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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
TACOW
151
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
$2.41M 0.03%
832,350
-109,050
-12% -$400K
RNP icon
152
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$2.37M 0.03%
128,535
-2,206
-2% -$39.4K
CADT
153
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.25M 0.03%
225,112
– –
SABA
154
Saba Capital Income & Opportunities Fund II
SABA
$220M
$2.17M 0.02%
170,755
+18,568
+12% +$238K
MNRK
155
DELISTED
MONARCH FINANCIAL HOLDINGS INC COM STK
MNRK
$2.14M 0.02%
+118,724
New +$1.56M
DD icon
156
DuPont de Nemours
DD
$18.6B
$2.13M 0.02%
16,303
-273,625
-94% -$35.1M
VSLR
157
DELISTED
VIVINT SOLAR, INC.
VSLR
$2.1M 0.02%
220,143
-31,257
-12% -$323K
HIO
158
Western Asset High Income Opportunity Fund
HIO
$335M
$2.09M 0.02%
445,011
-23,865
-5% -$112K
ERC
159
Allspring Multi-Sector Income Fund
ERC
$255M
$2.03M 0.02%
179,660
+8,936
+5% +$103K
FRM
160
DELISTED
FURMANITE CORPORATION COM
FRM
$1.99M 0.02%
+298,953
New +$2.15M
WSC icon
161
WillScot Mobile Mini Holdings
WSC
$4.8B
$1.94M 0.02%
+202,500
New +$1.95M
LBMH
162
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
$1.83M 0.02%
+547,719
New +$1.59M
BLW icon
163
BlackRock Limited Duration Income Trust
BLW
$491M
$1.79M 0.02%
123,102
+9,632
+8% +$139K
SQBG
164
DELISTED
Sequential Brands Group, Inc.
SQBG
$1.79M 0.02%
+5,656
New +$2.43M
BTT icon
165
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$1.77M 0.02%
82,057
-53,797
-40% -$1.12M
NTLS
166
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.71M 0.02%
187,373
+19,910
+12% +$182K
FRA icon
167
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.7M 0.02%
131,928
+12,123
+10% +$155K
NXJ
168
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.68M 0.02%
124,577
-23,321
-16% -$305K
NPI
169
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$1.68M 0.02%
118,780
-42,217
-26% -$576K
COB
170
DELISTED
CommunityOne Bancorp
COB
$1.64M 0.02%
+121,694
New +$1.61M
ARDC
171
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.63M 0.02%
122,272
+4,944
+4% +$68.4K
FTF
172
Franklin Limited Duration Income Trust
FTF
$233M
$1.62M 0.02%
151,195
-94
-0.1% -$1.03K
NQI
173
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.44M 0.02%
105,692
-24,858
-19% -$327K
FAM
174
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$1.4M 0.02%
137,696
-15,045
-10% -$152K
EVG
175
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.37M 0.02%
102,305
+8,830
+9% +$117K
5 6
7
8 9

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GA
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CIS
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EMPI
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HCM
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HPG
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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.