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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
AGN.PRA
1
DELISTED
Allergan plc
AGN.PRA
$211M 2.36%
204,750
+16,400
+9% +$16.5M
PCP
2
DELISTED
PRECISION CASTPARTS CORP
PCP
$196M 2.2%
846,373
+394,768
+87% +$91.2M
FCAM
3
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
$187M 2.09%
1,603,975
-391,900
-20% -$48.6M
YHOO
4
DELISTED
Yahoo Inc
YHOO
$173M 1.94%
5,210,541
+2,336,881
+81% +$78M
TMUSP
5
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$162M 1.81%
2,391,550
– –
CB
6
DELISTED
CHUBB CORPORATION
CB
$156M 1.74%
1,173,027
+70,736
+6% +$9.16M
TSNU
7
DELISTED
Tyson Foods, Inc.
TSNU
$153M 1.71%
2,504,625
-250,000
-9% -$14M
CI icon
8
Cigna
CI
$76.6B
$144M 1.62%
986,975
+339,675
+52% +$46.7M
HUM icon
9
Humana
HUM
$46.7B
$140M 1.57%
786,047
+427,167
+119% +$75M
POM
10
DELISTED
PEPCO HOLDINGS, INC.
POM
$138M 1.55%
5,312,075
+354,192
+7% +$9.28M
TWC
11
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$137M 1.54%
740,770
+225,996
+44% +$41.9M
BRCM
12
DELISTED
BROADCOM CORP CL-A
BRCM
$132M 1.47%
2,279,196
-453,982
-17% -$24.4M
HNT
13
DELISTED
HEALTH NET INC
HNT
$113M 1.27%
1,653,183
+1,235,883
+296% +$79.2M
AGN
14
DELISTED
Allergan plc
AGN
$101M 1.13%
+323,742
New +$96.4M
BHI
15
DELISTED
Baker Hughes
BHI
$98.9M 1.11%
2,142,122
+224,575
+12% +$11.5M
DCUB
16
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$98.5M 1.1%
1,833,225
– –
CVC
17
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$95.9M 1.07%
3,005,699
+1,534,943
+104% +$48.6M
WELL.PRI
18
DELISTED
Welltower Inc.
WELL.PRI
$94.8M 1.06%
1,553,050
– –
JAH
19
DELISTED
JARDEN CORPORATION
JAH
$93.7M 1.05%
+1,639,739
New +$82.2M
KLAC icon
20
KLA
KLAC
$275B
$89.2M 1%
+12,857,850
New +$82.3M
RAD
21
DELISTED
Rite Aid Corporation
RAD
$87.1M 0.97%
+555,199
New +$82.2M
KING
22
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$85.1M 0.95%
+4,760,639
New +$79.3M
BMR
23
DELISTED
BIOMED REALTY TRUST INC
BMR
$81.9M 0.92%
+3,459,223
New +$80.4M
SYA
24
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$80.7M 0.9%
2,539,893
+883,549
+53% +$28M
CNL
25
DELISTED
CLECO CRP (HOLDING CO)
CNL
$78.7M 0.88%
1,507,112
+53,951
+4% +$2.8M
1
2 3 4 5

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GA
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CIS
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EMPI
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HCM
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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.