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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
PGI
101
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
$5.92M 0.07%
+430,826
New +$4.85M
PSEM
102
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
$5.4M 0.07%
+295,883
New +$4.07M
BHAC
103
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$5.36M 0.06%
545,520
– –
KMB icon
104
Kimberly-Clark
KMB
$36.4B
$5.19M 0.06%
47,635
– –
PACEU
105
DELISTED
Pace Holdings Corp.
PACEU
$5.13M 0.06%
+500,000
New +$5.08M
AAPC
106
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.06M 0.06%
500,000
– –
TACOW
107
DELISTED
Del Taco Restaurants, Inc. Warrants
TACOW
$4.75M 0.06%
+941,400
New +$4.77M
DD
108
DELISTED
Du Pont De Nemours E I
DD
$4.72M 0.06%
+97,926
New +$5.23M
FTRPR
109
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$4.69M 0.06%
50,000
– –
BNED icon
110
Barnes & Noble Education
BNED
$412M
$4.58M 0.06%
+3,607
New +$4.67M
CPGX
111
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
$4.55M 0.06%
+248,700
New +$6.48M
LMB icon
112
Limbach Holdings
LMB
$867M
$4.39M 0.05%
450,540
– –
DY icon
113
Dycom Industries
DY
$12.9B
$4.33M 0.05%
+59,888
New +$4.15M
BHK icon
114
BlackRock Core Bond Trust
BHK
$642M
$4.33M 0.05%
334,807
-25,871
-7% -$330K
HLF icon
115
Herbalife
HLF
$1.23B
$4.23M 0.05%
155,316
-56,766
-27% -$1.56M
BTZ icon
116
BlackRock Credit Allocation Income Trust
BTZ
$927M
$4.21M 0.05%
346,312
+2,799
+0.8% +$34.7K
CABO icon
117
Cable One
CABO
$213M
$4.05M 0.05%
+9,651
New +$4M
HYT icon
118
BlackRock Corporate High Yield Fund
HYT
$1.36B
$4.04M 0.05%
409,564
-5,763
-1% -$59.4K
CTXS
119
DELISTED
Citrix Systems Inc
CTXS
$3.98M 0.05%
72,198
-5,947
-8% -$339K
ROIQ
120
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$3.96M 0.05%
395,995
-549,005
-58% -$5.51M
RQI icon
121
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$3.95M 0.05%
349,529
-77,087
-18% -$860K
MRGE
122
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
$3.93M 0.05%
+554,125
New +$3.49M
EVV
123
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$3.91M 0.05%
308,607
-1,891
-0.6% -$25.2K
UIL
124
DELISTED
UIL HOLDINGS
UIL
$3.85M 0.05%
76,538
-1,581
-2% -$74.7K
JQC icon
125
Nuveen Credit Strategies Income Fund
JQC
$702M
$3.83M 0.05%
480,099
-393
-0.1% -$3.31K
3 4
5
6 7

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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.