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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
MJI
401
DELISTED
BLACKROCK MUNIYLD NJ QUALITY FUND INC COM STK (USA)
MJI
– –
-24,941
Closed -$363K
SLXP
402
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
– –
-641,251
Closed -$111M
COBK
403
DELISTED
COLONIAL FINL SVCS INC COM STK (MD)
COBK
– –
-57,122
Closed -$817K
RIOM
404
DELISTED
RIO ALTO MNG LTD NEW COM SHS (CANADA)
RIOM
– –
-2,311,700
Closed -$5.7M
AVIV
405
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
– –
-1,227,597
Closed -$44.8M
JRN
406
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
– –
-1,329,349
Closed -$19.7M
RIT
407
DELISTED
LMP REAL ESTATE INCOME FUND INC. COM
RIT
– –
-10,199
Closed -$133K
CY
408
DELISTED
Cypress Semiconductor
CY
– –
-16,504
Closed -$233K
DCUC
409
DELISTED
Dominion Energy, Inc.
DCUC
– –
-166,450
Closed -$8.22M
QPACU
410
DELISTED
Quinpario Acquisition Corp. 2 Unit
QPACU
– –
-3,500,000
Closed -$35.3M
AIRM
411
DELISTED
Air Methods Corp
AIRM
– –
-14,200
Closed -$662K
13 14 15 16
17

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GA
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CIS
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EMPI
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HCM
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HPG
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DTC
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AWA
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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.