Arrow Capital Management, LLC Quant / Systematic

CIK: 0001389082 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $118,112 (100.0% shares, 0.0% debt)

Holdings (17)

— VALEANT PHARMACEUTICALS INTL 16.5%

Value ($000) $19,525 Shares 109,461 Est. Cost $93.92 Unrealized —

— WALGREENS BOOTS ALLIANCE INC 14.9%

Value ($000) $17,642 Shares 212,301 Est. Cost $79.97 Unrealized —

MA MASTERCARD INC 11.9%

Value ($000) $14,093 Shares 156,375 Est. Cost $67.18 Unrealized +31.4%

— MCGRAW HILL FINL INC 8.1%

Value ($000) $9,560 Shares 110,515 Est. Cost $73.53 Unrealized —

— VALEANT PHARMACEUTICALS INTL 7.6%

Value ($000) $8,919 Shares 50,000 Est. Cost $93.92 Unrealized —

TDG TRANSDIGM GROUP INC 5.9%

Value ($000) $6,925 Shares 32,600 Est. Cost $85.92 Unrealized +66.5%

QSR RESTAURANT BRANDS INTL INC 5.6%

Value ($000) $6,627 Shares 184,500 Est. Cost $39.72 Unrealized -0.2%

APD AIR PRODS & CHEMS INC 5.5%

Value ($000) $6,538 Shares 51,243 Est. Cost $93.98 Unrealized +4.7%

CRI CARTER INC 5.5%

Value ($000) $6,467 Shares 71,343 Est. Cost $62.54 Unrealized +22.5%

— WINTHROP RLTY TR 5.2%

Value ($000) $6,103 Shares 425,000 Est. Cost $15.38 Unrealized —

— NEW YORK REIT INC 4.3%

Value ($000) $5,030 Shares 500,000 Est. Cost $9.98 Unrealized —

SCHL SCHOLASTIC CORP 3.3%

Value ($000) $3,926 Shares 100,753 Est. Cost $34.63 Unrealized +0.3%

ILMN ILLUMINA INC 2.0%

Value ($000) $2,409 Shares 13,700 Est. Cost $149.19 Unrealized +35.5%

KHC KRAFT HEINZ CO 1.7%

Value ($000) $2,022 Shares 28,638 Est. Cost $47.82 Unrealized 0.0%

HRB BLOCK H & R INC 1.4%

Value ($000) $1,629 Shares 45,000 Est. Cost $18.54 Unrealized +23.5%

— ALLERGAN PLC 0.4%

Value ($000) $490 Shares 1,800 Est. Cost $272.22 Unrealized —

— CLOVIS ONCOLOGY INC 0.2%

Value ($000) $207 Shares 2,250 Est. Cost $92.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VALEANT PHARMACEUTICALS INTL	109,461	$19,525	16.5%	$93.92	—	COM	91911K102
—	WALGREENS BOOTS ALLIANCE INC	212,301	$17,642	14.9%	$79.97	—	COM	931427108
MA	MASTERCARD INC	156,375	$14,093	11.9%	$67.18	+31.4%	CL A	57636Q104
—	MCGRAW HILL FINL INC	110,515	$9,560	8.1%	$73.53	—	COM	580645109
—	VALEANT PHARMACEUTICALS INTL	50,000	$8,919	7.6%	$93.92	—	Put	91911K102
TDG	TRANSDIGM GROUP INC	32,600	$6,925	5.9%	$85.92	+66.5%	COM	893641100
QSR	RESTAURANT BRANDS INTL INC	184,500	$6,627	5.6%	$39.72	-0.2%	COM	76131D103
APD	AIR PRODS & CHEMS INC	51,243	$6,538	5.5%	$93.98	+4.7%	COM	009158106
CRI	CARTER INC	71,343	$6,467	5.5%	$62.54	+22.5%	COM	146229109
—	WINTHROP RLTY TR	425,000	$6,103	5.2%	$15.38	—	SH BEN INT NEW	976391300
—	NEW YORK REIT INC	500,000	$5,030	4.3%	$9.98	—	COM	64976L109
SCHL	SCHOLASTIC CORP	100,753	$3,926	3.3%	$34.63	+0.3%	COM	807066105
ILMN	ILLUMINA INC	13,700	$2,409	2.0%	$149.19	+35.5%	COM	452327109
KHC	KRAFT HEINZ CO	28,638	$2,022	1.7%	$47.82	0.0%	COM	500754106
HRB	BLOCK H & R INC	45,000	$1,629	1.4%	$18.54	+23.5%	COM	093671105
—	ALLERGAN PLC	1,800	$490	0.4%	$272.22	—	SHS	G0177J108
—	CLOVIS ONCOLOGY INC	2,250	$207	0.2%	$92.00	—	COM	189464100