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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
NPI
151
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$2.16M 0.03%
160,997
-11,607
-7% -$154K
ONFC
152
DELISTED
ONEIDA FINL CORP COM STK NEW (MD)
ONFC
$2.06M 0.03%
100,786
-361
-0.4% -$7.35K
VIAV icon
153
Viavi Solutions
VIAV
$9.75B
$2.03M 0.02%
+377,500
New +$2.21M
ERC
154
Allspring Multi-Sector Income Fund
ERC
$255M
$1.94M 0.02%
170,724
+30,054
+21% +$365K
NXJ
155
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.9M 0.02%
147,898
+13,397
+10% +$172K
ARKR icon
156
Ark Restaurants
ARKR
$21.4M
$1.86M 0.02%
81,245
-6,300
-7% -$155K
SABA
157
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.85M 0.02%
152,187
+26,701
+21% +$349K
NWSA icon
158
News Corp Class A
NWSA
$14.5B
$1.77M 0.02%
+140,413
New +$1.95M
NQI
159
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.7M 0.02%
130,550
-16,036
-11% -$205K
FTF
160
Franklin Limited Duration Income Trust
FTF
$235M
$1.65M 0.02%
151,289
-4,632
-3% -$52.8K
ARDC
161
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.64M 0.02%
117,328
+2,373
+2% +$35.2K
BLW icon
162
BlackRock Limited Duration Income Trust
BLW
$492M
$1.64M 0.02%
113,470
+35,116
+45% +$521K
LTRPA
163
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$1.59M 0.02%
71,523
-13,100
-15% -$363K
TFCFA
164
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$1.56M 0.02%
+57,755
New +$1.73M
FRA icon
165
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.55M 0.02%
119,805
+19,753
+20% +$261K
VTA
166
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.52M 0.02%
144,254
+9,876
+7% +$111K
NTLS
167
DELISTED
NTELOS HLDGS CORP COM
NTLS
$1.51M 0.02%
+167,463
New +$1.26M
FAM
168
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$1.48M 0.02%
152,741
-6,377
-4% -$65.4K
NXZ
169
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.45M 0.02%
106,253
-7,255
-6% -$97.8K
LINDW
170
DELISTED
Lindblad Expeditions Holdings Inc. Warrant
LINDW
$1.4M 0.02%
+806,550
New +$1.43M
CET
171
Central Securities Corp
CET
$1.54B
$1.4M 0.02%
70,758
-6,117
-8% -$125K
MHY
172
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.4M 0.02%
311,975
-31,057
-9% -$146K
NMY
173
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$1.38M 0.02%
111,683
-7,104
-6% -$87.5K
AGC
174
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.33M 0.02%
245,850
-17,526
-7% -$105K
SURG
175
DELISTED
SYNERGETICS USA, INC.
SURG
$1.33M 0.02%
+201,800
New +$1.05M
5 6
7
8 9

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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DTC
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AWA
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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.