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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
+5.66%
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
$7.77B
AUM Growth
–
Cap. Flow
+$4.71B
Cap. Flow %
60.62%
Top 10 Hldgs %
22.83%
Holding
455
New
360
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
LO
LORILLARD INC COM STK
LO
+$176M
2
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$174M
3
HCBK
HUDSON CITY BANCORP INC
HCBK
+$166M
4
TRW
TRW AUTOMOTIVE HOLDINGS CORP
TRW
+$164M
5
SIAL
SIGMA - ALDRICH CORP
SIAL
+$159M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Utilities 5.31%
2 Consumer Discretionary 4.53%
3 Consumer Staples 4.4%
4 Energy 4.24%
5 Technology 3.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LCM
226
DELISTED
Advent/Claymore Enhanced Gth & F
LCM
$658K 0.01%
+69,871
New +$646K
MFM
227
Aberdeen Municipal Income Fund
MFM
$222M
$633K 0.01%
+93,746
New +$630K
NEA icon
228
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$633K 0.01%
+45,692
New +$636K
ENX
229
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$631K 0.01%
+49,552
New +$633K
JSD
230
DELISTED
NUVEEN SHORT DURATION CREDIT OPPORTUNITIES FUND
JSD
$627K 0.01%
+36,563
New +$622K
NAN icon
231
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$619K 0.01%
+44,546
New +$615K
GM icon
232
General Motors
GM
$74.7B
$615K 0.01%
+16,411
New +$597K
AZUR
233
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$611K 0.01%
+27,655
New +$590K
NPF
234
DELISTED
NUVEEN PREMIER MUNI INCOME FD
NPF
$606K 0.01%
+43,567
New +$610K
BPFHW
235
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$605K 0.01%
+117,799
New +$677K
EAD
236
Allspring Income Opportunities Fund
EAD
$372M
$596K 0.01%
+67,754
New +$600K
CXH
237
DELISTED
MFS Investment Grade Municipal Trust
CXH
$594K 0.01%
+62,903
New +$595K
GRX
238
Gabelli Healthcare & Wellness Trust
GRX
$141M
$590K 0.01%
+52,418
New +$566K
RGP
239
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$586K 0.01%
+25,613
New +$603K
NAD icon
240
Nuveen Quality Municipal Income Fund
NAD
$2.71B
$578K 0.01%
+40,336
New +$578K
ACP
241
abrdn Income Credit Strategies Fund
ACP
$640M
$569K 0.01%
+38,846
New +$568K
BAF
242
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$557K 0.01%
+37,749
New +$554K
MPLX icon
243
MPLX
MPLX
$59.5B
$555K 0.01%
+7,579
New +$576K
TRGP icon
244
Targa Resources
TRGP
$60.4B
$548K 0.01%
+5,722
New +$537K
MUS
245
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$548K 0.01%
+40,620
New +$546K
FCT
246
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$539K 0.01%
+39,041
New +$520K
MUJ icon
247
BlackRock MuniHoldings New Jersey Quality Fund
MUJ
$640M
$539K 0.01%
+36,494
New +$543K
NS
248
DELISTED
NuStar Energy L.P.
NS
$530K 0.01%
+8,726
New +$528K
HEP
249
DELISTED
Holly Energy Partners, L.P.
HEP
$528K 0.01%
+16,782
New +$540K
JTP
250
DELISTED
NUVEEN QUALITY PFD INCOME FD
JTP
$528K 0.01%
+61,844
New +$526K
8 9
10
11 12

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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 Q1 2015 Portfolio in Review

Q1 2015 is the first quarter with a 13F filing on record for AQR Arbitrage, which disclosed 455 positions worth $7.77B. Its ten largest holdings account for 23% of the portfolio.

Its largest position is LORILLARD INC COM STK: 2,636,254 shares worth $172M.

By sector, the portfolio is most concentrated in Utilities at 5.3% of assets, followed by Consumer Discretionary and Consumer Staples.

  • AQR Arbitrage's largest Q1 2015 buy was LORILLARD INC COM STK: 2,636,254 shares worth $172M.
  • AQR Arbitrage's ten largest holdings make up 23% of its $7.77B portfolio in Q1 2015.
  • AQR Arbitrage disclosed 455 positions in Q1 2015, its first 13F filing on record.

Based on AQR Arbitrage's 13F filing for Q1 2015, filed 15 May 2015.