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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
BLD
126
DELISTED
TopBuild
BLD
$3.77M 0.05%
+121,613
New +$3.76M
CC icon
127
Chemours
CC
$2.59B
$3.58M 0.04%
+553,926
New +$5.8M
CNLM
128
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.47M 0.04%
350,000
– –
CSG
129
DELISTED
CHAMBERS STR PPTYS COM
CSG
$3.39M 0.04%
+522,471
New +$3.73M
BAX icon
130
Baxter International
BAX
$11.6B
$3.39M 0.04%
103,186
-1,857,479
-95% -$70.3M
LITE icon
131
Lumentum
LITE
$59.4B
$3.33M 0.04%
+196,726
New +$3.73M
PNX
132
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
$3.29M 0.04%
+99,823
New +$1.49M
ENR icon
133
Energizer
ENR
$1.44B
$3.29M 0.04%
+84,956
New +$3.4M
METR
134
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
$3.26M 0.04%
+110,923
New +$3.11M
GHC icon
135
Graham Holdings Company
GHC
$4.97B
$3.23M 0.04%
+5,600
New +$3.7M
BGB
136
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$3.21M 0.04%
225,924
+7,607
+3% +$115K
PCI
137
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$3.17M 0.04%
173,260
+156,923
+961% +$3.02M
BCX icon
138
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$3.11M 0.04%
438,549
-33,597
-7% -$270K
USA icon
139
Liberty All-Star Equity Fund
USA
$1.75B
$2.94M 0.04%
577,975
-6,828
-1% -$37.5K
FSD
140
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.86M 0.03%
202,932
+6,361
+3% +$94.1K
AWP
141
abrdn Global Premier Properties Fund
AWP
$377M
$2.81M 0.03%
167,537
+1,123
+0.7% +$20.6K
MEG
142
DELISTED
Media General, Inc
MEG
$2.77M 0.03%
+198,081
New +$2.69M
BTT icon
143
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$2.77M 0.03%
135,854
-82,095
-38% -$1.68M
VSLR
144
DELISTED
VIVINT SOLAR, INC.
VSLR
$2.63M 0.03%
+251,400
New +$3.24M
KEY.PRG
145
DELISTED
KeyCorp Pfd
KEY.PRG
$2.6M 0.03%
20,000
– –
IGR
146
CBRE Global Real Estate Income Fund
IGR
$712M
$2.45M 0.03%
331,474
+49,276
+17% +$384K
TIME
147
DELISTED
Time Inc.
TIME
$2.35M 0.03%
123,556
-185,074
-60% -$3.91M
RNP icon
148
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$2.27M 0.03%
130,741
+19,211
+17% +$338K
CADT
149
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.23M 0.03%
225,112
– –
HIO
150
Western Asset High Income Opportunity Fund
HIO
$340M
$2.2M 0.03%
468,876
-22,652
-5% -$111K
4 5
6
7 8

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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.