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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
JHS
326
John Hancock Income Securities Trust
JHS
$126M
$178K ﹤0.01%
+12,421
New +$177K
NZH
327
DELISTED
Nuveen Calif Div
NZH
$175K ﹤0.01%
+12,768
New +$175K
PDT
328
John Hancock Premium Dividend Fund
PDT
$634M
$162K ﹤0.01%
+11,661
New +$164K
FDI
329
DELISTED
FORT DEARBORN INCOME SECS
FDI
$162K ﹤0.01%
+11,290
New +$162K
RMP
330
DELISTED
Rice Midstream Partners LP
RMP
$147K ﹤0.01%
+10,400
New +$150K
PAI
331
Western Asset Investment Grade Income Fund
PAI
$113M
$146K ﹤0.01%
+10,554
New +$144K
HYB
332
DELISTED
New America High Income Fund, Inc.
HYB
$138K ﹤0.01%
+15,268
New +$139K
RIT
333
DELISTED
LMP REAL ESTATE INCOME FUND INC. COM
RIT
$133K ﹤0.01%
+10,199
New +$133K
GDEN
334
DELISTED
Golden Entertainment
GDEN
$106K ﹤0.01%
+12,400
New +$99.8K
ATLS
335
DELISTED
ATLAS ENERGY GRP,LLC COM UNITS REPSTG LTD (DE)
ATLS
$95K ﹤0.01%
+15,815
New +$338K
FCO
336
DELISTED
abrdn Global Income Fund
FCO
$94K ﹤0.01%
+10,099
New +$95.6K
FUND
337
Sprott Focus Trust
FUND
$293M
$93K ﹤0.01%
+13,023
New +$93.8K
ASG
338
Liberty All-Star Growth Fund
ASG
$323M
$91K ﹤0.01%
+17,527
New +$89.3K
UUUU icon
339
Energy Fuels
UUUU
$2.82B
$81K ﹤0.01%
+17,980
New +$87.1K
ASB.WS
340
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$59K ﹤0.01%
+23,450
New +$55.5K
VLYWW
341
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
$23K ﹤0.01%
+116,185
New +$25.4K
URZ
342
DELISTED
URANERZ ENERGY CORP
URZ
$18K ﹤0.01%
+16,400
New +$18.9K
10 11 12 13
14

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HCM
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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.