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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
NUM
326
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
$187K ﹤0.01%
+14,156
New +$187K
BW icon
327
Babcock & Wilcox
BW
$1.43B
$185K ﹤0.01%
+1,104
New +$204K
MPA icon
328
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$184K ﹤0.01%
13,579
+2,932
+28% +$39.7K
HHY
329
DELISTED
Brookfield High Income Fund Inc.
HHY
$182K ﹤0.01%
+24,972
New +$192K
NVG icon
330
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$173K ﹤0.01%
12,451
+1,222
+11% +$16.8K
HYB
331
DELISTED
New America High Income Fund, Inc.
HYB
$170K ﹤0.01%
21,301
-1,194
-5% -$9.93K
VTN icon
332
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$164K ﹤0.01%
11,928
-14,471
-55% -$195K
MFT
333
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
$158K ﹤0.01%
11,685
-3,425
-23% -$45.6K
HNW
334
DELISTED
Pioneer Diversified High Income Fund
HNW
$151K ﹤0.01%
+10,227
New +$159K
JHS
335
John Hancock Income Securities Trust
JHS
$126M
$149K ﹤0.01%
10,661
-3,587
-25% -$49.5K
EROC
336
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$149K ﹤0.01%
117,574
– –
CHW
337
Calamos Global Dynamic Income Fund
CHW
$544M
$135K ﹤0.01%
+19,400
New +$154K
LGI
338
Lazard Global Total Return & Income Fund
LGI
$235M
$128K ﹤0.01%
+10,238
New +$145K
STEW
339
SRH Total Return Fund
STEW
$1.75B
$125K ﹤0.01%
+16,796
New +$134K
CNXM
340
DELISTED
CNX Midstream Partners LP
CNXM
$101K ﹤0.01%
+10,200
New +$138K
ASG
341
Liberty All-Star Growth Fund
ASG
$323M
$90K ﹤0.01%
19,906
-2,444
-11% -$12.2K
CYHHZ
342
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$90K ﹤0.01%
10,026,149
– –
JHP
343
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
$81K ﹤0.01%
10,100
-14,368
-59% -$119K
MCN
344
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$74K ﹤0.01%
+10,499
New +$80.4K
BHACW
345
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$71K ﹤0.01%
545,520
– –
UUUU icon
346
Energy Fuels
UUUU
$2.82B
$53K ﹤0.01%
17,980
– –
ASB.WS
347
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$50K ﹤0.01%
23,450
– –
ATLS
348
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
$35K ﹤0.01%
15,815
– –
GM.WS.C
349
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$15K ﹤0.01%
356,485
– –
VLYWW
350
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$15K ﹤0.01%
116,185
– –
12 13
14
15 16

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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.