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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
KEY.PRG
126
DELISTED
KeyCorp Pfd
KEY.PRG
$2.73M 0.03%
20,000
– –
USA icon
127
Liberty All-Star Equity Fund
USA
$1.75B
$2.46M 0.02%
474,160
– –
BCX icon
128
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$2.42M 0.02%
297,053
-96,823
-25% -$773K
NATL
129
DELISTED
National Interstate Corporation
NATL
$2.04M 0.02%
62,591
– –
APIC
130
DELISTED
Apigee Corporation Common Stock
APIC
$2.02M 0.02%
+116,022
New +$1.7M
TPCO
131
DELISTED
Tribune Publishing Company Common Stock
TPCO
$2.02M 0.02%
119,509
– –
ISUN
132
DELISTED
iSun, Inc. Common Stock
ISUN
$2.01M 0.02%
+200,000
New +$2M
LTRPA
133
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.97M 0.02%
90,211
-612,400
-87% -$13.4M
AWP
134
abrdn Global Premier Properties Fund
AWP
$377M
$1.9M 0.02%
113,813
-16,975
-13% -$287K
SKUL
135
DELISTED
SKULLCANDY INC
SKUL
$1.84M 0.02%
290,482
+167,651
+136% +$1.04M
OSHC
136
DELISTED
Ocean Shore Holding Co.
OSHC
$1.56M 0.02%
+69,100
New +$1.5M
VEON icon
137
VEON
VEON
$3.53B
$1.54M 0.02%
+17,735
New +$1.78M
TGLS icon
138
Tecnoglass
TGLS
$2.01B
$1.48M 0.01%
+122,648
New +$1.45M
CUZ icon
139
Cousins Properties
CUZ
$5.29B
$1.45M 0.01%
+49,177
New +$1.49M
AMSGP
140
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$1.45M 0.01%
11,400
– –
IGR
141
CBRE Global Real Estate Income Fund
IGR
$712M
$1.41M 0.01%
167,296
-115,846
-41% -$974K
MWW
142
DELISTED
Monster Worldwide Inc
MWW
$1.38M 0.01%
+382,821
New +$1.22M
HRI icon
143
Herc Holdings
HRI
$5.43B
$1.3M 0.01%
+38,661
New +$1.3M
GAM
144
General American Investors Company
GAM
$1.54B
$1.19M 0.01%
36,364
– –
CLACW
145
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$1.18M 0.01%
1,750,000
– –
HBANP
146
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.15M 0.01%
800
– –
BLVDW
147
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$1.06M 0.01%
1,867,842
– –
TRGP icon
148
Targa Resources
TRGP
$60.4B
$1.06M 0.01%
21,613
– –
CET
149
Central Securities Corp
CET
$1.54B
$1.04M 0.01%
48,916
-8,765
-15% -$180K
SEVN
150
Seven Hills Realty Trust
SEVN
$179M
$1.01M 0.01%
48,455
-4,513
-9% -$95.5K
4 5
6
7 8

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
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.