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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
TEP
276
DELISTED
Tallgrass Energy Partners, LP
TEP
$464K 0.01%
11,260
– –
ETP
277
DELISTED
Energy Transfer Partners, L.P.
ETP
$462K 0.01%
17,976
– –
EEP
278
DELISTED
Enbridge Energy Partners
EEP
$449K 0.01%
19,465
+3,484
+22% +$87.2K
HIX
279
Western Asset High Income Fund II
HIX
$352M
$445K 0.01%
70,468
+8,651
+14% +$57.7K
NXPI icon
280
NXP Semiconductors
NXPI
$68B
$444K 0.01%
+5,269
New +$451K
UNIT
281
Uniti Group
UNIT
$2.63B
$441K ﹤0.01%
23,600
-9,159
-28% -$176K
BPL
282
DELISTED
Buckeye Partners, L.P.
BPL
$441K ﹤0.01%
6,687
– –
MFM
283
Aberdeen Municipal Income Fund
MFM
$222M
$440K ﹤0.01%
64,737
-28,230
-30% -$186K
DCP
284
DELISTED
DCP Midstream, LP
DCP
$435K ﹤0.01%
17,646
+3,497
+25% +$90.5K
HYI
285
Western Asset High Yield Opportunity Fund Inc
HYI
$134M
$434K ﹤0.01%
30,798
-6,734
-18% -$96K
PACE
286
DELISTED
Pace Holdings Corp. Class A Ordinary Shares
PACE
$432K ﹤0.01%
+45,000
New +$439K
SWZ
287
Swiss Helvetia Fund
SWZ
$76.3M
$423K ﹤0.01%
40,074
+1,552
+4% +$16.9K
GRX
288
Gabelli Healthcare & Wellness Trust
GRX
$141M
$414K ﹤0.01%
40,402
+1,392
+4% +$14.1K
EFT
289
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$412K ﹤0.01%
32,599
-2,964
-8% -$38.5K
NZF icon
290
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$412K ﹤0.01%
28,689
-8,311
-22% -$115K
KMI icon
291
Kinder Morgan
KMI
$73.1B
$408K ﹤0.01%
27,367
– –
PAA icon
292
Plains All American Pipeline
PAA
$17.4B
$408K ﹤0.01%
17,670
+7,363
+71% +$198K
MMLP icon
293
Martin Midstream Partners
MMLP
$95.9M
$407K ﹤0.01%
18,768
+3,691
+24% +$92.8K
FHY
294
DELISTED
First Trust Strategic High
FHY
$402K ﹤0.01%
36,075
+12,601
+54% +$146K
HHY
295
DELISTED
Brookfield High Income Fund Inc.
HHY
$401K ﹤0.01%
58,296
+33,324
+133% +$237K
PMO
296
Franklin Municipal Opportunities Trust
PMO
$282M
$400K ﹤0.01%
32,565
-30,826
-49% -$370K
SHLX
297
DELISTED
Shell Midstream Partners, L.P.
SHLX
$399K ﹤0.01%
+9,609
New +$337K
BW icon
298
Babcock & Wilcox
BW
$1.43B
$396K ﹤0.01%
1,899
+795
+72% +$145K
ENBL
299
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$387K ﹤0.01%
42,053
+16,130
+62% +$171K
VPV icon
300
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$382K ﹤0.01%
29,783
– –
10 11
12
13 14

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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.