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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
FTRPR
126
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$4.55M 0.05%
50,000
– –
CLAC
127
DELISTED
Capitol Acquisition Corp. III
CLAC
$4.54M 0.05%
+475,000
New +$4.42M
LMB icon
128
Limbach Holdings
LMB
$867M
$4.44M 0.05%
450,540
– –
EVV
129
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$4.13M 0.05%
323,391
+14,784
+5% +$190K
BRQS
130
DELISTED
Borqs Technologies, Inc. Ordinary Shares
BRQS
$4.09M 0.05%
+2,161
New +$4.09M
OCAT
131
DELISTED
OCATA THERAPEUTICS, INC. COMMON STOCK
OCAT
$4.07M 0.05%
+483,046
New +$3.23M
LBRDA icon
132
Liberty Broadband Class A
LBRDA
$4.14B
$3.82M 0.04%
+74,027
New +$3.94M
RQI icon
133
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$3.72M 0.04%
304,258
-45,271
-13% -$524K
HYT icon
134
BlackRock Corporate High Yield Fund
HYT
$1.36B
$3.63M 0.04%
370,936
-38,628
-9% -$389K
NWSA icon
135
News Corp Class A
NWSA
$14.5B
$3.54M 0.04%
265,042
+124,629
+89% +$1.76M
PCI
136
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$3.49M 0.04%
193,442
+20,182
+12% +$373K
CNLM
137
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.48M 0.04%
350,000
– –
BTZ icon
138
BlackRock Credit Allocation Income Trust
BTZ
$930M
$3.44M 0.04%
278,877
-67,435
-19% -$831K
PNX
139
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$3.43M 0.04%
92,575
-7,248
-7% -$252K
BHK icon
140
BlackRock Core Bond Trust
BHK
$642M
$3.33M 0.04%
263,622
-71,185
-21% -$912K
JQC icon
141
Nuveen Credit Strategies Income Fund
JQC
$702M
$3.21M 0.04%
409,998
-70,101
-15% -$551K
BGB
142
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$3M 0.03%
224,112
-1,812
-0.8% -$25.4K
BCX icon
143
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$2.93M 0.03%
411,894
-26,655
-6% -$195K
WPP
144
DELISTED
WAUSAU PAPER CORP.
WPP
$2.93M 0.03%
+286,120
New +$2.81M
FSD
145
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.83M 0.03%
200,796
-2,136
-1% -$30.6K
USA icon
146
Liberty All-Star Equity Fund
USA
$1.75B
$2.65M 0.03%
495,752
-82,223
-14% -$437K
IGR
147
CBRE Global Real Estate Income Fund
IGR
$712M
$2.65M 0.03%
346,831
+15,357
+5% +$118K
KEY.PRG
148
DELISTED
KeyCorp Pfd
KEY.PRG
$2.63M 0.03%
20,000
– –
CCG
149
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$2.57M 0.03%
+378,506
New +$2.44M
AWP
150
abrdn Global Premier Properties Fund
AWP
$377M
$2.43M 0.03%
140,602
-26,935
-16% -$478K
4 5
6
7 8

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.