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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
OACQ
126
DELISTED
Origo Acquisition Corporation
OACQ
$3.38M 0.04%
325,500
-24,500
-7% -$254K
NWSA icon
127
News Corp Class A
NWSA
$14.5B
$3.04M 0.03%
265,042
– –
LBRDA icon
128
Liberty Broadband Class A
LBRDA
$4.14B
$2.93M 0.03%
40,382
-79,330
-66% -$5.44M
CUZ icon
129
Cousins Properties
CUZ
$5.29B
$2.81M 0.03%
82,671
+33,494
+68% +$1.06M
UAM
130
DELISTED
Universal American Corp
UAM
$2.78M 0.03%
+279,765
New +$2.46M
LIOX
131
DELISTED
Lionbridge Technologies
LIOX
$2.72M 0.03%
+468,984
New +$2.4M
USA icon
132
Liberty All-Star Equity Fund
USA
$1.75B
$2.42M 0.03%
469,637
-4,523
-1% -$22.9K
NXST icon
133
Nexstar Media Group
NXST
$5.6B
$2.32M 0.02%
+36,709
New +$2.1M
MIC
134
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$2.24M 0.02%
+27,391
New +$2.24M
ISUN
135
DELISTED
iSun, Inc. Common Stock
ISUN
$2.03M 0.02%
200,000
– –
IL
136
DELISTED
IntraLinks Holdings Inc.
IL
$2.02M 0.02%
+149,654
New +$1.67M
EGAS
137
DELISTED
Gas Natural Inc.
EGAS
$2.01M 0.02%
+159,807
New +$1.94M
DELL icon
138
Dell
DELL
$283B
$1.87M 0.02%
121,382
-1,163,853
-91% -$16.7M
BCX icon
139
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$1.75M 0.02%
211,166
-85,887
-29% -$693K
AWP
140
abrdn Global Premier Properties Fund
AWP
$377M
$1.69M 0.02%
109,969
-3,844
-3% -$60.1K
INSE icon
141
Inspired Entertainment
INSE
$177M
$1.67M 0.02%
197,600
-342,300
-63% -$3.37M
CLACW
142
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$1.52M 0.02%
1,750,000
– –
EVHC.PR
143
DELISTED
Envision Healthcare Corporation
EVHC.PR
$1.36M 0.01%
+11,400
New +$1.43M
FTS icon
144
Fortis
FTS
$30B
$1.32M 0.01%
+42,907
New +$1.33M
PKY
145
DELISTED
Parkway, Inc.
PKY
$1.24M 0.01%
55,772
-499,138
-90% -$9.44M
TRGP icon
146
Targa Resources
TRGP
$60.4B
$1.21M 0.01%
21,613
– –
GAM
147
General American Investors Company
GAM
$1.54B
$1.12M 0.01%
36,011
-353
-1% -$11.1K
UA icon
148
Under Armour Class C
UA
$2.92B
$1.1M 0.01%
+43,718
New +$1.21M
SCACU
149
DELISTED
Saban Capital Acquisition Corp. Units
SCACU
$1.04M 0.01%
100,000
– –
CET
150
Central Securities Corp
CET
$1.54B
$1.04M 0.01%
47,528
-1,388
-3% -$29.4K
4 5
6
7 8

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GA
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CIS
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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.