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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
XLS
26
DELISTED
EXELIS INC COM STK
XLS
$77.9M 1%
+3,198,377
New +$68.3M
PCYC
27
DELISTED
PHARMACYCLICS INC
PCYC
$69.2M 0.89%
+270,313
New +$52.2M
OWW
28
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$65.8M 0.85%
+5,647,201
New +$59.7M
CNL
29
DELISTED
CLECO CRP (HOLDING CO)
CNL
$63.4M 0.82%
+1,162,325
New +$63.3M
SUSQ
30
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$61.7M 0.79%
+4,500,149
New +$59.9M
RVBD
31
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$58.9M 0.76%
+2,816,569
New +$58.5M
CYN
32
DELISTED
CITY NATIONAL CORPORATION
CYN
$50.5M 0.65%
+566,549
New +$49M
CCI.PRA
33
DELISTED
Crown Castle International Corp.
CCI.PRA
$46.9M 0.6%
+447,125
New +$47.5M
AVIV
34
DELISTED
AVIV REIT INC COM STK (MD)
AVIV
$44.8M 0.58%
+1,227,597
New +$45.5M
ARUN
35
DELISTED
ARUBA NETWORKS, INC.
ARUN
$42.6M 0.55%
+1,740,104
New +$35M
HLSS
36
DELISTED
HOME LN SERVICING SOLUTIONS LTD(CAYMAN ISLANDS)
HLSS
$36.8M 0.47%
+2,224,742
New +$36.7M
ADVS
37
DELISTED
Advent Software Inc
ADVS
$35.8M 0.46%
+812,593
New +$33.4M
QPACU
38
DELISTED
Quinpario Acquisition Corp. 2 Unit
QPACU
$35.3M 0.45%
+3,500,000
New +$35.1M
MWV
39
DELISTED
MEADWESTVACO CORP
MWV
$34.7M 0.45%
+695,722
New +$34.6M
NXEO
40
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$34.5M 0.44%
+3,450,000
New +$34.6M
ODP
41
DELISTED
ODP
ODP
$31.9M 0.41%
+346,442
New +$30.9M
MVNR
42
DELISTED
MAVENIR SYS INC COM STK (DE)
MVNR
$29.6M 0.38%
+1,671,043
New +$25.1M
ASPX
43
DELISTED
AUSPEX PHARMACEUTICALS INC COM STK (DE)
ASPX
$28.9M 0.37%
+288,468
New +$19.2M
CTRX
44
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$28.4M 0.37%
+476,934
New +$24.3M
FSL
45
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$24.7M 0.32%
+606,660
New +$20.9M
MAC icon
46
Macerich
MAC
$7.32B
$23.5M 0.3%
+278,798
New +$24.4M
GGAC
47
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$22.8M 0.29%
+2,370,000
New +$22.7M
SQBK
48
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
$21.1M 0.27%
+787,986
New +$19.7M
JRN
49
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
$19.7M 0.25%
+1,329,349
New +$15.5M
INSE icon
50
Inspired Entertainment
INSE
$177M
$18.9M 0.24%
+2,000,000
New +$19M
1
2
3 4 5

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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.