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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
KTOS icon
326
Kratos Defense & Security Solutions
KTOS
$8.88B
– –
-80,923
Closed -$448K
LDP icon
327
Cohen & Steers Duration Preferred & Income Fund
LDP
$599M
– –
-17,519
Closed -$422K
MAC icon
328
Macerich
MAC
$7.32B
– –
-278,798
Closed -$23.5M
MUC icon
329
BlackRock MuniHoldings California Quality Fund
MUC
$1B
– –
-52,293
Closed -$770K
NAD icon
330
Nuveen Quality Municipal Income Fund
NAD
$2.71B
– –
-40,336
Closed -$578K
NAVI icon
331
Navient
NAVI
$774M
– –
-445,403
Closed -$9.05M
NEA icon
332
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
– –
-45,692
Closed -$633K
NKX icon
333
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$651M
– –
-13,760
Closed -$206K
NOV icon
334
NOV
NOV
$7.45B
– –
-73,089
Closed -$3.65M
NPV icon
335
Nuveen Virginia Quality Municipal Income Fund
NPV
$214M
– –
-26,777
Closed -$364K
NWG icon
336
NatWest
NWG
$71.5B
– –
-33,314
Closed -$362K
OGS icon
337
ONE Gas
OGS
$5.05B
– –
-27,769
Closed -$1.2M
OIS icon
338
Oil States International
OIS
$522M
– –
-141,136
Closed -$5.61M
OUT icon
339
Outfront Media
OUT
$5.64B
– –
-243,501
Closed -$7.17M
PAI
340
Western Asset Investment Grade Income Fund
PAI
$113M
– –
-10,554
Closed -$146K
PDT
341
John Hancock Premium Dividend Fund
PDT
$634M
– –
-11,661
Closed -$162K
PZG icon
342
Paramount Gold Nevada
PZG
$94.4M
– –
-212,022
Closed -$214K
QTWO icon
343
Q2 Holdings
QTWO
$3.42B
– –
-72,494
Closed -$1.53M
RFI
344
Cohen & Steers Total Return Realty Fund
RFI
$313M
– –
-26,005
Closed -$356K
RYN icon
345
Rayonier
RYN
$6.49B
– –
-289,629
Closed -$7.08M
SLM icon
346
SLM Corp
SLM
$4.58B
– –
-965,318
Closed -$8.96M
SPG icon
347
Simon Property Group
SPG
$74.5B
– –
-10,521
Closed -$2.06M
TEVA icon
348
Teva Pharmaceuticals
TEVA
$35.9B
– –
-75,439
Closed -$4.7M
TNDM icon
349
Tandem Diabetes Care
TNDM
$1.17B
– –
-6,272
Closed -$792K
TVTX icon
350
Travere Therapeutics
TVTX
$5.33B
– –
-149,500
Closed -$3.58M
12 13
14
15 16

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GA
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CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
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HCM
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HPG
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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.