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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
+1.54%
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
$8.26B
AUM Growth
+$377M
Cap. Flow
-$2.17B
Cap. Flow %
-26.23%
Top 10 Hldgs %
23.62%
Holding
533
New
113
Increased
104
Reduced
92
Closed
74

Top Buys

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$196M
2
CB
CHUBB CORPORATION
CB
+$135M
3
FCAM
Fiat Chrysler Automobiles N.V.
FCAM
+$115M
4
PCP
PRECISION CASTPARTS CORP
PCP
+$96.9M
5
CI icon
Cigna
CI
+$86.8M

Top Sells

Rank Stock Value
1
DRC
DRESSER-RAND GROUP INC
DRC
+$202M
2
FDO
FAMILY DOLLAR STORES
FDO
+$184M
3
DTV
DIRECTV COM STK (DE)
DTV
+$156M
4
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
+$139M
5
HSP
HOSPIRA INC
HSP
+$138M

Sector Composition

Rank Sector Weight
1 Financials 6.55%
2 Industrials 4.77%
3 Energy 3.83%
4 Utilities 3.83%
5 Technology 2.95%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LCM
276
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$397K ﹤0.01%
48,439
-14,216
-23% -$124K
BPL
277
DELISTED
Buckeye Partners, L.P.
BPL
$396K ﹤0.01%
6,687
+1,271
+23% +$88.2K
EEP
278
DELISTED
Enbridge Energy Partners
EEP
$395K ﹤0.01%
15,981
+4,603
+40% +$132K
BGT icon
279
BlackRock Floating Rate Income Trust
BGT
$322M
$389K ﹤0.01%
31,289
+316
+1% +$4.08K
GRX
280
Gabelli Healthcare & Wellness Trust
GRX
$141M
$378K ﹤0.01%
39,010
-9,679
-20% -$105K
ROIQW
281
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$378K ﹤0.01%
1,050,000
– –
GLO
282
Clough Global Opportunities Fund
GLO
$249M
$376K ﹤0.01%
+35,152
New +$413K
MMLP icon
283
Martin Midstream Partners
MMLP
$95.9M
$368K ﹤0.01%
15,077
+1,614
+12% +$46.2K
ENLK
284
DELISTED
EnLink Midstream Partners, LP
ENLK
$368K ﹤0.01%
23,370
+2,400
+11% +$44.7K
VPV icon
285
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$365K ﹤0.01%
+29,783
New +$361K
ADUS icon
286
Addus HomeCare
ADUS
$2.14B
$355K ﹤0.01%
+11,400
New +$334K
MPLX icon
287
MPLX
MPLX
$59.5B
$353K ﹤0.01%
9,234
+1,655
+22% +$84.5K
BGH
288
Barings Global Short Duration High Yield Fund
BGH
$281M
$352K ﹤0.01%
+20,288
New +$379K
FUND
289
Sprott Focus Trust
FUND
$293M
$346K ﹤0.01%
58,494
+15,438
+36% +$99.7K
MWE
290
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$344K ﹤0.01%
8,025
+711
+10% +$40.5K
DCP
291
DELISTED
DCP Midstream, LP
DCP
$342K ﹤0.01%
14,149
+3,125
+28% +$90.4K
EDI
292
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$331K ﹤0.01%
29,103
-1,936
-6% -$24.4K
ENBL
293
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$328K ﹤0.01%
25,923
– –
KIO
294
KKR Income Opportunities Fund
KIO
$450M
$319K ﹤0.01%
+21,886
New +$330K
VBF icon
295
Invesco Bond Fund
VBF
$168M
$318K ﹤0.01%
18,064
-3,878
-18% -$68K
PAA icon
296
Plains All American Pipeline
PAA
$17.4B
$313K ﹤0.01%
10,307
+2,251
+28% +$82.3K
AOD
297
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$299K ﹤0.01%
+39,875
New +$330K
HCACW
298
DELISTED
Hennessy Capital Acquisition Corp. II
HCACW
$298K ﹤0.01%
+1,103,201
New +$278K
TGP
299
DELISTED
Teekay LNG Partners L.P.
TGP
$297K ﹤0.01%
12,415
+1,730
+16% +$47.2K
RRMS
300
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$297K ﹤0.01%
12,202
+1,162
+11% +$40.5K
10 11
12
13 14

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JWBC
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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 Q3 2015 Portfolio in Review

As of Q3 2015, AQR Arbitrage held 533 positions worth $8.26B, up 4.8% from $7.88B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

AQR Arbitrage withdrew a net $2.17B in Q3 2015, closing 74 positions and reducing 92 holdings. Its most notable exit was DRESSER-RAND GROUP INC, an estimated $202M position sold in full.

By sector, the portfolio is most concentrated in Financials at 6.6% of assets, up from 2.6% a quarter earlier, followed by Industrials and Energy.

Against the trend, AQR Arbitrage opened a new position in Allergan plc worth $178M.

  • AQR Arbitrage's largest Q3 2015 buy was Allergan plc: 188,350 shares worth $178M.
  • AQR Arbitrage added most to Fiat Chrysler Automobiles N.V. in Q3 2015, an estimated $115M increase.
  • AQR Arbitrage's biggest Q3 2015 reduction was Baxter International, cutting an estimated $70.3M.
  • AQR Arbitrage fully exited DRESSER-RAND GROUP INC in Q3 2015, selling an estimated $202M.
  • AQR Arbitrage's ten largest holdings make up 24% of its $8.26B portfolio in Q3 2015.
  • AQR Arbitrage opened 113 new positions and closed 74 in Q3 2015.
  • AQR Arbitrage's portfolio value rose 4.8% quarter-over-quarter to $8.26B.

Based on AQR Arbitrage's 13F filing for Q3 2015, filed 16 Nov 2015.