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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
BRW
301
Saba Capital Income & Opportunities Fund
BRW
$336M
$296K ﹤0.01%
29,208
-611
-2% -$6.43K
TRGP icon
302
Targa Resources
TRGP
$60.4B
$295K ﹤0.01%
5,722
– –
BTA
303
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$293K ﹤0.01%
26,597
-5,678
-18% -$62.2K
TTP
304
DELISTED
TORTOISE PIPELINE & ENERGY FUND, INC.
TTP
$293K ﹤0.01%
4,079
-1,221
-23% -$109K
CXH
305
DELISTED
MFS Investment Grade Municipal Trust
CXH
$290K ﹤0.01%
29,698
-30,744
-51% -$295K
SMC
306
Summit Midstream
SMC
$421M
$284K ﹤0.01%
1,073
+193
+22% +$73.4K
SOR
307
Source Capital
SOR
$369M
$275K ﹤0.01%
4,053
-6,694
-62% -$478K
FHY
308
DELISTED
First Trust Strategic High
FHY
$270K ﹤0.01%
+23,474
New +$291K
NGLS
309
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$266K ﹤0.01%
9,171
+1,322
+17% +$44.6K
CMLP
310
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$265K ﹤0.01%
42,821
+9,686
+29% +$85.3K
NIE
311
Virtus Equity & Convertible Income Fund
NIE
$718M
$261K ﹤0.01%
+15,207
New +$282K
PANL icon
312
Pangaea Logistics
PANL
$501M
$251K ﹤0.01%
78,900
-5,500
-7% -$17.9K
FCT
313
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$246K ﹤0.01%
19,593
-5,553
-22% -$72.8K
NAN icon
314
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$238K ﹤0.01%
17,701
-9,604
-35% -$129K
EXD
315
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$232K ﹤0.01%
19,010
+5,200
+38% +$65.9K
RMT
316
Royce Micro-Cap Trust
RMT
$736M
$230K ﹤0.01%
+29,716
New +$252K
BAF
317
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$220K ﹤0.01%
15,746
-7,264
-32% -$102K
AZUR
318
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$218K ﹤0.01%
36,877
+9,222
+33% +$90.2K
NUO
319
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$217K ﹤0.01%
15,049
+62
+0.4% +$894
RMP
320
DELISTED
Rice Midstream Partners LP
RMP
$210K ﹤0.01%
15,800
+5,400
+52% +$85.6K
EOD
321
Allspring Global Dividend Opportunity Fund
EOD
$276M
$208K ﹤0.01%
+35,227
New +$229K
NSL
322
DELISTED
NUVEEN SENIOR INCM FD
NSL
$208K ﹤0.01%
35,122
+410
+1% +$2.54K
KHI
323
DELISTED
Deutsche High Income Trust
KHI
$206K ﹤0.01%
26,320
+13,313
+102% +$110K
AVK
324
Advent Convertible and Income Fund
AVK
$544M
$200K ﹤0.01%
+15,600
New +$230K
MNKD icon
325
MannKind Corp
MNKD
$1.28B
$195K ﹤0.01%
12,131
-28,267
-70% -$600K
11 12
13
14 15

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JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
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.