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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
SPXC icon
151
SPX Corp
SPXC
$11B
$1.03M 0.01%
43,234
– –
BLVDW
152
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$990K 0.01%
1,867,842
– –
INSEW
153
DELISTED
Inspired Entertainment, Inc. Warrants
INSEW
$984K 0.01%
+1,640,000
New +$1.1M
TGLS icon
154
Tecnoglass
TGLS
$2.01B
$960K 0.01%
78,348
-44,300
-36% -$523K
LSBG
155
DELISTED
Lake Sunapee Bank Group
LSBG
$948K 0.01%
40,202
– –
TLP
156
DELISTED
Transmontaigne
TLP
$891K 0.01%
20,121
– –
HCACW
157
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$875K 0.01%
1,028,837
– –
ADX icon
158
Adams Diversified Equity Fund
ADX
$3.17B
$817K 0.01%
64,284
+23,232
+57% +$298K
GLO
159
Clough Global Opportunities Fund
GLO
$249M
$805K 0.01%
89,973
+30,341
+51% +$274K
MPLX icon
160
MPLX
MPLX
$59.5B
$797K 0.01%
23,015
– –
SEVN
161
Seven Hills Realty Trust
SEVN
$179M
$773K 0.01%
39,240
-9,215
-19% -$178K
IGR
162
CBRE Global Real Estate Income Fund
IGR
$712M
$766K 0.01%
104,915
-62,381
-37% -$468K
EPD icon
163
Enterprise Products Partners
EPD
$83.8B
$748K 0.01%
27,660
– –
OKS
164
DELISTED
Oneok Partners LP
OKS
$734K 0.01%
17,057
– –
WPZ
165
DELISTED
Williams Partners L.P.
WPZ
$720K 0.01%
18,936
– –
KLREW
166
DELISTED
KLR Energy Acquisition Corp.
KLREW
$700K 0.01%
500,000
– –
MMP
167
DELISTED
Magellan Midstream Partners, L.P.
MMP
$677K 0.01%
8,957
– –
DCP
168
DELISTED
DCP Midstream, LP
DCP
$677K 0.01%
17,646
– –
SEMG
169
DELISTED
SEMGROUP CORPORATION
SEMG
$665K 0.01%
+15,933
New +$571K
ENBL
170
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$661K 0.01%
42,053
– –
VIVO
171
VivoPower PLC
VIVO
$131M
$660K 0.01%
+12,000
New +$770K
SMC
172
Summit Midstream
SMC
$421M
$657K 0.01%
1,742
– –
BWP
173
DELISTED
Boardwalk Pipeline Partners
BWP
$646K 0.01%
37,202
– –
LRCX icon
174
Lam Research
LRCX
$382B
$639K 0.01%
+60,410
New +$614K
QPACW
175
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$627K 0.01%
3,132,626
– –
5 6
7
8 9

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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.