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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
APU
301
DELISTED
AmeriGas Partners, L.P.
APU
$376K ﹤0.01%
10,964
– –
HNW
302
DELISTED
Pioneer Diversified High Income Fund
HNW
$368K ﹤0.01%
25,192
+14,965
+146% +$218K
ICB
303
DELISTED
Morgan Stanley Income Sec. Inc
ICB
$366K ﹤0.01%
21,691
-12,758
-37% -$222K
NPM
304
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$365K ﹤0.01%
25,260
-66,196
-72% -$918K
FUND
305
Sprott Focus Trust
FUND
$293M
$364K ﹤0.01%
62,744
+4,250
+7% +$25.8K
NIE
306
Virtus Equity & Convertible Income Fund
NIE
$718M
$360K ﹤0.01%
20,051
+4,844
+32% +$88.5K
GLO
307
Clough Global Opportunities Fund
GLO
$249M
$358K ﹤0.01%
34,278
-874
-2% -$9.55K
AVK
308
Advent Convertible and Income Fund
AVK
$544M
$357K ﹤0.01%
27,113
+11,513
+74% +$154K
PMM
309
Franklin Managed Municipal Income Trust
PMM
$275M
$343K ﹤0.01%
46,573
-54,820
-54% -$397K
GPACW
310
DELISTED
Global Partner Acquisition Corp
GPACW
$343K ﹤0.01%
+1,200,000
New +$266K
RMP
311
DELISTED
Rice Midstream Partners LP
RMP
$335K ﹤0.01%
24,868
+9,068
+57% +$125K
NTC
312
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$332K ﹤0.01%
26,032
-15,277
-37% -$191K
EDI
313
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$331K ﹤0.01%
29,103
– –
RENT
314
DELISTED
RENTRAK CORP
RENT
$323K ﹤0.01%
+6,800
New +$351K
AKAM icon
315
Akamai
AKAM
$16.8B
$317K ﹤0.01%
+6,029
New +$370K
RMT
316
Royce Micro-Cap Trust
RMT
$736M
$317K ﹤0.01%
43,719
+14,003
+47% +$109K
EOD
317
Allspring Global Dividend Opportunity Fund
EOD
$276M
$309K ﹤0.01%
52,223
+16,996
+48% +$103K
EACQW
318
DELISTED
Easterly Acquisition Corp.
EACQW
$305K ﹤0.01%
+925,000
New +$342K
KHI
319
DELISTED
Deutsche High Income Trust
KHI
$297K ﹤0.01%
37,306
+10,986
+42% +$88.2K
RRMS
320
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$295K ﹤0.01%
19,584
+7,382
+60% +$169K
NGLS
321
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$292K ﹤0.01%
17,686
+8,515
+93% +$211K
TRGP icon
322
Targa Resources
TRGP
$60.4B
$288K ﹤0.01%
10,648
+4,926
+86% +$219K
MITL
323
DELISTED
Mitel Networks Corporation
MITL
$288K ﹤0.01%
37,487
-115,800
-76% -$928K
CBU icon
324
Community Bank
CBU
$3.53B
$287K ﹤0.01%
+7,189
New +$292K
FCT
325
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$287K ﹤0.01%
23,246
+3,653
+19% +$45.2K
11 12
13
14 15

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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.