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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
WPXP
76
DELISTED
WPX Energy, Inc.
WPXP
$14.8M 0.17%
474,725
+145,200
+44% +$5.64M
BKHU
77
DELISTED
Black Hills Corporation
BKHU
$14.4M 0.16%
+260,000
New +$13.7M
KEYS icon
78
Keysight
KEYS
$54.5B
$14.2M 0.16%
+502,006
New +$15.4M
SNDK
79
DELISTED
SANDISK CORP
SNDK
$14.2M 0.16%
+186,311
New +$13.6M
DBRG icon
80
DigitalBridge
DBRG
$2.94B
$13.9M 0.16%
+285,463
New +$15.4M
ENR icon
81
Energizer
ENR
$1.44B
$13.7M 0.15%
403,584
+318,628
+375% +$12.2M
BLVD
82
DELISTED
Boulevard Acquisition Corp. II Class A Common Stock
BLVD
$13.7M 0.15%
+1,385,684
New +$13.2M
EACQ
83
DELISTED
Easterly Acquisition Corp
EACQ
$13.4M 0.15%
+1,350,000
New +$13.2M
MSGN
84
DELISTED
MSG Networks Inc.
MSGN
$13.1M 0.15%
+631,490
New +$12.8M
KLXI
85
DELISTED
KLX Inc.
KLXI
$12.6M 0.14%
+484,033
New +$14.3M
CABO icon
86
Cable One
CABO
$213M
$12.2M 0.14%
28,030
+18,379
+190% +$8.12M
ARPI
87
DELISTED
AMERICAN RESIDENTIAL PPTYS INC COM
ARPI
$12M 0.13%
+635,668
New +$10.9M
DNOW icon
88
DNOW Inc
DNOW
$2.63B
$11.9M 0.13%
+752,596
New +$12.8M
DMND
89
DELISTED
DIAMOND FOODS, INC.
DMND
$11.6M 0.13%
+301,032
New +$11.4M
TIME
90
DELISTED
Time Inc.
TIME
$11.5M 0.13%
733,897
+610,341
+494% +$10.5M
HAWK
91
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$11.4M 0.13%
+257,591
New +$11.5M
LTRPA
92
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$11.2M 0.13%
369,905
+298,382
+417% +$8.79M
CPGX
93
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$11.1M 0.12%
552,636
+303,936
+122% +$6.02M
BLD
94
DELISTED
TopBuild
BLD
$10.7M 0.12%
347,034
+225,421
+185% +$6.76M
HOT
95
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$10.6M 0.12%
+152,890
New +$10.9M
WIBC
96
DELISTED
WILSHIRE BANCORP INC
WIBC
$10.5M 0.12%
+912,962
New +$10.4M
ATML
97
DELISTED
ATMEL CORP
ATML
$10.2M 0.11%
1,188,204
+106,981
+10% +$897K
AUMA
98
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$9.83M 0.11%
1,010,000
– –
RLD
99
DELISTED
REALD INC COM STK
RLD
$9.69M 0.11%
+918,657
New +$9.54M
CC icon
100
Chemours
CC
$2.59B
$9.68M 0.11%
1,806,661
+1,252,735
+226% +$8.01M
2 3
4
5 6

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GA
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CIS
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EMPI
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HCM
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DTC
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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.