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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
BRW
326
Saba Capital Income & Opportunities Fund
BRW
$336M
$285K ﹤0.01%
28,189
-1,019
-3% -$10.2K
VIAV icon
327
Viavi Solutions
VIAV
$9.75B
$284K ﹤0.01%
46,639
-330,861
-88% -$2.01M
LCM
328
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$276K ﹤0.01%
33,372
-15,067
-31% -$128K
NXEO
329
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$273K ﹤0.01%
27,388
-2,881,962
-99% -$29.1M
TGP
330
DELISTED
Teekay LNG Partners L.P.
TGP
$267K ﹤0.01%
20,319
+7,904
+64% +$172K
EXD
331
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$261K ﹤0.01%
20,790
+1,780
+9% +$22.2K
TSLF
332
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$245K ﹤0.01%
+15,463
New +$237K
CHW
333
Calamos Global Dynamic Income Fund
CHW
$544M
$243K ﹤0.01%
33,871
+14,471
+75% +$107K
NUO
334
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$240K ﹤0.01%
15,701
+652
+4% +$9.63K
NSL
335
DELISTED
NUVEEN SENIOR INCM FD
NSL
$232K ﹤0.01%
40,136
+5,014
+14% +$28.9K
NUM
336
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$226K ﹤0.01%
16,488
+2,332
+16% +$31.1K
HCACW
337
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$219K ﹤0.01%
1,153,895
+50,694
+5% +$10.4K
EFF
338
DELISTED
EATON VANCE FLOATING-RATE INCOME PLUS FUND
EFF
$216K ﹤0.01%
+15,240
New +$219K
HYB
339
DELISTED
New America High Income Fund, Inc.
HYB
$211K ﹤0.01%
27,520
+6,219
+29% +$49.2K
NFJ
340
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$202K ﹤0.01%
+16,301
New +$207K
NPP
341
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$200K ﹤0.01%
13,387
-47,676
-78% -$697K
PANL icon
342
Pangaea Logistics
PANL
$501M
$179K ﹤0.01%
67,272
-11,628
-15% -$34.7K
LGI
343
Lazard Global Total Return & Income Fund
LGI
$235M
$177K ﹤0.01%
13,500
+3,262
+32% +$43.2K
NCV
344
Virtus Convertible & Income Fund
NCV
$374M
$170K ﹤0.01%
+7,682
New +$182K
BTA
345
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$169K ﹤0.01%
14,664
-11,933
-45% -$133K
CNXM
346
DELISTED
CNX Midstream Partners LP
CNXM
$162K ﹤0.01%
16,400
+6,200
+61% +$66.5K
AZUR
347
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$162K ﹤0.01%
51,377
+14,500
+39% +$81.3K
VNR
348
DELISTED
Vanguard Natural Resources, LLC
VNR
$161K ﹤0.01%
+54,023
New +$330K
ARWAR
349
DELISTED
Arowana Inc
ARWAR
$160K ﹤0.01%
+800,000
New +$162K
NCZ
350
Virtus Convertible & Income Fund II
NCZ
$289M
$151K ﹤0.01%
+7,484
New +$157K
12 13
14
15 16

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JWBC
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GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.