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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
DTSI
326
DELISTED
DTS, Inc.
DTSI
– –
-82,900
Closed -$3.53M
KEY.PRG
327
DELISTED
KeyCorp Pfd
KEY.PRG
– –
-20,000
Closed -$2.73M
CKEC
328
DELISTED
Carmike Cinemas Inc
CKEC
– –
-893,355
Closed -$29.2M
LNKD
329
DELISTED
LinkedIn Corporation
LNKD
– –
-488,421
Closed -$93.3M
LXK
330
DELISTED
Lexmark Intl Inc
LXK
– –
-1,559,830
Closed -$62.3M
MWW
331
DELISTED
Monster Worldwide Inc
MWW
– –
-382,821
Closed -$1.38M
RPTP
332
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-4,062,563
Closed -$36.4M
HTCH
333
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
– –
-236,795
Closed -$942K
PNY
334
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
– –
-1,314,292
Closed -$78.9M
CBNK
335
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
– –
-35,108
Closed -$649K
10 11 12 13
14

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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.