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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
NQU
201
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.02M 0.01%
71,725
-10,943
-13% -$150K
MIY icon
202
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$1M 0.01%
71,893
-17,957
-20% -$242K
SEVN
203
Seven Hills Realty Trust
SEVN
$179M
$998K 0.01%
53,790
-8,177
-13% -$148K
PHD
204
DELISTED
Pioneer Floating Rate Fund
PHD
$988K 0.01%
91,015
+15,656
+21% +$170K
NMO
205
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$943K 0.01%
68,372
-17,778
-21% -$237K
BNK
206
DELISTED
C1 FINL INC COM STK (FL)
BNK
$940K 0.01%
+38,840
New +$870K
NQP
207
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$928K 0.01%
67,714
-10,801
-14% -$144K
IQI icon
208
Invesco Quality Municipal Securities
IQI
$526M
$924K 0.01%
72,775
-28,251
-28% -$348K
MPLX icon
209
MPLX
MPLX
$59.5B
$905K 0.01%
23,015
+13,781
+149% +$520K
HTCH
210
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$850K 0.01%
+236,795
New +$718K
JSD
211
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$847K 0.01%
57,116
+12,308
+27% +$184K
TY icon
212
TRI-Continental Corp
TY
$1.86B
$837K 0.01%
41,814
+4,234
+11% +$85.6K
HFFC
213
DELISTED
H F FINL CORP
HFFC
$834K 0.01%
+44,140
New +$768K
AIF
214
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$812K 0.01%
58,424
+27,192
+87% +$391K
NMA
215
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$792K 0.01%
57,163
-9,269
-14% -$125K
RVT icon
216
Royce Value Trust
RVT
$2.21B
$790K 0.01%
67,146
+17,733
+36% +$212K
BGH
217
Barings Global Short Duration High Yield Fund
BGH
$281M
$786K 0.01%
47,693
+27,405
+135% +$468K
EVF
218
Eaton Vance Senior Income Trust
EVF
$90.3M
$782K 0.01%
135,608
-5,840
-4% -$34.6K
IVH
219
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$774K 0.01%
62,494
+30,423
+95% +$398K
NNC
220
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$773K 0.01%
59,014
-22,333
-27% -$288K
JGV
221
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$761K 0.01%
69,658
+153
+0.2% +$1.66K
PJT icon
222
PJT Partners
PJT
$4.37B
$760K 0.01%
+26,861
New +$615K
GDO
223
Western Asset Global Corporate Defined Opportunity Fund
GDO
$78.3M
$758K 0.01%
47,967
-18,659
-28% -$307K
JMG
224
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$757K 0.01%
62,975
-63,086
-50% -$741K
BLVDW
225
DELISTED
Boulevard Acquisition Corp. II Warrant
BLVDW
$747K 0.01%
+1,867,842
New +$1.39M
7 8
9
10 11

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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.