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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
VTA
176
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.36M 0.02%
129,245
-15,009
-10% -$160K
AWF
177
AllianceBernstein Global High Income Fund
AWF
$867M
$1.35M 0.02%
124,904
+34,559
+38% +$385K
GHY
178
PGIM Global High Yield Fund
GHY
$480M
$1.34M 0.02%
95,079
+31,230
+49% +$442K
NXZ
179
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.32M 0.01%
93,342
-12,911
-12% -$178K
BGX
180
Blackstone Long-Short Credit Income Fund
BGX
$135M
$1.28M 0.01%
95,163
+6,383
+7% +$88.3K
MHY
181
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.26M 0.01%
279,421
-32,554
-10% -$148K
BIT icon
182
BlackRock Multi-Sector Income Trust
BIT
$696M
$1.26M 0.01%
79,609
+28,868
+57% +$458K
PULB
183
DELISTED
PULASKI FINANCIAL CORP
PULB
$1.23M 0.01%
+76,854
New +$1.2M
NRK icon
184
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$1.19M 0.01%
90,638
-552
-0.6% -$7.04K
CET
185
Central Securities Corp
CET
$1.54B
$1.18M 0.01%
61,769
-8,989
-13% -$180K
FXCB
186
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
$1.17M 0.01%
+57,654
New +$1.06M
ARKR icon
187
Ark Restaurants
ARKR
$21.4M
$1.17M 0.01%
50,478
-30,767
-38% -$710K
ISD
188
PGIM High Yield Bond Fund
ISD
$414M
$1.16M 0.01%
79,467
+25,187
+46% +$369K
EAD
189
Allspring Income Opportunities Fund
EAD
$372M
$1.15M 0.01%
154,685
+43,091
+39% +$327K
AGC
190
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.15M 0.01%
207,148
-38,702
-16% -$218K
NMY
191
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$1.14M 0.01%
89,978
-21,705
-19% -$270K
GAM
192
General American Investors Company
GAM
$1.54B
$1.1M 0.01%
34,454
+8,164
+31% +$265K
NHS
193
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$1.09M 0.01%
108,460
+18,530
+21% +$190K
HBANP
194
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.08M 0.01%
800
– –
NQS
195
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.07M 0.01%
76,239
-12,398
-14% -$168K
ELEC
196
DELISTED
Electrum Special Acquisition Corporation
ELEC
$1.06M 0.01%
110,000
-990,000
-90% -$9.51M
EHI
197
Western Asset Global High Income Fund
EHI
$175M
$1.05M 0.01%
120,675
+37,945
+46% +$345K
PNK
198
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.05M 0.01%
33,805
– –
SBW
199
DELISTED
Western Asset Worldwide Income
SBW
$1.03M 0.01%
102,570
+13,895
+16% +$140K
SIRO
200
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$1.02M 0.01%
+9,293
New +$995K
6 7
8
9 10

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
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.