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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
NPP
201
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$866K 0.01%
61,063
-9,311
-13% -$131K
PHD
202
DELISTED
Pioneer Floating Rate Fund
PHD
$853K 0.01%
75,359
-8,257
-10% -$94.4K
EAD
203
Allspring Income Opportunities Fund
EAD
$372M
$845K 0.01%
111,594
+42,040
+60% +$335K
EVF
204
Eaton Vance Senior Income Trust
EVF
$90.3M
$830K 0.01%
141,448
-1,631
-1% -$10K
GAM
205
General American Investors Company
GAM
$1.54B
$814K 0.01%
+26,290
New +$875K
BIT icon
206
BlackRock Multi-Sector Income Trust
BIT
$696M
$797K 0.01%
50,741
+37,256
+276% +$608K
ISD
207
PGIM High Yield Bond Fund
ISD
$414M
$796K 0.01%
+54,280
New +$811K
BWXT icon
208
BWX Technologies
BWXT
$16B
$793K 0.01%
+30,101
New +$768K
KMI icon
209
Kinder Morgan
KMI
$73.1B
$758K 0.01%
27,367
– –
PMO
210
Franklin Municipal Opportunities Trust
PMO
$287M
$758K 0.01%
63,391
-20,041
-24% -$237K
QPACW
211
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$753K 0.01%
+3,500,000
New +$875K
ADEP
212
DELISTED
Adept Technology Inc
ADEP
$749K 0.01%
+57,802
New +$472K
AGD
213
abrdn Global Dynamic Dividend Fund
AGD
$315M
$745K 0.01%
87,156
-4,913
-5% -$46.3K
EHI
214
Western Asset Global High Income Fund
EHI
$175M
$742K 0.01%
82,730
+34,297
+71% +$334K
TY icon
215
TRI-Continental Corp
TY
$1.86B
$733K 0.01%
37,580
+23,327
+164% +$480K
TAI
216
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
$733K 0.01%
33,862
-13,925
-29% -$302K
MUI
217
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$731K 0.01%
52,493
-5,779
-10% -$79.8K
PMM
218
Franklin Managed Municipal Income Trust
PMM
$275M
$725K 0.01%
101,393
-28,998
-22% -$206K
EIM
219
Eaton Vance Municipal Bond Fund
EIM
$492M
$723K 0.01%
57,775
-23,085
-29% -$286K
JGV
220
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$708K 0.01%
69,505
+8,303
+14% +$94.8K
ATLC icon
221
Atlanticus Holdings
ATLC
$1.5B
$704K 0.01%
191,430
– –
EPD icon
222
Enterprise Products Partners
EPD
$83.8B
$689K 0.01%
27,660
– –
VKQ icon
223
Invesco Municipal Trust
VKQ
$536M
$684K 0.01%
55,675
-9,737
-15% -$118K
JSD
224
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$682K 0.01%
44,808
+8,045
+22% +$129K
ETP
225
DELISTED
Energy Transfer Partners L.p.
ETP
$682K 0.01%
16,605
– –
7 8
9
10 11

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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.