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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
BGX
176
Blackstone Long-Short Credit Income Fund
BGX
$135M
$1.26M 0.02%
88,780
-4,198
-5% -$62.9K
NPM
177
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$1.25M 0.02%
91,456
-13,519
-13% -$182K
EVG
178
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.24M 0.02%
93,475
-9,840
-10% -$135K
IQI icon
179
Invesco Quality Municipal Securities
IQI
$526M
$1.23M 0.01%
101,026
-7,437
-7% -$88.7K
NQS
180
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.19M 0.01%
88,637
-5,672
-6% -$75.6K
MIY icon
181
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$1.18M 0.01%
89,850
+42,318
+89% +$561K
AGFSW
182
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$1.16M 0.01%
+552,100
New +$1.26M
NRK icon
183
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$1.15M 0.01%
91,190
-10,994
-11% -$139K
PNK
184
DELISTED
Pinnacle Entertainment Inc.
PNK
$1.14M 0.01%
+33,805
New +$1.28M
NMO
185
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$1.13M 0.01%
86,150
-7,319
-8% -$95.4K
NQU
186
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.11M 0.01%
82,668
-10,293
-11% -$139K
SEVN
187
Seven Hills Realty Trust
SEVN
$179M
$1.07M 0.01%
61,967
-3,182
-5% -$57.2K
HBANP
188
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.07M 0.01%
800
– –
GDO
189
Western Asset Global Corporate Defined Opportunity Fund
GDO
$78.3M
$1.05M 0.01%
66,626
-3,287
-5% -$54.5K
NNC
190
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$1.04M 0.01%
81,347
-3,021
-4% -$38.5K
NQP
191
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.03M 0.01%
78,515
+147
+0.2% +$1.93K
AWF
192
AllianceBernstein Global High Income Fund
AWF
$867M
$1M 0.01%
90,345
+64,600
+251% +$745K
MITL
193
DELISTED
Mitel Networks Corporation
MITL
$989K 0.01%
153,287
-81,500
-35% -$658K
JMG
194
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$945K 0.01%
126,061
-49,466
-28% -$366K
SIBC
195
DELISTED
STATE INVS BANCORP INC
SIBC
$923K 0.01%
43,225
– –
NHS
196
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$916K 0.01%
89,930
+6,239
+7% +$68.4K
ENVI
197
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
$897K 0.01%
+219,275
New +$511K
NMA
198
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$884K 0.01%
66,432
-5,789
-8% -$76.3K
GHY
199
PGIM Global High Yield Fund
GHY
$480M
$880K 0.01%
+63,849
New +$922K
SBW
200
DELISTED
Western Asset Worldwide Income
SBW
$872K 0.01%
88,675
-297
-0.3% -$3.06K
6 7
8
9 10

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JWBC
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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
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.