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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
CVT
301
DELISTED
CVENT, INC.
CVT
– –
-1,851,619
Closed -$58.7M
GI
302
DELISTED
EndoChoice Holdings, Inc.
GI
– –
-686,049
Closed -$5.47M
SAAS
303
DELISTED
inContact, Inc.
SAAS
– –
-2,915,688
Closed -$40.8M
APIC
304
DELISTED
Apigee Corporation Common Stock
APIC
– –
-116,022
Closed -$2.02M
NATL
305
DELISTED
National Interstate Corporation
NATL
– –
-62,591
Closed -$2.04M
AVG
306
DELISTED
AVG Technologies N.V.
AVG
– –
-2,866,874
Closed -$71.7M
BLOX
307
DELISTED
Infoblox Inc
BLOX
– –
-1,143,902
Closed -$30.2M
FLTX
308
DELISTED
Fleetmatics Group PLC
FLTX
– –
-885,724
Closed -$53.1M
RSTI
309
DELISTED
Rofin-Sinar Technologies Inc
RSTI
– –
-1,618,911
Closed -$52.1M
CPHD
310
DELISTED
Cepheid Inc
CPHD
– –
-2,545,865
Closed -$134M
N
311
DELISTED
Netsuite Inc
N
– –
-640,004
Closed -$70.8M
RAX
312
DELISTED
Rackspace Hosting Inc
RAX
– –
-3,263,415
Closed -$103M
GRSHW
313
DELISTED
Gores Holdings, Inc. Warrants
GRSHW
– –
-414,965
Closed -$498K
TBRA
314
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
– –
-75,000
Closed -$2.98M
SGI
315
DELISTED
Silicon Graphics Intl.
SGI
– –
-1,334,208
Closed -$10.3M
VTAE
316
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
– –
-942,400
Closed -$19.7M
COB
317
DELISTED
CommunityOne Bancorp
COB
– –
-201,952
Closed -$2.79M
CYNA
318
DELISTED
CYNAPSUS THERAPEUTICS INC COM PAR NO PAR (CANADA)
CYNA
– –
-133,503
Closed -$5.37M
PGND
319
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
– –
-931,976
Closed -$37.7M
ITC
320
DELISTED
ITC HOLDINGS CORP
ITC
– –
-2,425,547
Closed -$113M
SKUL
321
DELISTED
SKULLCANDY INC
SKUL
– –
-290,482
Closed -$1.84M
EPIQ
322
DELISTED
EPIQ SYSTEMS INC
EPIQ
– –
-507,969
Closed -$8.38M
STRZA
323
DELISTED
Starz - Series A
STRZA
– –
-476,640
Closed -$14.9M
HBANP
324
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
– –
-800
Closed -$1.15M
DISH
325
DELISTED
DISH Network Corp.
DISH
– –
-4,289
Closed -$235K
10 11 12
13
14

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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.