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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
NAVI icon
101
Navient
NAVI
$774M
$9.19M 0.1%
+802,671
New +$9.83M
GCI
102
DELISTED
Gannett Co., Inc
GCI
$8.99M 0.1%
+551,936
New +$8.94M
KN icon
103
Knowles
KN
$3.22B
$8.9M 0.1%
+667,791
New +$11.4M
PRPL icon
104
Purple Innovation
PRPL
$33.2M
$8.79M 0.1%
+35,512
New +$8.62M
NSC icon
105
Norfolk Southern
NSC
$78.8B
$8.69M 0.1%
+102,727
New +$8.79M
ARWA
106
DELISTED
Arowana Inc.
ARWA
$8.59M 0.1%
875,000
+75,000
+9% +$739K
CCN
107
DELISTED
CardConnect Corp.
CCN
$8.46M 0.09%
890,000
– –
AVNS icon
108
Avanos Medical
AVNS
$1.17B
$8.38M 0.09%
+250,973
New +$7.8M
WPG
109
DELISTED
Washington Prime Group Inc.
WPG
$8.34M 0.09%
+87,318
New +$8.85M
CRC
110
DELISTED
California Resources Corporation
CRC
$7.63M 0.09%
+327,651
New +$11.8M
AMSGP
111
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$7.62M 0.09%
52,875
-40,000
-43% -$6.02M
PYPL icon
112
PayPal
PYPL
$49.5B
$7.58M 0.08%
209,368
– –
DSKE
113
DELISTED
Daseke, Inc. Common Stock
DSKE
$7.08M 0.08%
+734,895
New +$7.05M
TSYS
114
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
$6.93M 0.08%
+1,395,360
New +$6.19M
UE icon
115
Urban Edge Properties
UE
$2.94B
$6.57M 0.07%
+280,071
New +$6.53M
FGL
116
DELISTED
Fidelity & Guaranty Life
FGL
$6.56M 0.07%
+258,591
New +$6.76M
METR
117
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$5.91M 0.07%
188,231
+77,308
+70% +$2.45M
TWNK
118
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$5.73M 0.06%
+600,000
New +$5.82M
OGS icon
119
ONE Gas
OGS
$5.05B
$5.71M 0.06%
+113,753
New +$5.49M
CTXS
120
DELISTED
Citrix Systems Inc
CTXS
$5.63M 0.06%
93,434
+21,236
+29% +$1.3M
BHAC
121
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$5.35M 0.06%
545,520
– –
BLT
122
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
$5.25M 0.06%
+535,672
New +$3.65M
HLF icon
123
Herbalife
HLF
$1.23B
$5.09M 0.06%
189,764
+34,448
+22% +$957K
AAPC
124
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.05M 0.06%
500,000
– –
LITE icon
125
Lumentum
LITE
$59.4B
$4.94M 0.06%
224,177
+27,451
+14% +$489K
3 4
5
6 7

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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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AWA
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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.