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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
+2.76%
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
$7.88B
AUM Growth
+$109M
Cap. Flow
-$2.35B
Cap. Flow %
-29.83%
Top 10 Hldgs %
24.07%
Holding
520
New
75
Increased
78
Reduced
100
Closed
104

Top Buys

Rank Stock Value
1
FSL
FREESCALE SEMICONDUCTOR LTD
FSL
+$116M
2
BRCM
BROADCOM CORP CL-A
BRCM
+$110M
3
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
+$108M
4
ADVS
Advent Software Inc
ADVS
+$86.6M
5
BAX icon
Baxter International
BAX
+$73.3M

Top Sells

Rank Stock Value
1
LO
LORILLARD INC COM STK
LO
+$172M
2
TRW
TRW AUTOMOTIVE HOLDINGS CORP
TRW
+$165M
3
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$117M
4
SLXP
SALIX PHARMACEUTICALS LTD DEL
SLXP
+$111M
5
TEG
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
+$103M

Sector Composition

Rank Sector Weight
1 Technology 4.25%
2 Utilities 3.65%
3 Healthcare 3.53%
4 Energy 3.29%
5 Consumer Discretionary 2.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RRMS
226
DELISTED
ROSE ROCK MIDSTREAM L P COM UNIT REPSTG LTD (DE)
RRMS
$516K 0.01%
11,040
– –
TRGP icon
227
Targa Resources
TRGP
$60.4B
$511K 0.01%
5,722
– –
EHI
228
Western Asset Global High Income Fund
EHI
$175M
$501K 0.01%
48,433
+5,141
+12% +$56.4K
BFAM icon
229
Bright Horizons
BFAM
$3.99B
$497K 0.01%
8,600
-41,400
-83% -$2.26M
TEP
230
DELISTED
Tallgrass Energy Partners, LP
TEP
$493K 0.01%
10,248
– –
WES
231
DELISTED
Western Gas Partners Lp
WES
$493K 0.01%
7,781
– –
PSXP
232
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$485K 0.01%
6,737
– –
GKNT
233
DELISTED
GEEKNET INC COM NEW
GKNT
$481K 0.01%
+24,122
New +$317K
JDD
234
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$477K 0.01%
41,524
-35,425
-46% -$433K
VLP
235
DELISTED
Valero Energy Partners LP
VLP
$471K 0.01%
9,224
– –
ACP
236
abrdn Income Credit Strategies Fund
ACP
$640M
$466K 0.01%
33,901
-4,945
-13% -$72K
ENLK
237
DELISTED
EnLink Midstream Partners, LP
ENLK
$461K 0.01%
20,970
– –
VLT icon
238
Invesco High Income Trust II
VLT
$66.2M
$446K 0.01%
31,097
+15,028
+94% +$224K
BOE icon
239
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$440K 0.01%
31,991
-104,228
-77% -$1.46M
SMC
240
Summit Midstream
SMC
$421M
$436K 0.01%
880
– –
EDI
241
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$435K 0.01%
31,039
+16,709
+117% +$247K
OKS
242
DELISTED
Oneok Partners LP
OKS
$430K 0.01%
12,635
– –
GEL icon
243
Genesis Energy
GEL
$1.84B
$424K 0.01%
9,660
– –
MMLP icon
244
Martin Midstream Partners
MMLP
$95.9M
$417K 0.01%
13,463
– –
ENBL
245
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
$414K 0.01%
25,923
– –
MWE
246
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
$412K 0.01%
7,314
– –
APU
247
DELISTED
AmeriGas Partners, L.P.
APU
$409K 0.01%
8,953
– –
DPG
248
Duff & Phelps Utility and Infrastructure Fund
DPG
$539M
$404K 0.01%
+22,810
New +$444K
WEC icon
249
WEC Energy
WEC
$37.7B
$404K 0.01%
+8,975
New +$431K
BGT icon
250
BlackRock Floating Rate Income Trust
BGT
$322M
$402K 0.01%
30,973
-400
-1% -$5.34K
8 9
10
11 12

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GA
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CIS
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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 Q2 2015 Portfolio in Review

As of Q2 2015, AQR Arbitrage held 520 positions worth $7.88B, up 1.4% from $7.77B the previous quarter. Its ten largest holdings account for 24% of the portfolio.

AQR Arbitrage withdrew a net $2.35B in Q2 2015, closing 104 positions and reducing 100 holdings. Its most notable exit was LORILLARD INC COM STK, an estimated $172M position sold in full.

By sector, the portfolio is most concentrated in Technology at 4.3% of assets, up from 3.7% a quarter earlier, followed by Utilities and Healthcare.

Against the trend, AQR Arbitrage opened a new position in BROADCOM CORP CL-A worth $117M.

  • AQR Arbitrage's largest Q2 2015 buy was BROADCOM CORP CL-A: 2,268,599 shares worth $117M.
  • AQR Arbitrage added most to FREESCALE SEMICONDUCTOR LTD in Q2 2015, an estimated $116M increase.
  • AQR Arbitrage's biggest Q2 2015 reduction was TIME WARNER CABLE INC NEW COM STK, cutting an estimated $117M.
  • AQR Arbitrage fully exited LORILLARD INC COM STK in Q2 2015, selling an estimated $172M.
  • AQR Arbitrage's ten largest holdings make up 24% of its $7.88B portfolio in Q2 2015.
  • AQR Arbitrage opened 75 new positions and closed 104 in Q2 2015.
  • AQR Arbitrage's portfolio value rose 1.4% quarter-over-quarter to $7.88B.

Based on AQR Arbitrage's 13F filing for Q2 2015, filed 14 Aug 2015.