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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
ADP icon
76
Automatic Data Processing
ADP
$100B
$8.9M 0.11%
110,901
– –
CCN
77
DELISTED
CardConnect Corp.
CCN
$8.63M 0.11%
+890,000
New +$8.85M
HBOS
78
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
$8.23M 0.1%
272,676
+51,710
+23% +$1.45M
CI icon
79
Cigna
CI
$76.6B
$7.95M 0.1%
+49,100
New +$6.78M
ARWA
80
DELISTED
Arowana Inc.
ARWA
$7.82M 0.1%
+800,000
New +$7.83M
NRF
81
DELISTED
NorthStar Realty Finance Corp.
NRF
$7.71M 0.1%
242,321
+17,496
+8% +$629K
TKR icon
82
Timken Company
TKR
$9.82B
$7.53M 0.1%
206,017
– –
LIND icon
83
Lindblad Expeditions
LIND
$1.76B
$7.43M 0.09%
704,258
-727,642
-51% -$7.96M
WY.PRA
84
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$7.22M 0.09%
138,222
-182,625
-57% -$9.85M
BRLI
85
DELISTED
BIO-REFERENCE LABS INC-NEW-
BRLI
$7.2M 0.09%
+174,531
New +$6.26M
TIME
86
DELISTED
Time Inc.
TIME
$7.1M 0.09%
308,630
-97,086
-24% -$2.22M
LMNS
87
DELISTED
LUMENIS LTD CL B ORD SHS (ISR)
LMNS
$6.91M 0.09%
+503,702
New +$6M
TRNX
88
DELISTED
TORNIER N V SHARES (NLD)
TRNX
$6.56M 0.08%
262,374
-152,269
-37% -$3.96M
QLTY
89
DELISTED
QUALITY DISTR INC FLA
QLTY
$6.15M 0.08%
+397,516
New +$5.37M
HLF icon
90
Herbalife
HLF
$1.23B
$5.84M 0.07%
212,082
-11,402
-5% -$276K
UNIT
91
Uniti Group
UNIT
$2.63B
$5.82M 0.07%
+235,387
New +$6.35M
MTUS icon
92
Metallus
MTUS
$873M
$5.43M 0.07%
201,323
+18,200
+10% +$537K
SYF icon
93
Synchrony
SYF
$23.7B
$5.35M 0.07%
162,361
+200
+0.1% +$6.39K
BHAC
94
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$5.29M 0.07%
+545,520
New +$5.3M
TLN
95
DELISTED
Talen Energy Corporation
TLN
$5.15M 0.07%
+300,066
New +$5.66M
AAPC
96
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.08M 0.06%
+500,000
New +$5.11M
KMB icon
97
Kimberly-Clark
KMB
$36.4B
$5.05M 0.06%
47,635
– –
FTRPR
98
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$4.98M 0.06%
+50,000
New +$5.02M
PRE
99
DELISTED
PARTNERRE LTD
PRE
$4.94M 0.06%
+38,467
New +$4.96M
CKSW
100
DELISTED
CLICKSOFTWARE TECH LTD
CKSW
$4.64M 0.06%
+369,162
New +$4.25M
2 3
4
5 6

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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.