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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
TRTL
401
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
– –
-1,530,000
Closed -$15.1M
TLN
402
DELISTED
Talen Energy Corporation
TLN
– –
-56,225
Closed -$568K
GRSHU
403
DELISTED
Gores Holdings, Inc.
GRSHU
– –
-3,500,000
Closed -$35.5M
JHP
404
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
– –
-10,100
Closed -$81K
ALTR
405
DELISTED
Altera Corp
ALTR
– –
-2,106,211
Closed -$105M
GM.WS.C
406
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
– –
-356,485
Closed -$15K
CAMB
407
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
– –
-1,584,000
Closed -$15.8M
CSG
408
DELISTED
CHAMBERS STR PPTYS COM
CSG
– –
-522,471
Closed -$3.39M
UIL
409
DELISTED
UIL HOLDINGS
UIL
– –
-76,538
Closed -$3.85M
BEE
410
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-3,876,951
Closed -$53.5M
CYT
411
DELISTED
CYTEC INDS INC
CYT
– –
-1,140,948
Closed -$84.3M
STNR
412
DELISTED
STEINER LEISURE LTD
STNR
– –
-150,663
Closed -$9.52M
PGI
413
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
– –
-430,826
Closed -$5.92M
ISSI
414
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
– –
-1,448,984
Closed -$31.1M
ONFC
415
DELISTED
ONEIDA FINL CORP COM STK NEW (MD)
ONFC
– –
-100,786
Closed -$2.06M
FSL
416
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
– –
-4,001,325
Closed -$146M
MWE
417
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
– –
-8,025
Closed -$344K
SIBC
418
DELISTED
STATE INVS BANCORP INC
SIBC
– –
-43,225
Closed -$923K
TAI
419
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
– –
-33,862
Closed -$733K
GDEF
420
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
– –
-870,500
Closed -$9.16M
PSEM
421
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
– –
-295,883
Closed -$5.4M
IPCM
422
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
– –
-709,879
Closed -$55.1M
YDLE
423
DELISTED
YODLEE INC COMMON STOCK
YDLE
– –
-459,679
Closed -$7.42M
SIAL
424
DELISTED
SIGMA - ALDRICH CORP
SIAL
– –
-1,146,635
Closed -$159M
XOOM
425
DELISTED
XOOM CORP COM
XOOM
– –
-2,229,830
Closed -$55.5M
14 15 16
17
18

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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.