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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
MSGN
76
DELISTED
MSG Networks Inc.
MSGN
$21.4M 0.21%
1,148,240
+133,872
+13% +$2.27M
BLD
77
DELISTED
TopBuild
BLD
$20.9M 0.21%
630,211
+78,003
+14% +$2.75M
CCP
78
DELISTED
Care Capital Properties, Inc.
CCP
$20.5M 0.2%
718,484
+134,593
+23% +$3.9M
LITE icon
79
Lumentum
LITE
$59.4B
$20.3M 0.2%
486,472
+58,120
+14% +$1.91M
VTAE
80
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
$19.7M 0.19%
+942,400
New +$10.9M
CFNL
81
DELISTED
Cardinal Financial Corp
CFNL
$19.6M 0.19%
+752,783
New +$18.9M
NGVT icon
82
Ingevity
NGVT
$2.55B
$19.3M 0.19%
418,013
+62,805
+18% +$2.65M
AGU
83
DELISTED
Agrium
AGU
$19.2M 0.19%
+211,676
New +$19.5M
AEPI
84
DELISTED
AEP Industries Inc
AEPI
$18.8M 0.18%
+171,558
New +$16.1M
UNIT
85
Uniti Group
UNIT
$2.63B
$18.6M 0.18%
593,214
+48,529
+9% +$1.49M
UE icon
86
Urban Edge Properties
UE
$2.94B
$17.9M 0.18%
635,214
+116,803
+23% +$3.38M
KEYS icon
87
Keysight
KEYS
$54.5B
$17.4M 0.17%
547,926
-94,466
-15% -$2.81M
DELL icon
88
Dell
DELL
$283B
$17.2M 0.17%
+1,285,235
New +$17.5M
DCUD
89
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.4M 0.15%
+305,425
New +$15.6M
STRZA
90
DELISTED
Starz - Series A
STRZA
$14.9M 0.15%
476,640
– –
FG
91
DELISTED
FGL Holdings Ordinary Shares
FG
$14.7M 0.14%
+1,500,000
New +$14.6M
SWNC
92
DELISTED
Southwestern Energy Company
SWNC
$14.3M 0.14%
446,775
-493,375
-52% -$15.9M
GCP
93
DELISTED
GCP Applied Technologies Inc.
GCP
$14.2M 0.14%
501,564
+140,700
+39% +$3.91M
AVNS icon
94
Avanos Medical
AVNS
$1.17B
$13.9M 0.14%
402,121
-107,595
-21% -$3.77M
TIVO
95
DELISTED
Tivo Inc
TIVO
$13.6M 0.13%
+700,434
New +$13.8M
CDK
96
DELISTED
CDK Global, Inc.
CDK
$11.9M 0.12%
207,733
-108,255
-34% -$6.23M
SGI
97
DELISTED
Silicon Graphics Intl.
SGI
$10.3M 0.1%
+1,334,208
New +$8.87M
DCUC
98
DELISTED
Dominion Energy, Inc.
DCUC
$10M 0.1%
+200,000
New +$10.3M
FGL
99
DELISTED
Fidelity & Guaranty Life
FGL
$9.61M 0.09%
414,291
– –
MIIIU
100
DELISTED
M III Acquisition Corp
MIIIU
$9.46M 0.09%
+965,221
New +$9.44M
2 3
4
5 6

Similar funds

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.