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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
PKY
101
DELISTED
Parkway, Inc.
PKY
$9.44M 0.09%
554,910
-508,696
-48% -$8.85M
GCI
102
DELISTED
Gannett Co., Inc
GCI
$9.38M 0.09%
805,882
-185,092
-19% -$2.3M
ARWA
103
DELISTED
Arowana Inc.
ARWA
$8.92M 0.09%
875,000
– –
HLF icon
104
Herbalife
HLF
$1.23B
$8.4M 0.08%
271,010
+68,590
+34% +$2.17M
LBRDA icon
105
Liberty Broadband Class A
LBRDA
$4.14B
$8.4M 0.08%
119,712
-23,447
-16% -$1.54M
EPIQ
106
DELISTED
EPIQ SYSTEMS INC
EPIQ
$8.38M 0.08%
+507,969
New +$8.11M
STLRU
107
DELISTED
Stellar Acquisition III Inc. Units
STLRU
$7.98M 0.08%
+800,000
New +$7.99M
SCNB
108
DELISTED
Suffolk Bancorp
SCNB
$6.95M 0.07%
199,804
+41,419
+26% +$1.4M
SRCLP
109
DELISTED
Stericycle, Inc
SRCLP
$6.61M 0.06%
+100,000
New +$7.41M
GI
110
DELISTED
EndoChoice Holdings, Inc.
GI
$5.47M 0.05%
+686,049
New +$3.21M
INSE icon
111
Inspired Entertainment
INSE
$177M
$5.38M 0.05%
539,900
– –
CYNA
112
DELISTED
CYNAPSUS THERAPEUTICS INC COM PAR NO PAR (CANADA)
CYNA
$5.37M 0.05%
+133,503
New +$3.3M
LCAHU
113
DELISTED
Landcadia Holdings, Inc. Unit
LCAHU
$5.13M 0.05%
500,000
– –
KLRE
114
DELISTED
KLR Energy Acquisition Corp
KLRE
$5.06M 0.05%
+500,000
New +$5.03M
SEMI
115
DELISTED
SunEdison Semiconductor Limited
SEMI
$5.02M 0.05%
+440,516
New +$3.95M
MACQU
116
DELISTED
M I Acquisitions, Inc. Unit
MACQU
$5.01M 0.05%
+500,000
New +$5.01M
BRQS
117
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.25M 0.04%
2,161
– –
CTXS
118
DELISTED
Citrix Systems Inc
CTXS
$4.02M 0.04%
59,274
+3,014
+5% +$205K
IOC
119
DELISTED
Interoil Corporation
IOC
$3.76M 0.04%
+73,833
New +$3.62M
NWSA icon
120
News Corp Class A
NWSA
$14.5B
$3.71M 0.04%
265,042
– –
OACQ
121
DELISTED
Origo Acquisition Corporation
OACQ
$3.6M 0.04%
350,000
– –
DTSI
122
DELISTED
DTS, Inc.
DTSI
$3.53M 0.03%
+82,900
New +$2.68M
TBRA
123
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
$2.98M 0.03%
+75,000
New +$837K
WCIC
124
DELISTED
WCI Communities, Inc.
WCIC
$2.98M 0.03%
125,419
+95,643
+321% +$1.76M
COB
125
DELISTED
CommunityOne Bancorp
COB
$2.79M 0.03%
201,952
– –
3 4
5
6 7

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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.