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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
KYTH
26
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$74.8M 0.91%
997,893
+868,493
+671% +$64.9M
THOR
27
DELISTED
THORATEC CORPORATION
THOR
$73.6M 0.89%
+1,162,786
New +$69.1M
HE icon
28
Hawaiian Electric Industries
HE
$2.33B
$71.7M 0.87%
2,498,975
-50,172
-2% -$1.47M
CNW
29
DELISTED
CON-WAY INC.
CNW
$70.1M 0.85%
+1,477,297
New +$57.9M
CCI.PRA
30
DELISTED
Crown Castle International Corp.
CCI.PRA
$66.4M 0.8%
651,750
+26,900
+4% +$2.77M
HUM icon
31
Humana
HUM
$46.7B
$64.2M 0.78%
358,880
+285,438
+389% +$52.8M
HME
32
DELISTED
HOME PROPERTIES, INC
HME
$61.9M 0.75%
827,521
+506,994
+158% +$37.5M
WTW icon
33
Willis Towers Watson
WTW
$27.9B
$60.6M 0.73%
558,764
+548,587
+5,390% +$65.1M
CAM
34
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$59.1M 0.72%
+964,138
New +$53.2M
XOOM
35
DELISTED
XOOM CORP COM
XOOM
$55.5M 0.67%
+2,229,830
New +$55.4M
IPCM
36
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$55.1M 0.67%
+709,879
New +$50M
OMG
37
DELISTED
OM GROUP INC.
OMG
$55M 0.67%
+1,671,795
New +$56.3M
SRCLP
38
DELISTED
Stericycle, Inc
SRCLP
$54M 0.65%
+530,350
New +$53.8M
BEE
39
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$53.5M 0.65%
+3,876,951
New +$52.6M
SYA
40
DELISTED
SYMETRA FINANCIAL CORPORATION COMMON STOCK
SYA
$52.4M 0.63%
+1,656,344
New +$47.4M
ALU
41
DELISTED
Alcatel-Lucent
ALU
$49.8M 0.6%
13,652,552
+8,386,553
+159% +$29.4M
CVC
42
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$47.8M 0.58%
+1,470,756
New +$40M
WY.PRA
43
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$44.2M 0.54%
920,900
+782,678
+566% +$39.5M
SFG
44
DELISTED
STANCORP FINL GRP
SFG
$44M 0.53%
+384,892
New +$40.3M
NPBC
45
DELISTED
NATL PENN BANCSHARES INC
NPBC
$42.8M 0.52%
+3,642,465
New +$41.9M
GAS
46
DELISTED
AGL Resources Inc
GAS
$41.5M 0.5%
+679,908
New +$36.4M
SLH
47
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
$41M 0.5%
+759,170
New +$34.5M
DCUC
48
DELISTED
Dominion Energy, Inc.
DCUC
$37.4M 0.45%
+745,300
New +$37.2M
BLVDU
49
DELISTED
Boulevard Acquisition Corp. II
BLVDU
$37.3M 0.45%
+3,735,685
New +$37.3M
GRSHU
50
DELISTED
Gores Holdings, Inc.
GRSHU
$35.5M 0.43%
+3,500,000
New +$35.3M
1
2
3 4 5

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GA
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HCM
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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.