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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
IQV icon
76
IQVIA
IQV
$34.7B
$19.4M 0.2%
254,459
-899,332
-78% -$69M
QCP
77
DELISTED
Quality Care Properties, Inc.
QCP
$19.3M 0.2%
+1,246,481
New +$18.7M
LITE icon
78
Lumentum
LITE
$59.4B
$18.8M 0.2%
486,472
– –
GNW icon
79
Genworth Financial
GNW
$3.8B
$17.9M 0.19%
+4,689,948
New +$20.7M
CCP
80
DELISTED
Care Capital Properties, Inc.
CCP
$17.7M 0.18%
709,054
-9,430
-1% -$237K
DBRG icon
81
DigitalBridge
DBRG
$2.94B
$17.7M 0.18%
295,791
-165,912
-36% -$9.36M
UE icon
82
Urban Edge Properties
UE
$2.94B
$17.5M 0.18%
635,214
– –
AEPI
83
DELISTED
AEP Industries Inc
AEPI
$16.6M 0.17%
142,877
-28,681
-17% -$3.25M
NRF
84
DELISTED
NorthStar Realty Finance Corp.
NRF
$16.5M 0.17%
1,091,097
-783,784
-42% -$11.4M
DCUD
85
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$15.5M 0.16%
305,425
– –
AWH
86
DELISTED
Allied World Assurance Co Hld Lt
AWH
$15.5M 0.16%
+288,889
New +$13.3M
IQNT
87
DELISTED
Inteliquent, Inc.
IQNT
$15.4M 0.16%
+671,414
New +$13.8M
UNIT
88
Uniti Group
UNIT
$2.63B
$15.1M 0.16%
593,214
– –
TIVO
89
DELISTED
Tivo Inc
TIVO
$14.6M 0.15%
700,434
– –
FG
90
DELISTED
FGL Holdings Ordinary Shares
FG
$14M 0.15%
1,400,000
-100,000
-7% -$986K
MAA icon
91
Mid-America Apartment Communities
MAA
$15.6B
$13.6M 0.14%
+138,886
New +$12.8M
GCP
92
DELISTED
GCP Applied Technologies Inc.
GCP
$12.9M 0.13%
483,458
-18,106
-4% -$489K
MTN icon
93
Vail Resorts
MTN
$5.19B
$12.6M 0.13%
+78,065
New +$12.4M
HLF icon
94
Herbalife
HLF
$1.23B
$11.3M 0.12%
469,152
+198,142
+73% +$5.41M
MEG
95
DELISTED
Media General, Inc
MEG
$10.2M 0.11%
540,974
-707,376
-57% -$12.8M
DCUC
96
DELISTED
Dominion Energy, Inc.
DCUC
$10.1M 0.11%
200,000
– –
AHPAU
97
DELISTED
Avista Healthcare Public Acquisition Corp.Units
AHPAU
$10.1M 0.11%
+1,000,000
New +$10.1M
OKSB
98
DELISTED
Southwest Bancorp Inc/OK
OKSB
$10M 0.1%
+344,744
New +$7.59M
FGL
99
DELISTED
Fidelity & Guaranty Life
FGL
$9.82M 0.1%
414,291
– –
SWNC
100
DELISTED
Southwestern Energy Company
SWNC
$9.73M 0.1%
379,300
-67,475
-15% -$1.85M
2 3
4
5 6

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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.