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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
ENVA icon
301
Enova International
ENVA
$5.91B
$325K ﹤0.01%
+16,509
New +$360K
NGLS
302
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$325K ﹤0.01%
+7,849
New +$345K
NKG
303
DELISTED
Nuveen Georgia Quality Municipal Income Fund
NKG
$291K ﹤0.01%
+22,567
New +$292K
UE icon
304
Urban Edge Properties
UE
$2.94B
$286K ﹤0.01%
+12,050
New +$288K
EROC
305
DELISTED
EAGLE ROCK ENERGY PARTNERS, L.P. COM UNITS RPTNG LTD PRTNR
EROC
$274K ﹤0.01%
+117,574
New +$284K
MPA icon
306
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$264K ﹤0.01%
+18,227
New +$269K
PANL icon
307
Pangaea Logistics
PANL
$501M
$256K ﹤0.01%
+96,200
New +$316K
KHI
308
DELISTED
Deutsche High Income Trust
KHI
$256K ﹤0.01%
+28,872
New +$257K
INDB icon
309
Independent Bank
INDB
$4.05B
$255K ﹤0.01%
+5,821
New +$240K
NPT
310
DELISTED
NUVEEN PREM INSD MUNI FD-4 INC
NPT
$251K ﹤0.01%
+18,771
New +$252K
VLT icon
311
Invesco High Income Trust II
VLT
$66.2M
$243K ﹤0.01%
+16,069
New +$242K
NSL
312
DELISTED
NUVEEN SENIOR INCM FD
NSL
$242K ﹤0.01%
+36,336
New +$239K
KEYS icon
313
Keysight
KEYS
$54.5B
$239K ﹤0.01%
+6,438
New +$232K
MFL
314
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$233K ﹤0.01%
+16,191
New +$235K
CY
315
DELISTED
Cypress Semiconductor
CY
$233K ﹤0.01%
+16,504
New +$244K
CYHHZ
316
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$228K ﹤0.01%
+10,360,044
New +$263K
NMT icon
317
Nuveen Massachusetts Quality Municipal Income Fund
NMT
$131M
$227K ﹤0.01%
+16,958
New +$228K
NVX
318
DELISTED
Nuveen Calif Div Muni
NVX
$221K ﹤0.01%
+15,292
New +$223K
CALD
319
DELISTED
Callidus Software, Inc.
CALD
$215K ﹤0.01%
+16,962
New +$247K
PZG icon
320
Paramount Gold Nevada
PZG
$94.4M
$214K ﹤0.01%
+212,022
New +$250K
EDI
321
DELISTED
Virtus Stone Harbor Emerging Markets Total Income Fund
EDI
$207K ﹤0.01%
+14,330
New +$212K
NKX icon
322
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
$206K ﹤0.01%
+13,760
New +$204K
NNP
323
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
$204K ﹤0.01%
+13,840
New +$203K
ECF
324
Ellsworth Growth & Income Fund
ECF
$171M
$186K ﹤0.01%
+21,272
New +$184K
ROIQW
325
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$181K ﹤0.01%
+1,050,000
New +$181K
10 11 12
13
14

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GA
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HCM
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DTC
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AWA
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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.