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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
ETP
176
DELISTED
Energy Transfer Partners L.p.
ETP
$614K 0.01%
16,605
– –
RMP
177
DELISTED
Rice Midstream Partners LP
RMP
$603K 0.01%
24,868
– –
SMC
178
Summit Midstream
SMC
$421M
$599K 0.01%
1,742
– –
WBT
179
DELISTED
Welbilt, Inc.
WBT
$598K 0.01%
36,879
– –
HEP
180
DELISTED
Holly Energy Partners, L.P.
HEP
$590K 0.01%
17,387
– –
ATLC icon
181
Atlanticus Holdings
ATLC
$1.5B
$586K 0.01%
191,430
– –
BNED icon
182
Barnes & Noble Education
BNED
$412M
$586K 0.01%
612
– –
NS
183
DELISTED
NuStar Energy L.P.
NS
$582K 0.01%
11,739
– –
GLO
184
Clough Global Opportunities Fund
GLO
$249M
$577K 0.01%
59,632
+14,599
+32% +$141K
WES
185
DELISTED
Western Gas Partners Lp
WES
$569K 0.01%
10,341
– –
TCP
186
DELISTED
TC Pipelines LP
TCP
$563K 0.01%
9,875
– –
PAA icon
187
Plains All American Pipeline
PAA
$17.4B
$555K 0.01%
17,670
– –
EACQW
188
DELISTED
Easterly Acquisition Corp.
EACQW
$555K 0.01%
925,000
– –
AGD
189
abrdn Global Dynamic Dividend Fund
AGD
$315M
$548K 0.01%
62,961
-12,860
-17% -$112K
FAM
190
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$546K 0.01%
46,319
-21,278
-31% -$248K
TEP
191
DELISTED
Tallgrass Energy Partners, LP
TEP
$543K 0.01%
11,260
– –
ADX icon
192
Adams Diversified Equity Fund
ADX
$3.17B
$540K 0.01%
41,052
+13,931
+51% +$182K
APVO icon
193
Aptevo Therapeutics
APVO
$5.47M
– –
0
– –
MGU
194
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$536K 0.01%
24,589
-6,107
-20% -$134K
CQP icon
195
Cheniere Energy
CQP
$31.8B
$529K 0.01%
18,085
– –
TY icon
196
TRI-Continental Corp
TY
$1.86B
$517K 0.01%
24,194
-10,244
-30% -$218K
ENLK
197
DELISTED
EnLink Midstream Partners, LP
ENLK
$514K 0.01%
29,009
– –
ETP
198
DELISTED
Energy Transfer Partners, L.P.
ETP
$511K 0.01%
17,976
– –
APU
199
DELISTED
AmeriGas Partners, L.P.
APU
$501K ﹤0.01%
10,964
– –
GRSHW
200
DELISTED
Gores Holdings, Inc. Warrants
GRSHW
$498K ﹤0.01%
414,965
-2,960,035
-88% -$3.01M
6 7
8
9 10

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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.