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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
SCD
251
LMP Capital and Income Fund
SCD
$353M
$536K 0.01%
43,369
+6,934
+19% +$87.6K
PCF
252
High Income Securities Fund
PCF
$99.6M
$532K 0.01%
72,731
-15,923
-18% -$117K
VLP
253
DELISTED
Valero Energy Partners LP
VLP
$528K 0.01%
10,221
– –
WPZ
254
DELISTED
Williams Partners L.P.
WPZ
$527K 0.01%
18,936
– –
NPF
255
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$519K 0.01%
37,965
-5,028
-12% -$66.5K
SUNE
256
DELISTED
SUNEDISON, INC COM
SUNE
$517K 0.01%
+101,487
New +$622K
OKS
257
DELISTED
Oneok Partners LP
OKS
$514K 0.01%
17,057
+2,950
+21% +$89.5K
MUJ icon
258
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$513K 0.01%
35,527
-13,401
-27% -$186K
JDD
259
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$513K 0.01%
47,335
+3,217
+7% +$35K
ZTR
260
Virtus Total Return Fund
ZTR
$340M
$510K 0.01%
41,890
+3,404
+9% +$40.8K
AGFSW
261
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$508K 0.01%
540,000
-12,100
-2% -$16.4K
PSXP
262
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$506K 0.01%
8,245
– –
SEP
263
DELISTED
Spectra Engy Parters Lp
SEP
$497K 0.01%
10,414
– –
WES
264
DELISTED
Western Gas Partners Lp
WES
$492K 0.01%
10,341
+1,763
+21% +$84.9K
TCP
265
DELISTED
TC Pipelines LP
TCP
$491K 0.01%
9,875
– –
SMC
266
Summit Midstream
SMC
$421M
$489K 0.01%
1,742
+669
+62% +$181K
AGR
267
DELISTED
Avangrid, Inc.
AGR
$483K 0.01%
+12,574
New +$457K
BWP
268
DELISTED
Boardwalk Pipeline Partners
BWP
$483K 0.01%
37,202
– –
ENLK
269
DELISTED
EnLink Midstream Partners, LP
ENLK
$481K 0.01%
29,009
+5,639
+24% +$91.3K
GEL icon
270
Genesis Energy
GEL
$1.84B
$475K 0.01%
12,925
+2,199
+21% +$85.3K
CQP icon
271
Cheniere Energy
CQP
$31.8B
$471K 0.01%
18,085
– –
NS
272
DELISTED
NuStar Energy L.P.
NS
$471K 0.01%
11,739
+2,173
+23% +$93.8K
CEQP
273
DELISTED
Crestwood Equity Partners LP
CEQP
$470K 0.01%
+22,635
New +$513K
ANDX
274
DELISTED
Andeavor Logistics LP
ANDX
$465K 0.01%
9,250
– –
BGT icon
275
BlackRock Floating Rate Income Trust
BGT
$322M
$464K 0.01%
37,133
+5,844
+19% +$73.6K
9 10
11
12 13

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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.