We are live on ! Find out more
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
MAS icon
376
Masco
MAS
$16B
– –
-314,243
Closed -$7.91M
MCN
377
Madison Covered Call & Equity Strategy Fund
MCN
$117M
– –
-10,499
Closed -$74K
MNKD icon
378
MannKind Corp
MNKD
$1.28B
– –
-12,131
Closed -$195K
MPA icon
379
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
– –
-13,579
Closed -$184K
NAN icon
380
Nuveen New York Quality Municipal Income Fund
NAN
$371M
– –
-17,701
Closed -$238K
NI icon
381
NiSource
NI
$22.4B
– –
-453,979
Closed -$8.42M
NRO
382
Neuberger Real Estate Securities Income Fund Inc
NRO
$194M
– –
-100,013
Closed -$440K
NVG icon
383
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
– –
-12,451
Closed -$173K
PRGO icon
384
Perrigo
PRGO
$1.4B
– –
-96,199
Closed -$15.1M
SOR
385
Source Capital
SOR
$369M
– –
-4,053
Closed -$275K
VBF icon
386
Invesco Bond Fund
VBF
$168M
– –
-18,064
Closed -$318K
VKQ icon
387
Invesco Municipal Trust
VKQ
$536M
– –
-55,675
Closed -$684K
VTN icon
388
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
– –
-11,928
Closed -$164K
VTR icon
389
Ventas
VTR
$48.9B
– –
-143,209
Closed -$8.03M
WTW icon
390
Willis Towers Watson
WTW
$27.9B
– –
-558,764
Closed -$60.6M
XELA
391
DELISTED
Exela Technologies, Inc. Common Stock
XELA
– –
-261
Closed -$30.7M
BAF
392
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
– –
-15,746
Closed -$220K
TTP
393
DELISTED
TORTOISE PIPELINE & ENERGY FUND, INC.
TTP
– –
-4,079
Closed -$293K
LINDW
394
DELISTED
Lindblad Expeditions Holdings Inc. Warrant
LINDW
– –
-806,550
Closed -$1.4M
LVNTA
395
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
– –
-202,686
Closed -$8.18M
CAA
396
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-334,223
Closed -$13.4M
BLVDU
397
DELISTED
Boulevard Acquisition Corp. II
BLVDU
– –
-3,735,685
Closed -$37.3M
EAGLU
398
DELISTED
Double Eagle Acquisition Corp.
EAGLU
– –
-2,250,000
Closed -$22.8M
DD
399
DELISTED
Du Pont De Nemours E I
DD
– –
-97,926
Closed -$4.72M
PACEU
400
DELISTED
Pace Holdings Corp.
PACEU
– –
-500,000
Closed -$5.13M
14 15
16
17 18

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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.