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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
PMCS
26
DELISTED
P M C SIERRA INC
PMCS
$77.5M 0.87%
+6,671,439
New +$75.6M
GAS
27
DELISTED
AGL Resources Inc
GAS
$76.8M 0.86%
1,204,123
+524,215
+77% +$32.7M
DCUA
28
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$76.8M 0.86%
1,446,625
– –
HE icon
29
Hawaiian Electric Industries
HE
$2.33B
$75.7M 0.85%
2,615,426
+116,451
+5% +$3.36M
GMCR
30
DELISTED
KEURIG GREEN MTN INC
GMCR
$75.5M 0.84%
+839,485
New +$52.2M
ANTX
31
DELISTED
Anthem, Inc.
ANTX
$75.2M 0.84%
1,617,175
+950,000
+142% +$43.9M
ARG
32
DELISTED
Airgas Inc
ARG
$72.8M 0.81%
+526,089
New +$60.6M
ODP
33
DELISTED
ODP
ODP
$72.3M 0.81%
1,281,837
+114,290
+10% +$7.61M
CAM
34
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$71.4M 0.8%
1,129,409
+165,271
+17% +$10.9M
ALU
35
DELISTED
Alcatel-Lucent
ALU
$70.3M 0.79%
18,357,422
+4,704,870
+34% +$18.2M
CCI.PRA
36
DELISTED
Crown Castle International Corp.
CCI.PRA
$69.9M 0.78%
651,750
– –
SWI
37
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$68.5M 0.77%
+1,162,770
New +$64.4M
FNFG
38
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
$67.4M 0.75%
+6,214,043
New +$66.3M
PNY
39
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
$66.6M 0.74%
+1,167,174
New +$62.1M
SLH
40
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$66.1M 0.74%
1,205,115
+445,945
+59% +$24.2M
SWNC
41
DELISTED
Southwestern Energy Company
SWNC
$61.1M 0.68%
3,250,650
+410,000
+14% +$10.4M
TE
42
DELISTED
TECO ENERGY INC
TE
$59.3M 0.66%
2,225,976
+929,602
+72% +$24.8M
CTCT
43
DELISTED
CONSTANT CONTACT, INC COM
CTCT
$56.8M 0.64%
+1,943,582
New +$56.1M
SRCLP
44
DELISTED
Stericycle, Inc
SRCLP
$52M 0.58%
569,250
+38,900
+7% +$3.71M
SFG
45
DELISTED
STANCORP FINL GRP
SFG
$49.9M 0.56%
437,852
+52,960
+14% +$6.04M
PRE
46
DELISTED
PARTNERRE LTD
PRE
$48.1M 0.54%
344,446
+173,950
+102% +$24.2M
NPBC
47
DELISTED
NATL PENN BANCSHARES INC
NPBC
$45.8M 0.51%
3,716,227
+73,762
+2% +$903K
PCL
48
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
$44M 0.49%
+922,933
New +$41.9M
AF
49
DELISTED
Astoria Financial Corporation
AF
$43M 0.48%
+2,710,108
New +$44M
UTIW
50
DELISTED
UTI WORLDWIDE INC
UTIW
$40.8M 0.46%
+5,810,144
New +$39.4M
1
2
3 4 5

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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.