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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
MEG
51
DELISTED
Media General, Inc
MEG
$40.2M 0.45%
2,486,134
+2,288,053
+1,155% +$34.5M
DCUC
52
DELISTED
Dominion Energy, Inc.
DCUC
$36.1M 0.4%
745,300
– –
FCS
53
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$33.8M 0.38%
+1,630,566
New +$29.5M
AVOL
54
DELISTED
AVOLON HLDGS LTD SHS (CYM)
AVOL
$33.1M 0.37%
1,068,216
+135,020
+14% +$4.13M
MDAS
55
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
$32.3M 0.36%
+1,044,541
New +$29M
HPE icon
56
Hewlett Packard
HPE
$63.2B
$29.5M 0.33%
+3,342,272
New +$28M
PBY
57
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$28.9M 0.32%
+1,567,994
New +$23.4M
GOOG icon
58
Alphabet (Google) Class C
GOOG
$3.9T
$26.7M 0.3%
704,300
– –
WY.PRA
59
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$26.3M 0.29%
520,325
-400,575
-43% -$20.4M
BXLT
60
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$26.1M 0.29%
669,505
+409,067
+157% +$14.3M
HPY
61
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
$25.9M 0.29%
+273,341
New +$21.1M
EZCH
62
DELISTED
EZCHIP SEMICONDUCTOR LIMITED ORD SHS (IL)
EZCH
$25.9M 0.29%
1,045,711
+210,774
+25% +$5.19M
BDBD
63
DELISTED
BOULDER BRANDS INC
BDBD
$25.3M 0.28%
+2,302,115
New +$22.4M
IRC
64
DELISTED
INLAND REAL ESTATE CORP
IRC
$24.1M 0.27%
+2,267,149
New +$21.2M
RMNI icon
65
Rimini Street
RMNI
$408M
$23M 0.26%
2,400,000
-350,000
-13% -$3.37M
TFCFA
66
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$21.2M 0.24%
778,923
+721,168
+1,249% +$20.9M
DYAX
67
DELISTED
DYAX CORPORATION
DYAX
$20.7M 0.23%
+550,004
New +$17.7M
GGAC
68
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$19.4M 0.22%
1,972,460
-397,540
-17% -$3.91M
EMC
69
DELISTED
EMC CORPORATION
EMC
$19.2M 0.21%
+747,803
New +$19.4M
INSE icon
70
Inspired Entertainment
INSE
$177M
$16.8M 0.19%
1,740,000
-260,000
-13% -$2.54M
CCP
71
DELISTED
Care Capital Properties, Inc.
CCP
$15.6M 0.17%
511,403
+240,636
+89% +$7.67M
EBAY icon
72
eBay
EBAY
$48.6B
$15.1M 0.17%
550,608
+170,460
+45% +$4.71M
RHT
73
DELISTED
Red Hat Inc
RHT
$15.1M 0.17%
182,619
+21,915
+14% +$1.74M
CDK
74
DELISTED
CDK Global, Inc.
CDK
$15.1M 0.17%
317,075
+2,083
+0.7% +$101K
NEXT icon
75
NextDecade
NEXT
$1.85B
$14.9M 0.17%
1,531,880
-100,000
-6% -$982K
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.