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AA

AQR Arbitrage Portfolio holdings

AUM $7.02B
1-Year Est. Return 31.58%
This Fund
S&P 500
This Quarter Est. Return
+7.26%
1 Year Est. Return
+31.58%
3 Year Est. Return
+85.2%
5 Year Est. Return
+165.35%
10 Year Est. Return
+1,250.25%
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 Miscellaneous 56.2%
2 Healthcare 7.05%
3 Industrials 6.3%
4 Energy 6.01%
5 Technology 5.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADX icon
351
Adams Diversified Equity Fund
ADX
$3.24B
$148K ﹤0.01%
+11,525
New +$152K
IDE
352
Voya Infrastructure, Industrials and Materials Fund
IDE
$196M
$148K ﹤0.01%
+12,033
New +$151K
JASNW
353
DELISTED
Jason Industries, Inc.
JASNW
$133K ﹤0.01%
2,213,300
-118,000
-5% -$23.4K
CSQ icon
354
Calamos Strategic Total Return Fund
CSQ
$3.35B
$121K ﹤0.01%
+12,254
New +$122K
STEW
355
SRH Total Return Fund
STEW
$1.76B
$92K ﹤0.01%
11,875
-4,921
-29% -$38.2K
CYHHZ
356
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$90K ﹤0.01%
10,026,149
– –
ASB.WS
357
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$68K ﹤0.01%
23,450
– –
BHACW
358
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$68K ﹤0.01%
545,520
– –
ASG
359
Liberty All-Star Growth Fund
ASG
$324M
$60K ﹤0.01%
13,172
-6,734
-34% -$32.3K
UUUU icon
360
Energy Fuels
UUUU
$3.94B
$53K ﹤0.01%
17,980
– –
VLYWW
361
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$17K ﹤0.01%
116,185
– –
ATLS
362
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
$15K ﹤0.01%
15,815
– –
ADP icon
363
Automatic Data Processing
ADP
$106B
– –
-110,901
Closed -$8.91M
ADUS icon
364
Addus HomeCare
ADUS
$2.21B
– –
-11,400
Closed -$355K
BAX icon
365
Baxter International
BAX
$12.8B
– –
-103,186
Closed -$3.39M
BWXT icon
366
BWX Technologies
BWXT
$14.4B
– –
-30,101
Closed -$793K
CMCSA icon
367
Comcast
CMCSA
$87.3B
– –
-417,952
Closed -$11.9M
CXH
368
DELISTED
MFS Investment Grade Municipal Trust
CXH
– –
-29,698
Closed -$290K
DY icon
369
Dycom Industries
DY
$8.92B
– –
-59,888
Closed -$4.33M
EIM
370
Eaton Vance Municipal Bond Fund
EIM
$482M
– –
-57,775
Closed -$723K
EPC icon
371
Edgewell Personal Care
EPC
$1.24B
– –
-78,577
Closed -$6.41M
GHC icon
372
Graham Holdings Company
GHC
$4.72B
– –
-5,600
Closed -$3.23M
GM icon
373
General Motors
GM
$74.7B
– –
-16,411
Closed -$493K
JHS
374
John Hancock Income Securities Trust
JHS
$127M
– –
-10,661
Closed -$149K
KMB icon
375
Kimberly-Clark
KMB
$32.7B
– –
-47,635
Closed -$5.19M
13 14
15
16 17

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PL
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AACR
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CIS
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BHM
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BFS
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FWI
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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 Miscellaneous at 56% of assets, down from 67% a quarter earlier, followed by Healthcare and Industrials.

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.