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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
BKYF
376
DELISTED
BK KY FINL CORP
BKYF
– –
-150,000
Closed -$7.36M
URZ
377
DELISTED
URANERZ ENERGY CORP
URZ
– –
-16,400
Closed -$18K
ACT.PRA
378
DELISTED
ACTAVIS PLC Pfd Conv Ser A (Irl)
ACT.PRA
– –
-88,000
Closed -$91M
LO
379
DELISTED
LORILLARD INC COM STK
LO
– –
-2,636,254
Closed -$172M
LTM
380
DELISTED
LIFE TIME FITNESS INC
LTM
– –
-191,888
Closed -$13.6M
CRRC
381
DELISTED
COURIER CORP
CRRC
– –
-357,938
Closed -$8.76M
NNP
382
DELISTED
NUVEEN NY PERF PLUS MUNI FD
NNP
– –
-13,840
Closed -$204K
VIAS
383
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
– –
-259,270
Closed -$4.54M
XLS
384
DELISTED
EXELIS INC COM STK
XLS
– –
-3,198,377
Closed -$77.9M
PCYC
385
DELISTED
PHARMACYCLICS INC
PCYC
– –
-270,313
Closed -$69.2M
KFX
386
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-511,772
Closed -$5.6M
ARUN
387
DELISTED
ARUBA NETWORKS, INC.
ARUN
– –
-1,740,104
Closed -$42.6M
TRW
388
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
– –
-1,575,868
Closed -$165M
TLM
389
DELISTED
TALISMAN ENERGY INC
TLM
– –
-10,578,353
Closed -$81.2M
HPTX
390
DELISTED
HYPERION THERAPEUTICS INC COM STK (DE)
HPTX
– –
-180,923
Closed -$8.3M
ASPX
391
DELISTED
AUSPEX PHARMACEUTICALS INC COM STK (DE)
ASPX
– –
-288,468
Closed -$28.9M
ELX
392
DELISTED
EMULEX CORP
ELX
– –
-534,532
Closed -$4.26M
ICEL
393
DELISTED
CELLULAR DYNAMICS INTL INC COM STK (WI)
ICEL
– –
-103,321
Closed -$1.7M
ENTR
394
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
– –
-1,204,929
Closed -$3.57M
RGP
395
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
– –
-25,613
Closed -$586K
MVNR
396
DELISTED
MAVENIR SYS INC COM STK (DE)
MVNR
– –
-1,671,043
Closed -$29.6M
HLSS
397
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
– –
-2,224,742
Closed -$36.8M
VTSS
398
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
– –
-690,000
Closed -$3.66M
RVBD
399
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
– –
-2,816,569
Closed -$58.9M
HBNK
400
DELISTED
HAMPDEN BANCORP INC COM STK (DELAWARE)
HBNK
– –
-158,112
Closed -$3.5M
13 14 15
16
17

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HCM
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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.