We are live on ! Find out more
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
AGI icon
101
Alamos Gold
AGI
$12.4B
$4.58M 0.06%
+808,000
New +$5.22M
BHK icon
102
BlackRock Core Bond Trust
BHK
$642M
$4.57M 0.06%
360,678
-61,030
-14% -$816K
RQI icon
103
Cohen & Steers Quality Income Realty Fund
RQI
$1.71B
$4.56M 0.06%
426,616
-16,931
-4% -$198K
HYT icon
104
BlackRock Corporate High Yield Fund
HYT
$1.36B
$4.48M 0.06%
415,327
+10,243
+3% +$115K
BTT icon
105
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$4.42M 0.06%
217,949
-22,221
-9% -$454K
LMB icon
106
Limbach Holdings
LMB
$867M
$4.39M 0.06%
450,540
– –
DNOW icon
107
DNOW Inc
DNOW
$2.63B
$4.39M 0.06%
220,504
-71,189
-24% -$1.63M
CTXS
108
DELISTED
Citrix Systems Inc
CTXS
$4.37M 0.06%
78,145
+6,795
+10% +$361K
LNBB
109
DELISTED
L N B BANCORP INC
LNBB
$4.36M 0.06%
235,424
-3,344
-1% -$60.6K
BTZ icon
110
BlackRock Credit Allocation Income Trust
BTZ
$927M
$4.35M 0.06%
343,513
-133,460
-28% -$1.76M
BZT
111
DELISTED
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
$4.31M 0.05%
150,000
– –
BCX icon
112
BlackRock Resources & Commodities Strategy Trust
BCX
$899M
$4.31M 0.05%
472,146
-86,645
-16% -$840K
RALY
113
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$4.29M 0.05%
+220,392
New +$3.64M
EVV
114
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$4.18M 0.05%
310,498
+1,690
+0.5% +$24K
JQC icon
115
Nuveen Credit Strategies Income Fund
JQC
$702M
$4.14M 0.05%
480,492
-200
-0% -$1.79K
ABBV icon
116
AbbVie
ABBV
$458B
$4.05M 0.05%
+60,219
New +$3.93M
UIL
117
DELISTED
UIL HOLDINGS
UIL
$3.58M 0.05%
78,119
-16,739
-18% -$831K
CNLM
118
DELISTED
CB PHARMA ACQUISISTION CORP SHS (CYM)
CNLM
$3.46M 0.04%
350,000
– –
AGFS
119
DELISTED
AgroFresh Solutions Inc
AGFS
$3.42M 0.04%
273,605
-531,300
-66% -$5.93M
BGB
120
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$3.41M 0.04%
218,317
+19,961
+10% +$324K
USA icon
121
Liberty All-Star Equity Fund
USA
$1.75B
$3.36M 0.04%
584,803
+31,314
+6% +$184K
AWP
122
abrdn Global Premier Properties Fund
AWP
$377M
$3.23M 0.04%
166,414
+31,675
+24% +$652K
FSD
123
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$3.07M 0.04%
196,571
-700
-0.4% -$11.4K
AXS icon
124
AXIS Capital
AXS
$8.59B
$3.05M 0.04%
+57,100
New +$3.07M
LTRPA
125
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.73M 0.03%
84,623
– –
3 4
5
6 7

Similar funds

JWBC
John W. Bristol & Co New York $6.08B AUM 16.51% 1-Year Est. Return
GA
Greenhaven Associates Purchase, New York $6.07B AUM 11.2% 1-Year Est. Return
CIS
Capital International Sarl Los Angeles, California $6.11B AUM 32.29% 1-Year Est. Return
EMPI
Elo Mutual Pension Insurance Espoo, Finland $6.06B AUM 24.33% 1-Year Est. Return
HCM
Howard Capital Management Roswell, Georgia $6.11B AUM 33.56% 1-Year Est. Return
HPG
Harvest Portfolios Group Oakville, Ontario, Canada $6.06B AUM 16.63% 1-Year Est. Return
DTC
Deep Track Capital Greenwich, Connecticut $6.12B AUM 144% 1-Year Est. Return
AWA
Arkadios Wealth Advisors Atlanta, Georgia $6.13B AUM 23.41% 1-Year Est. Return

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.