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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
HVB
51
DELISTED
HUDSON VY HLDG CORP
HVB
$21.6M 0.27%
766,355
+216,912
+39% +$5.64M
INSE icon
52
Inspired Entertainment
INSE
$177M
$19.3M 0.24%
2,000,000
– –
GTI
53
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$19.2M 0.24%
+3,868,853
New +$18.3M
ALU
54
DELISTED
Alcatel-Lucent
ALU
$19.1M 0.24%
+5,265,999
New +$20.2M
RTI
55
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$18.6M 0.24%
590,721
+188,605
+47% +$6.84M
MRH
56
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$17.4M 0.22%
440,119
+408,619
+1,297% +$16M
CDK
57
DELISTED
CDK Global, Inc.
CDK
$17M 0.22%
314,992
+200
+0.1% +$10.3K
NEXT icon
58
NextDecade
NEXT
$1.85B
$16M 0.2%
+1,631,880
New +$16.1M
PRGO icon
59
Perrigo
PRGO
$1.4B
$16M 0.2%
+86,500
New +$16.5M
CAMB
60
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$15.8M 0.2%
1,584,000
– –
TRTL
61
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
$15.2M 0.19%
1,530,000
-170,000
-10% -$1.7M
AMT.PRA
62
DELISTED
American Tower Corporation
AMT.PRA
$14.3M 0.18%
141,426
– –
HUM icon
63
Humana
HUM
$46.7B
$14M 0.18%
+73,442
New +$13.6M
RHT
64
DELISTED
Red Hat Inc
RHT
$13M 0.17%
171,661
-1,219
-0.7% -$93.7K
AMSGP
65
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$12.7M 0.16%
92,875
– –
ELECU
66
DELISTED
Electrum Special Acquisition Corporation
ELECU
$11M 0.14%
+1,100,000
New +$11.1M
OCR.PRB
67
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
$9.8M 0.12%
84,900
– –
KYTH
68
DELISTED
KYTHERA BIOPHARMACEUTICALS, INC COM
KYTH
$9.74M 0.12%
+129,400
New +$6.93M
ROIQ
69
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$9.69M 0.12%
945,000
-105,000
-10% -$1.07M
MIG
70
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
$9.6M 0.12%
1,116,465
+36,075
+3% +$308K
VTRS icon
71
Viatris
VTRS
$20.1B
$9.5M 0.12%
+140,035
New +$9.9M
LVNTA
72
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$9.44M 0.12%
240,286
+700
+0.3% +$29.4K
AUMA
73
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$9.16M 0.12%
1,010,000
– –
GDEF
74
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$9.14M 0.12%
870,500
-25,000
-3% -$263K
DBRG icon
75
DigitalBridge
DBRG
$2.94B
$9.09M 0.12%
122,911
– –
1 2
3
4 5

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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.