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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
+7.26%
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
$8.94B
AUM Growth
+$683M
Cap. Flow
-$2.26B
Cap. Flow %
-25.32%
Top 10 Hldgs %
23.25%
Holding
560
New
102
Increased
133
Reduced
84
Closed
95

Top Buys

Rank Stock Value
1
AGN
Allergan plc
AGN
+$96.4M
2
PCP
PRECISION CASTPARTS CORP
PCP
+$91.2M
3
KLAC icon
KLA
KLAC
+$82.3M
4
JAH
JARDEN CORPORATION
JAH
+$82.2M
5
RAD
Rite Aid Corporation
RAD
+$82.2M

Top Sells

Rank Stock Value
1
HCBK
HUDSON CITY BANCORP INC
HCBK
+$174M
2
SIAL
SIGMA - ALDRICH CORP
SIAL
+$159M
3
FSL
FREESCALE SEMICONDUCTOR LTD
FSL
+$146M
4
ALTR
Altera Corp
ALTR
+$105M
5
HCC
HCC INSURANCES HOLDINGS INC
HCC
+$88.3M

Sector Composition

Rank Sector Weight
1 Industrials 6.3%
2 Energy 5.98%
3 Healthcare 5.78%
4 Technology 5.25%
5 Communication Services 4.98%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CLACW
226
DELISTED
Capitol Acquisition Corp. III Warrants
CLACW
$735K 0.01%
+1,750,000
New +$824K
QPACW
227
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$718K 0.01%
3,500,000
– –
AGD
228
abrdn Global Dynamic Dividend Fund
AGD
$315M
$715K 0.01%
80,777
-6,379
-7% -$57.2K
EPD icon
229
Enterprise Products Partners
EPD
$83.8B
$708K 0.01%
27,660
– –
ACP
230
abrdn Income Credit Strategies Fund
ACP
$640M
$702K 0.01%
63,899
+19,566
+44% +$234K
GDF
231
DELISTED
WESTERN ASSET GLB PARTNERS INCM FUND INC. COM
GDF
$702K 0.01%
90,853
+14,393
+19% +$117K
MUI
232
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$695K 0.01%
49,028
-3,465
-7% -$48.3K
GDV icon
233
Gabelli Dividend & Income Trust
GDV
$2.6B
$678K 0.01%
36,741
– –
NBBC
234
DELISTED
NEWBRIDGE BANCORP CLASS A COM STK (NC)
NBBC
$671K 0.01%
+55,062
New +$633K
SPXC icon
235
SPX Corp
SPXC
$11B
$668K 0.01%
+71,599
New +$778K
WCIC
236
DELISTED
WCI Communities, Inc.
WCIC
$663K 0.01%
29,776
+260
+0.9% +$6.06K
INF
237
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$654K 0.01%
55,633
+8,030
+17% +$104K
VLT icon
238
Invesco High Income Trust II
VLT
$66.2M
$632K 0.01%
49,200
+11,612
+31% +$153K
AFT
239
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$631K 0.01%
+41,665
New +$638K
ATLC icon
240
Atlanticus Holdings
ATLC
$1.5B
$613K 0.01%
191,430
– –
MGU
241
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$610K 0.01%
32,020
+4,156
+15% +$83.1K
BNED icon
242
Barnes & Noble Education
BNED
$412M
$609K 0.01%
612
-2,995
-83% -$3.76M
MMP
243
DELISTED
Magellan Midstream Partners, L.P.
MMP
$608K 0.01%
8,957
– –
KIO
244
KKR Income Opportunities Fund
KIO
$450M
$600K 0.01%
43,243
+21,357
+98% +$308K
AOD
245
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$566K 0.01%
73,695
+33,820
+85% +$266K
BPFHW
246
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$561K 0.01%
116,799
-1,000
-0.8% -$4.89K
ETP
247
DELISTED
Energy Transfer Partners L.p.
ETP
$560K 0.01%
16,605
– –
DEX
248
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$556K 0.01%
59,457
+5,861
+11% +$56.5K
HEP
249
DELISTED
Holly Energy Partners, L.P.
HEP
$541K 0.01%
17,387
– –
TLP
250
DELISTED
Transmontaigne
TLP
$538K 0.01%
20,121
+3,548
+21% +$96.9K
8 9
10
11 12

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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 2015 Portfolio in Review

As of Q4 2015, AQR Arbitrage held 560 positions worth $8.94B, up 8.3% from $8.26B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

AQR Arbitrage withdrew a net $2.26B in Q4 2015, closing 95 positions and reducing 84 holdings. Its most notable exit was HUDSON CITY BANCORP INC, an estimated $174M position sold in full.

By sector, the portfolio is most concentrated in Industrials at 6.3% of assets, up from 4.8% a quarter earlier, followed by Energy and Healthcare.

Against the trend, AQR Arbitrage opened a new position in Allergan plc worth $101M.

  • AQR Arbitrage's largest Q4 2015 buy was Allergan plc: 323,742 shares worth $101M.
  • AQR Arbitrage added most to PRECISION CASTPARTS CORP in Q4 2015, an estimated $91.2M increase.
  • AQR Arbitrage's biggest Q4 2015 reduction was Fiat Chrysler Automobiles N.V., cutting an estimated $48.6M.
  • AQR Arbitrage fully exited HUDSON CITY BANCORP INC in Q4 2015, selling an estimated $174M.
  • AQR Arbitrage's ten largest holdings make up 23% of its $8.94B portfolio in Q4 2015.
  • AQR Arbitrage opened 102 new positions and closed 95 in Q4 2015.
  • AQR Arbitrage's portfolio value rose 8.3% quarter-over-quarter to $8.94B.

Based on AQR Arbitrage's 13F filing for Q4 2015, filed 16 Feb 2016.