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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
HUNTU
101
DELISTED
Hunter Maritime Acquisition Corp. Unit
HUNTU
$9.64M 0.1%
+950,000
New +$9.5M
CACB
102
DELISTED
Cascade Bancorp
CACB
$9.64M 0.1%
+1,187,016
New +$8.24M
MPG
103
DELISTED
Metaldyne Performance Group Inc.
MPG
$9.63M 0.1%
+419,567
New +$7.98M
MIIIU
104
DELISTED
M III Acquisition Corp
MIIIU
$9.55M 0.1%
965,221
– –
HAWK
105
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$8.9M 0.09%
+236,313
New +$8.41M
STLRU
106
DELISTED
Stellar Acquisition III Inc. Units
STLRU
$8.24M 0.09%
800,000
– –
FRP
107
DELISTED
Fairpoint Communications, Inc.
FRP
$8.21M 0.09%
+439,151
New +$7.4M
HEOP
108
DELISTED
Heritage Oaks Bancorp
HEOP
$7.89M 0.08%
+639,698
New +$6.09M
GCI
109
DELISTED
Gannett Co., Inc
GCI
$7.83M 0.08%
805,882
– –
MBVT
110
DELISTED
Merchants Bancshares Inc
MBVT
$7.46M 0.08%
+137,606
New +$6.19M
SCNB
111
DELISTED
Suffolk Bancorp
SCNB
$7.3M 0.08%
170,579
-29,225
-15% -$1.14M
NILE
112
DELISTED
Blue Nile, Inc.
NILE
$6.79M 0.07%
+167,006
New +$6.39M
SRCLP
113
DELISTED
Stericycle, Inc
SRCLP
$6.36M 0.07%
100,000
– –
AVNS icon
114
Avanos Medical
AVNS
$1.17B
$6.23M 0.06%
168,421
-233,700
-58% -$8.35M
VASC
115
DELISTED
Vascular Solutions Inc
VASC
$5.35M 0.06%
+95,400
New +$4.86M
AMC icon
116
AMC Entertainment Holdings
AMC
$2.03B
$5.23M 0.05%
+15,532
New +$5.11M
KLRE
117
DELISTED
KLR Energy Acquisition Corp
KLRE
$5.17M 0.05%
500,000
– –
MACQU
118
DELISTED
M I Acquisitions, Inc. Unit
MACQU
$5.08M 0.05%
500,000
– –
ASAP
119
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$4.89M 0.05%
+25,000
New +$4.88M
ON icon
120
ON Semiconductor
ON
$33.8B
$4.75M 0.05%
+372,269
New +$4.44M
BRQS
121
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.25M 0.04%
2,161
– –
DTLK
122
DELISTED
Datalink Corp
DTLK
$3.92M 0.04%
+348,017
New +$3.76M
EVHC
123
DELISTED
Envision Healthcare Holdings Inc
EVHC
$3.67M 0.04%
58,049
-1,747,053
-97% -$114M
BKNG icon
124
Booking.com
BKNG
$138B
$3.57M 0.04%
+60,950
New +$3.64M
IOC
125
DELISTED
Interoil Corporation
IOC
$3.51M 0.04%
73,833
– –
3 4
5
6 7

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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.