We are live on ! Find out more
AA

AQR Arbitrage Portfolio holdings

AUM $6.09B
1-Year Est. Return 27.01%
This Fund
S&P 500
This Quarter Est. Return
+6.9%
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
$9.64B
AUM Growth
-$556M
Cap. Flow
-$2.79B
Cap. Flow %
-29%
Top 10 Hldgs %
21.95%
Holding
431
New
81
Increased
27
Reduced
61
Closed
87

Top Buys

Rank Stock Value
1
NXPI icon
NXP Semiconductors
NXPI
+$154M
2
ENH
Endurance Specialty Holdings Ltd
ENH
+$152M
3
BEAV
B/E Aerospace Inc
BEAV
+$147M
4
CAB
Cabela's Inc
CAB
+$122M
5
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
+$117M

Top Sells

Rank Stock Value
1
KLAC icon
KLA
KLAC
+$194M
2
AGN.PRA
Allergan plc
AGN.PRA
+$175M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
+$141M
4
CPHD
Cepheid Inc
CPHD
+$134M
5
TMUSP
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
+$130M

Sector Composition

Rank Sector Weight
1 Technology 11.04%
2 Materials 8.18%
3 Healthcare 7.95%
4 Financials 6.25%
5 Consumer Discretionary 4.75%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
JCI icon
226
Johnson Controls International
JCI
$87.5B
$300K ﹤0.01%
7,282
– –
EACQW
227
DELISTED
Easterly Acquisition Corp.
EACQW
$298K ﹤0.01%
925,000
– –
TGP
228
DELISTED
Teekay LNG Partners L.P.
TGP
$294K ﹤0.01%
20,319
– –
SHLX
229
DELISTED
Shell Midstream Partners, L.P.
SHLX
$280K ﹤0.01%
9,609
– –
AGC
230
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$280K ﹤0.01%
47,691
-34,184
-42% -$191K
TCF
231
DELISTED
TCF Financial Corporation Common Stock
TCF
$272K ﹤0.01%
+5,018
New +$244K
CPAAU
232
DELISTED
Conyers Park Acquisition Corp. Unit
CPAAU
$271K ﹤0.01%
25,000
– –
MGU
233
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$253K ﹤0.01%
12,827
-11,762
-48% -$235K
ACP
234
abrdn Income Credit Strategies Fund
ACP
$640M
$237K ﹤0.01%
18,224
-2,331
-11% -$29K
DEX
235
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$231K ﹤0.01%
22,877
-7,741
-25% -$75.5K
PAACR
236
DELISTED
Pacific Special Acquisition Corp. Rights
PAACR
$220K ﹤0.01%
+415,000
New +$103K
NFJ
237
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$208K ﹤0.01%
+16,500
New +$207K
VCV icon
238
Invesco California Value Municipal Income Trust
VCV
$515M
$184K ﹤0.01%
+15,143
New +$191K
FUND
239
Sprott Focus Trust
FUND
$293M
$163K ﹤0.01%
23,411
-14,743
-39% -$101K
RMT
240
Royce Micro-Cap Trust
RMT
$736M
$156K ﹤0.01%
19,243
+1,818
+10% +$14.2K
OACQR
241
DELISTED
Origo Acquisition Corporation Right Expiring 3/12/2018
OACQR
$147K ﹤0.01%
+350,000
New +$83.5K
BHACR
242
DELISTED
Barington/Hilco Acquisition Corp. Rights
BHACR
$136K ﹤0.01%
545,520
– –
ASB.WS
243
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$108K ﹤0.01%
20,065
-3,385
-14% -$14.2K
AGFSW
244
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$95K ﹤0.01%
540,000
– –
JASNW
245
DELISTED
Jason Industries, Inc.
JASNW
$81K ﹤0.01%
1,933,070
– –
BHACW
246
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$70K ﹤0.01%
545,520
– –
AXARW
247
DELISTED
Axar Acquisition Corp. Warrants
AXARW
$56K ﹤0.01%
+750,000
New +$52.6K
JSYNR
248
DELISTED
Jensyn Acquistion Corp. Rights
JSYNR
$47K ﹤0.01%
200,000
– –
CYHHZ
249
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$45K ﹤0.01%
10,026,149
– –
VNR
250
DELISTED
Vanguard Natural Resources, LLC
VNR
$36K ﹤0.01%
54,023
– –
8 9
10
11 12

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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 Q4 2016 Portfolio in Review

As of Q4 2016, AQR Arbitrage held 431 positions worth $9.64B, down 5.5% from $10.2B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

AQR Arbitrage withdrew a net $2.79B in Q4 2016, closing 87 positions and reducing 61 holdings. Its most notable exit was KLA, an estimated $194M position sold in full.

By sector, the portfolio is most concentrated in Technology at 11% of assets, up from 9.8% a quarter earlier, followed by Materials and Healthcare.

Against the trend, AQR Arbitrage opened a new position in NXP Semiconductors worth $152M.

  • AQR Arbitrage's largest Q4 2016 buy was NXP Semiconductors: 1,547,577 shares worth $152M.
  • AQR Arbitrage added most to Agrium in Q4 2016, an estimated $72.4M increase.
  • AQR Arbitrage's biggest Q4 2016 reduction was T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A, cutting an estimated $130M.
  • AQR Arbitrage fully exited KLA in Q4 2016, selling an estimated $194M.
  • AQR Arbitrage's ten largest holdings make up 22% of its $9.64B portfolio in Q4 2016.
  • AQR Arbitrage opened 81 new positions and closed 87 in Q4 2016.
  • AQR Arbitrage's portfolio value fell 5.5% quarter-over-quarter to $9.64B.

Based on AQR Arbitrage's 13F filing for Q4 2016, filed 14 Feb 2017.