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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
HILL
51
DELISTED
DOT HILL SYSTEMS CORP
HILL
$34.5M 0.42%
+3,543,873
New +$27.3M
TE
52
DELISTED
TECO ENERGY INC
TE
$34M 0.41%
+1,296,374
New +$29M
ANTX
53
DELISTED
Anthem, Inc.
ANTX
$32.4M 0.39%
667,175
-32,825
-5% -$1.65M
ZU
54
DELISTED
ZULILY INC CLASS A COMMON STOCK
ZU
$31.7M 0.38%
+1,819,543
New +$28.2M
ISSI
55
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$31.1M 0.38%
1,448,984
+214,028
+17% +$4.68M
DD icon
56
DuPont de Nemours
DD
$18.6B
$30.9M 0.37%
+289,928
New +$33.6M
XELA
57
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$30.7M 0.37%
261
– –
NXEO
58
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$30.2M 0.37%
2,909,350
-521,450
-15% -$5.38M
SQBK
59
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
$29.9M 0.36%
1,165,363
+367,013
+46% +$9.69M
AVOL
60
DELISTED
AVOLON HLDGS LTD SHS (CYM)
AVOL
$28.4M 0.34%
+933,196
New +$26.1M
RMNI icon
61
Rimini Street
RMNI
$408M
$26.4M 0.32%
+2,750,000
New +$26.6M
HNT
62
DELISTED
HEALTH NET INC
HNT
$25.1M 0.3%
+417,300
New +$27.6M
PRE
63
DELISTED
PARTNERRE LTD
PRE
$23.7M 0.29%
170,496
+132,029
+343% +$18M
GGAC
64
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$23.3M 0.28%
2,370,000
– –
EAGLU
65
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$22.8M 0.28%
+2,250,000
New +$22.8M
GOOG icon
66
Alphabet (Google) Class C
GOOG
$3.9T
$21.4M 0.26%
+704,300
New +$21.6M
EZCH
67
DELISTED
EZCHIP SEMICONDUCTOR LIMITED ORD SHS (IL)
EZCH
$21M 0.25%
+834,937
New +$16.3M
INSE icon
68
Inspired Entertainment
INSE
$177M
$19.4M 0.23%
2,000,000
– –
TRAK
69
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$16.4M 0.2%
259,117
-947,469
-79% -$59.2M
NEXT icon
70
NextDecade
NEXT
$1.86B
$16.1M 0.19%
1,631,880
– –
CAMB
71
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$15.8M 0.19%
1,584,000
– –
PRGO icon
72
Perrigo
PRGO
$1.4B
$15.1M 0.18%
96,199
+9,699
+11% +$1.78M
TRTL
73
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
$15.1M 0.18%
1,530,000
– –
CDK
74
DELISTED
CDK Global, Inc.
CDK
$15.1M 0.18%
314,992
– –
TRNX
75
DELISTED
TORNIER N V SHARES (NLD)
TRNX
$14.2M 0.17%
696,627
+434,253
+166% +$10.4M
1 2
3
4 5

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GA
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CIS
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HCM
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HPG
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DTC
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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.