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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
EEP
201
DELISTED
Enbridge Energy Partners
EEP
$495K ﹤0.01%
19,465
– –
GEL icon
202
Genesis Energy
GEL
$1.84B
$491K ﹤0.01%
12,925
– –
CEQP
203
DELISTED
Crestwood Equity Partners LP
CEQP
$481K ﹤0.01%
22,636
– –
BPL
204
DELISTED
Buckeye Partners, L.P.
BPL
$479K ﹤0.01%
6,687
– –
AGC
205
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$471K ﹤0.01%
81,875
-69,330
-46% -$398K
QPACW
206
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$470K ﹤0.01%
3,132,626
-367,374
-10% -$66.2K
SEP
207
DELISTED
Spectra Engy Parters Lp
SEP
$455K ﹤0.01%
10,414
– –
ANDX
208
DELISTED
Andeavor Logistics LP
ANDX
$448K ﹤0.01%
9,250
– –
VLP
209
DELISTED
Valero Energy Partners LP
VLP
$447K ﹤0.01%
10,221
– –
AGFSW
210
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$421K ﹤0.01%
540,000
– –
RVT icon
211
Royce Value Trust
RVT
$2.21B
$420K ﹤0.01%
33,140
-44,884
-58% -$563K
HCACW
212
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$412K ﹤0.01%
1,028,837
– –
PSXP
213
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$401K ﹤0.01%
8,245
– –
MMLP icon
214
Martin Midstream Partners
MMLP
$95.9M
$376K ﹤0.01%
18,768
– –
QHC
215
DELISTED
Quorum Health Corporation
QHC
$357K ﹤0.01%
56,871
-91,648
-62% -$751K
JCI icon
216
Johnson Controls International
JCI
$87.5B
$339K ﹤0.01%
+7,282
New +$338K
DEX
217
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$310K ﹤0.01%
30,618
-23,151
-43% -$233K
SHLX
218
DELISTED
Shell Midstream Partners, L.P.
SHLX
$308K ﹤0.01%
9,609
– –
TGP
219
DELISTED
Teekay LNG Partners L.P.
TGP
$307K ﹤0.01%
20,319
– –
CNXM
220
DELISTED
CNX Midstream Partners LP
CNXM
$297K ﹤0.01%
16,400
– –
GPACW
221
DELISTED
Global Partner Acquisition Corp
GPACW
$288K ﹤0.01%
1,068,000
– –
ARKR icon
222
Ark Restaurants
ARKR
$286K ﹤0.01%
12,578
-10,700
-46% -$246K
CPAAU
223
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
$269K ﹤0.01%
+25,000
New +$263K
FUND
224
Sprott Focus Trust
FUND
$293M
$263K ﹤0.01%
38,154
-15,484
-29% -$106K
ACP
225
abrdn Income Credit Strategies Fund
ACP
$640M
$258K ﹤0.01%
20,555
-20,463
-50% -$247K
7 8
9
10 11

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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.