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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
SWZ
251
Swiss Helvetia Fund
SWZ
$76.3M
$402K 0.01%
34,393
+4,346
+14% +$52.9K
BPL
252
DELISTED
Buckeye Partners, L.P.
BPL
$400K 0.01%
5,416
– –
SEP
253
DELISTED
Spectra Engy Parters Lp
SEP
$392K 0.01%
8,497
– –
MGU
254
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$386K ﹤0.01%
+16,530
New +$418K
VBF icon
255
Invesco Bond Fund
VBF
$168M
$381K ﹤0.01%
21,942
-14,316
-39% -$262K
EEP
256
DELISTED
Enbridge Energy Partners
EEP
$379K ﹤0.01%
11,378
– –
CMLP
257
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$371K ﹤0.01%
33,135
– –
NAN icon
258
Nuveen New York Quality Municipal Income Fund
NAN
$371M
$370K ﹤0.01%
27,305
-17,241
-39% -$237K
TCP
259
DELISTED
TC Pipelines LP
TCP
$363K ﹤0.01%
6,375
– –
ZTR
260
Virtus Total Return Fund
ZTR
$340M
$362K ﹤0.01%
+27,986
New +$377K
CAA
261
DELISTED
CalAtlantic Group, Inc.
CAA
$355K ﹤0.01%
+7,970
New +$339K
VTN icon
262
Invesco Trust for Investment Grade New York Municipals
VTN
$163M
$352K ﹤0.01%
26,399
-600
-2% -$8.17K
PAA icon
263
Plains All American Pipeline
PAA
$17.4B
$351K ﹤0.01%
8,056
– –
BTA
264
DELISTED
BlackRock Long-Term Municipal Advantage Trust
BTA
$349K ﹤0.01%
32,275
-581
-2% -$6.47K
BWP
265
DELISTED
Boardwalk Pipeline Partners
BWP
$347K ﹤0.01%
23,883
– –
TGP
266
DELISTED
Teekay LNG Partners L.P.
TGP
$344K ﹤0.01%
10,685
– –
DCP
267
DELISTED
DCP Midstream, LP
DCP
$338K ﹤0.01%
11,024
– –
FCT
268
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$331K ﹤0.01%
25,146
-13,895
-36% -$191K
PCI
269
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$330K ﹤0.01%
+16,337
New +$338K
AZUR
270
DELISTED
AZURE MIDSTREAM PARTNERS LP COM UNT LTD PARTNER INT
AZUR
$328K ﹤0.01%
27,655
– –
BAF
271
DELISTED
BLACKROCK MUNICIPAL INCOME INVESTMENT QUALITY TRUST
BAF
$324K ﹤0.01%
23,010
-14,739
-39% -$212K
DEX
272
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$316K ﹤0.01%
+29,239
New +$336K
BRW
273
Saba Capital Income & Opportunities Fund
BRW
$336M
$313K ﹤0.01%
29,819
-7,230
-20% -$79.9K
AWF
274
AllianceBernstein Global High Income Fund
AWF
$867M
$309K ﹤0.01%
+25,745
New +$318K
ENX
275
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
$306K ﹤0.01%
24,837
-24,715
-50% -$313K
9 10
11
12 13

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JWBC
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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 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.