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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
TSNU
1
DELISTED
Tyson Foods, Inc.
TSNU
$207M 2.03%
2,510,325
– –
YHOO
2
DELISTED
Yahoo Inc
YHOO
$197M 1.93%
4,567,237
+219,158
+5% +$8.99M
KLAC icon
3
KLA
KLAC
$275B
$194M 1.91%
27,864,200
+2,788,900
+11% +$20.1M
TMUSP
4
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$191M 1.87%
2,443,375
– –
LLTC
5
DELISTED
Linear Technology Corp
LLTC
$183M 1.79%
+3,078,701
New +$173M
AGN.PRA
6
DELISTED
Allergan plc
AGN.PRA
$175M 1.72%
214,250
+13,850
+7% +$12M
WWAV
7
DELISTED
The WhiteWave Foods Company
WWAV
$175M 1.71%
+3,207,343
New +$177M
DD icon
8
DuPont de Nemours
DD
$18.6B
$171M 1.67%
1,299,617
+1,177,904
+968% +$157M
VAL
9
DELISTED
Valspar
VAL
$169M 1.66%
1,595,163
+577,324
+57% +$61.4M
STJ
10
DELISTED
St Jude Medical
STJ
$166M 1.63%
2,082,346
+371,568
+22% +$30M
RAD
11
DELISTED
Rite Aid Corporation
RAD
$155M 1.52%
1,005,641
+23,941
+2% +$3.57M
CI icon
12
Cigna
CI
$76.6B
$154M 1.51%
1,184,641
+52,992
+5% +$6.92M
HUM icon
13
Humana
HUM
$46.7B
$151M 1.48%
851,693
+15,024
+2% +$2.61M
SE
14
DELISTED
Spectra Energy Corp Wi
SE
$149M 1.46%
+3,473,825
New +$132M
CST
15
DELISTED
CST Brands, Inc.
CST
$144M 1.41%
+2,993,864
New +$138M
FCAM
16
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
$141M 1.38%
2,186,825
– –
WR
17
DELISTED
Westar Energy Inc
WR
$140M 1.37%
2,468,433
+837,737
+51% +$46.3M
MON
18
DELISTED
Monsanto Co
MON
$134M 1.32%
1,313,280
+1,078,695
+460% +$113M
CPHD
19
DELISTED
Cepheid Inc
CPHD
$134M 1.32%
+2,545,865
New +$101M
EVHC
20
DELISTED
Envision Healthcare Holdings Inc
EVHC
$120M 1.18%
1,805,102
+1,526,640
+548% +$105M
ITC
21
DELISTED
ITC HOLDINGS CORP
ITC
$113M 1.11%
2,425,547
-354,213
-13% -$16.4M
RAX
22
DELISTED
Rackspace Hosting Inc
RAX
$103M 1.01%
+3,263,415
New +$90.1M
IQV icon
23
IQVIA
IQV
$34.7B
$93.5M 0.92%
1,153,791
+289,817
+34% +$21.9M
LNKD
24
DELISTED
LinkedIn Corporation
LNKD
$93.3M 0.92%
488,421
+62,847
+15% +$12M
ISIL
25
DELISTED
Intersil Corp
ISIL
$88.2M 0.87%
+4,022,602
New +$69.7M
1
2 3 4 5

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JWBC
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GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
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.