We are live on ! Find out more
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
NRF
376
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-242,321
Closed -$7.71M
WPG
377
DELISTED
Washington Prime Group Inc.
WPG
– –
-21,659
Closed -$2.64M
SFXE
378
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
– –
-187,206
Closed -$841K
OCR.PRB
379
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
-84,900
Closed -$9.8M
VRS
380
DELISTED
VERSO CORP COM STK (DE)
VRS
– –
-392,462
Closed -$259K
TSRE
381
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
– –
-166,007
Closed -$1.11M
OWW
382
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-6,052,138
Closed -$69.1M
MYM
383
DELISTED
BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA)
MYM
– –
-49,254
Closed -$614K
HSP
384
DELISTED
HOSPIRA INC
HSP
– –
-1,561,240
Closed -$138M
PLL
385
DELISTED
PALL CORP
PLL
– –
-452,333
Closed -$56.3M
PPO
386
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
– –
-1,474,800
Closed -$88.3M
ANN
387
DELISTED
ANN INC
ANN
– –
-1,339,412
Closed -$64.7M
BRLI
388
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
– –
-174,531
Closed -$7.2M
QLTY
389
DELISTED
QUALITY DISTR INC FLA
QLTY
– –
-397,516
Closed -$6.15M
OCR
390
DELISTED
OMNICARE INC
OCR
– –
-531,720
Closed -$50.1M
GTI
391
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-3,868,853
Closed -$19.2M
LNBB
392
DELISTED
L N B BANCORP INC
LNBB
– –
-235,424
Closed -$4.36M
AEC
393
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
– –
-1,943,456
Closed -$55.6M
INFA
394
DELISTED
INFORMATICA CORP
INFA
– –
-1,503,607
Closed -$72.9M
CYNI
395
DELISTED
CYAN INC COM
CYNI
– –
-358,500
Closed -$1.88M
MCRL
396
DELISTED
MICREL INC
MCRL
– –
-1,737,367
Closed -$24.1M
EXL
397
DELISTED
EXCEL TRUST , INC COM STK
EXL
– –
-2,330,893
Closed -$36.8M
MRH
398
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
– –
-440,119
Closed -$17.4M
SUSQ
399
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-6,477,451
Closed -$91.5M
DTV
400
DELISTED
DIRECTV COM STK (DE)
DTV
– –
-1,680,593
Closed -$156M
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.