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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
MPA icon
301
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$142M
$143K ﹤0.01%
10,647
-7,580
-42% -$106K
OPK icon
302
Opko Health
OPK
$921M
$142K ﹤0.01%
+10,774
New +$168K
CYHHZ
303
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$140K ﹤0.01%
10,026,149
-333,895
-3% -$6.28K
ASG
304
Liberty All-Star Growth Fund
ASG
$323M
$115K ﹤0.01%
22,350
+4,823
+28% +$25.1K
KHI
305
DELISTED
Deutsche High Income Trust
KHI
$111K ﹤0.01%
13,007
-15,865
-55% -$141K
GM.WS.C
306
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$103K ﹤0.01%
356,485
– –
BHACW
307
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$87K ﹤0.01%
+545,520
New +$92.1K
ASB.WS
308
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$82K ﹤0.01%
23,450
– –
UUUU icon
309
Energy Fuels
UUUU
$2.82B
$81K ﹤0.01%
17,980
– –
ATLS
310
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
$79K ﹤0.01%
15,815
– –
VLYWW
311
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$28K ﹤0.01%
116,185
– –
AVDL
312
DELISTED
Avadel Pharmaceuticals
AVDL
– –
-83,300
Closed -$1.5M
CFG icon
313
Citizens Financial Group
CFG
$30.4B
– –
-130,843
Closed -$3.16M
CVEO icon
314
Civeo
CVEO
$379M
– –
-54,297
Closed -$1.66M
ECF
315
Ellsworth Growth & Income Fund
ECF
$171M
– –
-21,272
Closed -$186K
ENVA icon
316
Enova International
ENVA
$5.9B
– –
-16,509
Closed -$325K
FCO
317
DELISTED
abrdn Global Income Fund
FCO
– –
-10,099
Closed -$94K
GDEN
318
DELISTED
Golden Entertainment
GDEN
– –
-12,400
Closed -$106K
GLOB icon
319
Globant
GLOB
$1.35B
– –
-56,438
Closed -$1.19M
GOOG icon
320
Alphabet (Google) Class C
GOOG
$3.9T
– –
-257,244
Closed -$6.97M
HUBS icon
321
HubSpot
HUBS
$10.5B
– –
-61,300
Closed -$2.45M
BRSL
322
Brightstar Lottery PLC
BRSL
$1.91B
– –
-187,916
Closed -$3.27M
INDB icon
323
Independent Bank
INDB
$4.05B
– –
-5,821
Closed -$255K
IP icon
324
International Paper
IP
$22.3B
– –
-42,429
Closed -$2.23M
KEYS icon
325
Keysight
KEYS
$54.5B
– –
-6,438
Closed -$239K
11 12
13
14 15

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GA
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CIS
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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 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.