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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
ABBV icon
351
AbbVie
ABBV
$458B
– –
-60,219
Closed -$4.05M
AGI icon
352
Alamos Gold
AGI
$12.4B
– –
-808,000
Closed -$4.58M
AXS icon
353
AXIS Capital
AXS
$8.59B
– –
-57,100
Closed -$3.05M
BFAM icon
354
Bright Horizons
BFAM
$3.99B
– –
-8,600
Closed -$497K
BOE icon
355
BlackRock Enhanced Global Dividend Trust
BOE
$662M
– –
-31,991
Closed -$440K
BYM
356
DELISTED
BlackRock Municipal Income Quality Trust
BYM
– –
-12,946
Closed -$176K
DBRG icon
357
DigitalBridge
DBRG
$2.94B
– –
-122,911
Closed -$9.09M
DNOW icon
358
DNOW Inc
DNOW
$2.63B
– –
-220,504
Closed -$4.39M
DPG
359
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
– –
-22,810
Closed -$404K
ENX
360
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
– –
-24,837
Closed -$306K
ETJ
361
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
– –
-20,704
Closed -$224K
LE icon
362
Lands' End
LE
$361M
– –
-35,689
Closed -$886K
LIND icon
363
Lindblad Expeditions
LIND
$1.76B
– –
-704,258
Closed -$7.43M
NMT icon
364
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
– –
-12,753
Closed -$169K
OPK icon
365
Opko Health
OPK
$921M
– –
-10,774
Closed -$142K
RYAM icon
366
Rayonier Advanced Materials
RYAM
$565M
– –
-90,547
Closed -$1.47M
SYF icon
367
Synchrony
SYF
$23.7B
– –
-162,361
Closed -$5.35M
TKR icon
368
Timken Company
TKR
$9.82B
– –
-206,017
Closed -$7.53M
VTRS icon
369
Viatris
VTRS
$20.1B
– –
-140,035
Closed -$9.5M
WEC icon
370
WEC Energy
WEC
$37.7B
– –
-8,975
Closed -$404K
MTUS icon
371
Metallus
MTUS
$873M
– –
-201,323
Closed -$5.43M
JPS
372
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
– –
-26,128
Closed -$221K
AGFS
373
DELISTED
AgroFresh Solutions Inc
AGFS
– –
-273,605
Closed -$3.42M
ELECU
374
DELISTED
Electrum Special Acquisition Corporation
ELECU
– –
-1,100,000
Closed -$11M
AMT.PRA
375
DELISTED
American Tower Corporation
AMT.PRA
– –
-141,426
Closed -$14.3M
13 14
15
16 17

Similar funds

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.