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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
FUND
276
Sprott Focus Trust
FUND
$293M
$305K ﹤0.01%
43,056
+30,033
+231% +$222K
NGLS
277
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$303K ﹤0.01%
7,849
– –
TY icon
278
TRI-Continental Corp
TY
$1.86B
$302K ﹤0.01%
+14,253
New +$311K
INF
279
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$301K ﹤0.01%
+18,178
New +$341K
EROC
280
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$295K ﹤0.01%
117,574
– –
PANL icon
281
Pangaea Logistics
PANL
$501M
$273K ﹤0.01%
84,400
-11,800
-12% -$35.2K
ROIQW
282
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$263K ﹤0.01%
1,050,000
– –
VRS
283
DELISTED
VERSO CORP COM STK (DE)
VRS
$259K ﹤0.01%
392,462
-20,456
-5% -$23.9K
SCD
284
LMP Capital and Income Fund
SCD
$353M
$254K ﹤0.01%
+16,826
New +$276K
MUS
285
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$236K ﹤0.01%
18,220
-22,400
-55% -$295K
BIT icon
286
BlackRock Multi-Sector Income Trust
BIT
$696M
$224K ﹤0.01%
+13,485
New +$233K
ETJ
287
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$224K ﹤0.01%
20,704
-63,239
-75% -$688K
NSL
288
DELISTED
NUVEEN SENIOR INCM FD
NSL
$222K ﹤0.01%
34,712
-1,624
-4% -$10.8K
JPS
289
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$221K ﹤0.01%
26,128
-107,713
-80% -$963K
NUO
290
DELISTED
Nuveen Ohio Quality Municipal Income Fund
NUO
$215K ﹤0.01%
+14,987
New +$221K
JHP
291
DELISTED
NUVEEN QUALITY PREFERRED INCOME FUND 3
JHP
$199K ﹤0.01%
24,468
-24,001
-50% -$204K
MFT
292
DELISTED
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
MFT
$199K ﹤0.01%
15,110
-9,562
-39% -$130K
JHS
293
John Hancock Income Securities Trust
JHS
$126M
$198K ﹤0.01%
14,248
+1,827
+15% +$25.9K
HYB
294
DELISTED
New America High Income Fund, Inc.
HYB
$197K ﹤0.01%
22,495
+7,227
+47% +$65.6K
RMP
295
DELISTED
Rice Midstream Partners LP
RMP
$181K ﹤0.01%
10,400
– –
EXD
296
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
$178K ﹤0.01%
+13,810
New +$178K
BYM
297
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$176K ﹤0.01%
12,946
-13,084
-50% -$183K
AIF
298
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$172K ﹤0.01%
+10,919
New +$179K
NMT icon
299
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
$169K ﹤0.01%
12,753
-4,205
-25% -$55.8K
NVG icon
300
Nuveen AMT-Free Municipal Credit Income Fund
NVG
$2.65B
$152K ﹤0.01%
11,229
-18,528
-62% -$261K
10 11
12
13 14

Similar funds

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 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.