$36.2M
PPS
31
DELISTED
Post Properties
PPS
$72.2M 0.71%
+1,091,724
New +$70.6M
AVG
32
DELISTED
AVG Technologies N.V.
AVG
$71.7M 0.7%
+2,866,874
New +$70.3M
N
33
DELISTED
Netsuite Inc
N
$70.8M 0.7%
+640,004
New +$64.5M
EDE
34
DELISTED
Empire District Electric
EDE
$65.2M 0.64%
1,910,333
+196,747
+11% +$6.67M
LXK
35
DELISTED
Lexmark Intl Inc
LXK
$62.3M 0.61%
1,559,830
+550,778
+55% +$20M
WELL.PRI
36
DELISTED
Welltower Inc.
WELL.PRI
$61.2M 0.6%
914,825
-569,700
-38% -$39.1M
EVER
37
DELISTED
Everbank Financial Corp
EVER
$60.1M 0.59%
+3,102,727
New +$56.2M
AF
38
DELISTED
Astoria Financial Corporation
AF
$59.5M 0.58%
4,078,669
-224,190
-5% -$3.35M
CVT
39
DELISTED
CVENT, INC.
CVT
$58.7M 0.58%
1,851,619
+399,295
+27% +$13M
CHMT
40
DELISTED
Chemtura Corporation
CHMT
$55.8M 0.55%
+1,700,000
New +$49.1M
YDKN
41
DELISTED
Yadkin Financial Corporation
YDKN
$54.9M 0.54%
+2,090,082
New +$53.7M
EXCU
42
DELISTED
Exelon Corporation
EXCU
$53.2M 0.52%
1,127,825
+600,800
+114% +$29.3M
FLTX
43
DELISTED
Fleetmatics Group PLC
FLTX
$53.1M 0.52%
+885,724
New +$48.4M
RSTI
44
DELISTED
Rofin-Sinar Technologies Inc
RSTI
$52.1M 0.51%
1,618,911
+122,650
+8% +$3.93M
ININ
45
DELISTED
Interactive Intelligence Group, inc.
ININ
$49.5M 0.49%
+822,297
New +$44.4M
TLN
46
DELISTED
Talen Energy Corporation
TLN
$45.3M 0.44%
3,269,411
+979,000
+43% +$13.4M
VA
47
DELISTED
Virgin America Inc.
VA
$45.1M 0.44%
843,307
+345,310
+69% +$19.3M
SAAS
48
DELISTED
inContact, Inc.
SAAS
$40.8M 0.4%
2,915,688
+366,495
+14% +$5.09M
JOY
49
DELISTED
Joy Global Inc
JOY
$40.7M 0.4%
+1,466,500
New +$38.9M
FTRPR
50
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$40.6M 0.4%
483,025
+88,625
+22% +$8.2M
1
2
3 4 5

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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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.