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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
SCACU
151
DELISTED
Saban Capital Acquisition Corp. Units
SCACU
$1.01M 0.01%
+100,000
New +$1.01M
ARDC
152
Are Dynamic Credit Allocation Fund
ARDC
$297M
$956K 0.01%
64,371
-15,443
-19% -$222K
HTCH
153
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$942K 0.01%
236,795
– –
HDRAR
154
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
$900K 0.01%
2,000,000
– –
SPXC icon
155
SPX Corp
SPXC
$11B
$871K 0.01%
43,234
– –
CCNWW
156
DELISTED
CardConnect Corp. Warrants
CCNWW
$845K 0.01%
+775,000
New +$1.03M
TLP
157
DELISTED
Transmontaigne
TLP
$830K 0.01%
20,121
– –
MTW icon
158
Manitowoc
MTW
$516M
$818K 0.01%
42,674
– –
NXEOW
159
DELISTED
Nexeo Solutions, Inc. Warrant
NXEOW
$815K 0.01%
1,381,000
-566,000
-29% -$394K
MPLX icon
160
MPLX
MPLX
$59.5B
$779K 0.01%
23,015
– –
FSD
161
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$778K 0.01%
49,917
-51,197
-51% -$789K
EPD icon
162
Enterprise Products Partners
EPD
$83.8B
$764K 0.01%
27,660
– –
PJT icon
163
PJT Partners
PJT
$4.37B
$732K 0.01%
26,861
– –
LSBG
164
DELISTED
Lake Sunapee Bank Group
LSBG
$726K 0.01%
40,202
+7,091
+21% +$127K
WPZ
165
DELISTED
Williams Partners L.P.
WPZ
$704K 0.01%
18,936
– –
AFI
166
DELISTED
Armstrong Flooring, Inc.
AFI
$703K 0.01%
37,209
-9,405
-20% -$180K
BPFHW
167
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$702K 0.01%
116,799
– –
HDRAW
168
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
$700K 0.01%
1,640,000
-360,000
-18% -$128K
OKS
169
DELISTED
Oneok Partners LP
OKS
$681K 0.01%
17,057
– –
CBNK
170
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
$649K 0.01%
35,108
+4,676
+15% +$86.3K
ENBL
171
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$641K 0.01%
42,053
– –
BWP
172
DELISTED
Boardwalk Pipeline Partners
BWP
$638K 0.01%
37,202
– –
MMP
173
DELISTED
Magellan Midstream Partners, L.P.
MMP
$634K 0.01%
8,957
– –
KMI icon
174
Kinder Morgan
KMI
$73.1B
$633K 0.01%
27,367
– –
DCP
175
DELISTED
DCP Midstream, LP
DCP
$623K 0.01%
17,646
– –
5 6
7
8 9

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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
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.