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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
CTRX
401
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
– –
-2,282,989
Closed -$139M
QEPM
402
DELISTED
QEP MIDSTREAM PARTNERS LP UIT REPSTG LTD PARTSP INT (DE)
QEPM
– –
-29,955
Closed -$525K
ROSE
403
DELISTED
ROSETTA RESOURCES INC
ROSE
– –
-2,417,704
Closed -$55.9M
BZT
404
DELISTED
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
– –
-150,000
Closed -$4.31M
CKSW
405
DELISTED
CLICKSOFTWARE TECH LTD
CKSW
– –
-369,162
Closed -$4.64M
RALY
406
DELISTED
RALLY SOFTWARE DEV CORP
RALY
– –
-220,392
Closed -$4.29M
ADVS
407
DELISTED
Advent Software Inc
ADVS
– –
-2,792,671
Closed -$123M
MIG
408
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
– –
-1,116,465
Closed -$9.6M
FDO
409
DELISTED
FAMILY DOLLAR STORES
FDO
– –
-2,331,792
Closed -$184M
ADNC
410
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
– –
-507,466
Closed -$2.48M
HVB
411
DELISTED
HUDSON VY HLDG CORP
HVB
– –
-766,355
Closed -$21.6M
IGTE
412
DELISTED
IGATE CORPORATION
IGTE
– –
-1,123,498
Closed -$53.6M
MWV
413
DELISTED
MEADWESTVACO CORP
MWV
– –
-687,905
Closed -$32.5M
BBNK
414
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
– –
-82,228
Closed -$2.45M
HBOS
415
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
– –
-272,676
Closed -$8.23M
DRC
416
DELISTED
DRESSER-RAND GROUP INC
DRC
– –
-2,369,124
Closed -$202M
MUS
417
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
– –
-18,220
Closed -$236K
GKNT
418
DELISTED
GEEKNET INC COM NEW
GKNT
– –
-24,122
Closed -$481K
RTI
419
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
– –
-590,721
Closed -$18.6M
13 14 15 16
17

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.