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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
REMY
426
DELISTED
REMY INTL INC NEW COMMON
REMY
– –
-385,315
Closed -$11.3M
CYN
427
DELISTED
CITY NATIONAL CORPORATION
CYN
– –
-1,000,772
Closed -$88.1M
CNW
428
DELISTED
CON-WAY INC.
CNW
– –
-1,477,297
Closed -$70.1M
HCBK
429
DELISTED
HUDSON CITY BANCORP INC
HCBK
– –
-17,150,822
Closed -$174M
ROIQ
430
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
– –
-395,995
Closed -$3.96M
OMG
431
DELISTED
OM GROUP INC.
OMG
– –
-1,671,795
Closed -$55M
ENVI
432
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
– –
-219,275
Closed -$897K
HCC
433
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
– –
-1,140,001
Closed -$88.3M
ADEP
434
DELISTED
Adept Technology Inc
ADEP
– –
-57,802
Closed -$749K
MM
435
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
– –
-351,500
Closed -$615K
SURG
436
DELISTED
SYNERGETICS USA, INC.
SURG
– –
-201,800
Closed -$1.33M
LMNS
437
DELISTED
LUMENIS LTD CL B ORD SHS (ISR)
LMNS
– –
-462,233
Closed -$6.4M
EROC
438
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
– –
-117,574
Closed -$149K
THOR
439
DELISTED
THORATEC CORPORATION
THOR
– –
-1,162,786
Closed -$73.6M
SQBK
440
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
– –
-1,165,363
Closed -$29.9M
HME
441
DELISTED
HOME PROPERTIES, INC
HME
– –
-827,521
Closed -$61.9M
HILL
442
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-3,543,873
Closed -$34.5M
TRNX
443
DELISTED
TORNIER N V SHARES (NLD)
TRNX
– –
-696,627
Closed -$14.2M
ZU
444
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
– –
-1,819,543
Closed -$31.7M
TRAK
445
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
– –
-259,117
Closed -$16.4M
KYTH
446
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
– –
-997,893
Closed -$74.8M
CMLP
447
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
– –
-42,821
Closed -$265K
ROIQW
448
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
– –
-1,050,000
Closed -$378K
MRGE
449
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-554,125
Closed -$3.93M
MFT
450
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
– –
-11,685
Closed -$158K
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.