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
AMSGP
76
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$13.8M 0.17%
92,875
– –
CAA
77
DELISTED
CalAtlantic Group, Inc.
CAA
$13.4M 0.16%
334,223
+326,253
+4,094% +$14.2M
CMCSA icon
78
Comcast
CMCSA
$79.1B
$11.9M 0.14%
+417,952
New +$12.4M
WPXP
79
DELISTED
WPX Energy, Inc.
WPXP
$11.9M 0.14%
+329,525
New +$13.1M
RHT
80
DELISTED
Red Hat Inc
RHT
$11.6M 0.14%
160,704
-10,957
-6% -$825K
REMY
81
DELISTED
REMY INTL INC NEW COMMON
REMY
$11.3M 0.14%
+385,315
New +$11M
ELEC
82
DELISTED
Electrum Special Acquisition Corporation
ELEC
$10.7M 0.13%
+1,100,000
New +$10.5M
AUMA
83
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$9.7M 0.12%
1,010,000
– –
STNR
84
DELISTED
STEINER LEISURE LTD
STNR
$9.52M 0.12%
+150,663
New +$8.95M
EBAY icon
85
eBay
EBAY
$48.6B
$9.29M 0.11%
+380,148
New +$10.2M
GDEF
86
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$9.16M 0.11%
870,500
– –
CCP
87
DELISTED
Care Capital Properties, Inc.
CCP
$8.92M 0.11%
+270,767
New +$8.77M
ADP icon
88
Automatic Data Processing
ADP
$100B
$8.91M 0.11%
110,901
– –
ATML
89
DELISTED
ATMEL CORP
ATML
$8.72M 0.11%
+1,081,223
New +$8.97M
CCN
90
DELISTED
CardConnect Corp.
CCN
$8.68M 0.11%
890,000
– –
NI icon
91
NiSource
NI
$22.4B
$8.42M 0.1%
+453,979
New +$7.77M
BXLT
92
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$8.21M 0.1%
+260,438
New +$8.99M
LVNTA
93
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$8.18M 0.1%
202,686
-37,600
-16% -$1.52M
VTR icon
94
Ventas
VTR
$48.9B
$8.03M 0.1%
+143,209
New +$9.4M
MAS icon
95
Masco
MAS
$16B
$7.91M 0.1%
+314,243
New +$8.06M
ARWA
96
DELISTED
Arowana Inc.
ARWA
$7.85M 0.1%
800,000
– –
YDLE
97
DELISTED
YODLEE INC COMMON STOCK
YDLE
$7.42M 0.09%
+459,679
New +$6.9M
PYPL icon
98
PayPal
PYPL
$49.5B
$6.5M 0.08%
+209,368
New +$7.5M
EPC icon
99
Edgewell Personal Care
EPC
$1.27B
$6.41M 0.08%
+78,577
New +$7.11M
LMNS
100
DELISTED
LUMENIS LTD CL B ORD SHS (ISR)
LMNS
$6.4M 0.08%
462,233
-41,469
-8% -$573K
2 3
4
5 6

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.