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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
+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
VLYWW
251
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$23K ﹤0.01%
116,185
– –
JSYNW
252
DELISTED
Jensyn Acquistion Corp. Warrants
JSYNW
$22K ﹤0.01%
200,000
– –
AMRS
253
DELISTED
Amyris Inc.
AMRS
$11K ﹤0.01%
+1,000
New +$12.3K
ARKR icon
254
Ark Restaurants
ARKR
$21.4M
– –
-12,578
Closed -$286K
EVF
255
Eaton Vance Senior Income Trust
EVF
$90.3M
– –
-33,149
Closed -$213K
FTF
256
Franklin Limited Duration Income Trust
FTF
$235M
– –
-16,100
Closed -$195K
GLQ
257
Clough Global Equity Fund
GLQ
$154M
– –
-19,335
Closed -$220K
GLV
258
Clough Global Dividend & Income Fund
GLV
$78.4M
– –
-17,920
Closed -$217K
GRX
259
Gabelli Healthcare & Wellness Trust
GRX
$140M
– –
-18,462
Closed -$192K
HE icon
260
Hawaiian Electric Industries
HE
$2.33B
– –
-863,928
Closed -$25.8M
JQC icon
261
Nuveen Credit Strategies Income Fund
JQC
$702M
– –
-10,647
Closed -$90K
KEYS icon
262
Keysight
KEYS
$54.5B
– –
-547,926
Closed -$17.4M
KLAC icon
263
KLA
KLAC
$275B
– –
-27,864,200
Closed -$194M
PANL icon
264
Pangaea Logistics
PANL
$501M
– –
-38,472
Closed -$96K
PCF
265
High Income Securities Fund
PCF
$99.6M
– –
-10,692
Closed -$86K
RVT icon
266
Royce Value Trust
RVT
$2.21B
– –
-33,140
Closed -$420K
SCD
267
LMP Capital and Income Fund
SCD
$353M
– –
-16,951
Closed -$231K
SWZ
268
Swiss Helvetia Fund
SWZ
$76.3M
– –
-18,215
Closed -$195K
UUUU icon
269
Energy Fuels
UUUU
$2.82B
– –
-17,980
Closed -$29K
VEON icon
270
VEON
VEON
$3.53B
– –
-17,735
Closed -$1.54M
FSD
271
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
– –
-49,917
Closed -$778K
LTRPA
272
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-90,211
Closed -$1.97M
CTXS
273
DELISTED
Citrix Systems Inc
CTXS
– –
-59,274
Closed -$4.02M
CDK
274
DELISTED
CDK Global, Inc.
CDK
– –
-207,733
Closed -$11.9M
TPCO
275
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-119,509
Closed -$2.02M
9 10
11
12 13

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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 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.