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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
FTI icon
51
TechnipFMC
FTI
$30.6B
$39.3M 0.39%
+1,779,578
New +$36M
TFCFA
52
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$38.9M 0.38%
1,606,269
+918,896
+134% +$23.5M
PGND
53
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
$37.7M 0.37%
+931,976
New +$37.5M
RPTP
54
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$36.4M 0.36%
+4,062,563
New +$28.9M
APOL
55
DELISTED
Apollo Education Group Inc Class A
APOL
$33.1M 0.32%
4,162,232
+118,959
+3% +$1.03M
CC icon
56
Chemours
CC
$2.59B
$31.9M 0.31%
1,991,742
+209,288
+12% +$2.39M
DYNC
57
DELISTED
Vistra Energy Corp.
DYNC
$31.1M 0.31%
374,750
+124,750
+50% +$11.6M
BKHU
58
DELISTED
Black Hills Corporation
BKHU
$31M 0.3%
448,500
– –
BLOX
59
DELISTED
Infoblox Inc
BLOX
$30.2M 0.3%
+1,143,902
New +$24.1M
CKEC
60
DELISTED
Carmike Cinemas Inc
CKEC
$29.2M 0.29%
893,355
-66,735
-7% -$2.1M
HPE icon
61
Hewlett Packard
HPE
$63.2B
$28.4M 0.28%
2,144,805
+389,028
+22% +$4.8M
IM
62
DELISTED
Ingram Micro
IM
$28.1M 0.28%
789,021
-200,449
-20% -$6.96M
EBAY icon
63
eBay
EBAY
$48.6B
$26.6M 0.26%
808,691
+188,311
+30% +$5.69M
HE icon
64
Hawaiian Electric Industries
HE
$2.33B
$25.8M 0.25%
863,928
-1,964,817
-69% -$60.4M
BATS
65
DELISTED
Bats Global Markets, Inc.
BATS
$25M 0.24%
+828,204
New +$21.3M
NRF
66
DELISTED
NorthStar Realty Finance Corp.
NRF
$24.7M 0.24%
1,874,881
+574,134
+44% +$7.42M
ACAS
67
DELISTED
American Capital Ltd
ACAS
$24.3M 0.24%
1,439,225
-118,943
-8% -$1.97M
RACE icon
68
Ferrari
RACE
$63.3B
$24.1M 0.24%
464,959
+58,487
+14% +$2.72M
CABO icon
69
Cable One
CABO
$213M
$23.9M 0.23%
40,974
+4,888
+14% +$2.64M
DBRG icon
70
DigitalBridge
DBRG
$2.94B
$23.9M 0.23%
461,703
+113,943
+33% +$5.43M
ISLE
71
DELISTED
Isle of Capri Casinos Inc
ISLE
$23.2M 0.23%
+1,041,219
New +$19.6M
MEG
72
DELISTED
Media General, Inc
MEG
$23M 0.23%
1,248,350
-1,856,165
-60% -$32.9M
KLXI
73
DELISTED
KLX Inc.
KLXI
$23M 0.23%
774,967
+46,609
+6% +$1.34M
ENR icon
74
Energizer
ENR
$1.44B
$22.9M 0.23%
459,264
+62,292
+16% +$3.06M
FTV icon
75
Fortive
FTV
$19B
$21.9M 0.22%
+683,750
New +$21.9M
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.