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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
TRAK
26
DELISTED
DEALERTRACK TECHNOLOGIES, INC. COM STK
TRAK
$75.8M 0.96%
+1,206,586
New +$53.8M
CNL
27
DELISTED
CLECO CRP (HOLDING CO)
CNL
$74.5M 0.95%
1,383,801
+221,476
+19% +$12M
BAX icon
28
Baxter International
BAX
$11.6B
$74.5M 0.95%
+1,960,665
New +$73.3M
INFA
29
DELISTED
INFORMATICA CORP
INFA
$72.9M 0.92%
+1,503,607
New +$72.3M
OWW
30
DELISTED
ORBITZ WORLDWIDE, INC
OWW
$69.1M 0.88%
6,052,138
+404,937
+7% +$4.68M
ANN
31
DELISTED
ANN INC
ANN
$64.7M 0.82%
+1,339,412
New +$57.9M
CCI.PRA
32
DELISTED
Crown Castle International Corp.
CCI.PRA
$64.5M 0.82%
624,850
+177,725
+40% +$18.6M
ODP
33
DELISTED
ODP
ODP
$60.4M 0.77%
698,006
+351,564
+101% +$32.3M
ALTR
34
DELISTED
Altera Corp
ALTR
$59.9M 0.76%
+1,170,005
New +$54.5M
PLL
35
DELISTED
PALL CORP
PLL
$56.3M 0.71%
+452,333
New +$51.1M
ROSE
36
DELISTED
ROSETTA RESOURCES INC
ROSE
$55.9M 0.71%
+2,417,704
New +$55.2M
AEC
37
DELISTED
ASSOCIATED ESTATES REALTY CORP
AEC
$55.6M 0.71%
+1,943,456
New +$53.7M
IGTE
38
DELISTED
IGATE CORPORATION
IGTE
$53.6M 0.68%
+1,123,498
New +$52M
OCR
39
DELISTED
OMNICARE INC
OCR
$50.1M 0.64%
+531,720
New +$47.4M
HCC
40
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$38.3M 0.49%
+499,058
New +$31.1M
ANTX
41
DELISTED
Anthem, Inc.
ANTX
$37.1M 0.47%
+700,000
New +$37.2M
EXL
42
DELISTED
EXCEL TRUST , INC COM STK
EXL
$36.8M 0.47%
+2,330,893
New +$36.6M
NXEO
43
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$35.7M 0.45%
3,430,800
-19,200
-0.6% -$201K
MWV
44
DELISTED
MEADWESTVACO CORP
MWV
$32.5M 0.41%
687,905
-7,817
-1% -$384K
XELA
45
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$30.9M 0.39%
+261
New +$30.8M
ISSI
46
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$27.3M 0.35%
1,234,956
+798,808
+183% +$15.8M
MCRL
47
DELISTED
MICREL INC
MCRL
$24.1M 0.31%
+1,737,367
New +$24.5M
HME
48
DELISTED
HOME PROPERTIES, INC
HME
$23.4M 0.3%
+320,527
New +$23.3M
GGAC
49
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$23.3M 0.3%
2,370,000
– –
SQBK
50
DELISTED
SQUARE 1 FINANCIAL INC COM
SQBK
$21.8M 0.28%
798,350
+10,364
+1% +$277K
1
2
3 4 5

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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.