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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
UIL
101
DELISTED
UIL HOLDINGS
UIL
$4.88M 0.06%
+94,858
New +$4.43M
MTUS icon
102
Metallus
MTUS
$873M
$4.85M 0.06%
+183,123
New +$5.38M
HLF icon
103
Herbalife
HLF
$1.23B
$4.78M 0.06%
+223,484
New +$3.82M
TEVA icon
104
Teva Pharmaceuticals
TEVA
$35.9B
$4.7M 0.06%
+75,439
New +$4.39M
VIAS
105
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
$4.54M 0.06%
+259,270
New +$4.4M
HYT icon
106
BlackRock Corporate High Yield Fund
HYT
$1.36B
$4.52M 0.06%
+405,084
New +$4.58M
EVV
107
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$4.44M 0.06%
+308,808
New +$4.38M
JQC icon
108
Nuveen Credit Strategies Income Fund
JQC
$702M
$4.35M 0.06%
+480,692
New +$4.29M
LMB icon
109
Limbach Holdings
LMB
$867M
$4.33M 0.06%
+450,540
New +$4.3M
RYAM icon
110
Rayonier Advanced Materials
RYAM
$565M
$4.3M 0.06%
+288,494
New +$5.26M
LNBB
111
DELISTED
L N B BANCORP INC
LNBB
$4.26M 0.05%
+238,768
New +$4.22M
ELX
112
DELISTED
EMULEX CORP
ELX
$4.26M 0.05%
+534,532
New +$3.75M
BZT
113
DELISTED
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
$4.07M 0.05%
+150,000
New +$3.96M
VTSS
114
DELISTED
VITESSE SEMICONDUCTOR CORPORATION COMMON STOCK
VTSS
$3.66M 0.05%
+690,000
New +$2.91M
NOV icon
115
NOV
NOV
$7.45B
$3.65M 0.05%
+73,089
New +$3.96M
CTXS
116
DELISTED
Citrix Systems Inc
CTXS
$3.63M 0.05%
+71,350
New +$3.51M
TVTX icon
117
Travere Therapeutics
TVTX
$5.33B
$3.58M 0.05%
+149,500
New +$2.28M
ENTR
118
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
$3.57M 0.05%
+1,204,929
New +$3.38M
HBNK
119
DELISTED
HAMPDEN BANCORP INC COM STK (DELAWARE)
HBNK
$3.5M 0.05%
+158,112
New +$3.3M
CNLM
120
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.42M 0.04%
+350,000
New +$3.42M
BRSL
121
Brightstar Lottery PLC
BRSL
$1.91B
$3.27M 0.04%
+187,916
New +$3.27M
USA icon
122
Liberty All-Star Equity Fund
USA
$1.75B
$3.23M 0.04%
+553,489
New +$3.22M
FSD
123
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$3.23M 0.04%
+197,271
New +$3.2M
BGB
124
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$3.21M 0.04%
+198,356
New +$3.2M
LQ
125
DELISTED
La Quinta Holdings Inc.
LQ
$3.2M 0.04%
+135,000
New +$2.99M
3 4
5
6 7

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AWA
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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.