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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
CFG icon
126
Citizens Financial Group
CFG
$30.4B
$3.16M 0.04%
+130,843
New +$3.21M
ZSPH
127
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
$3.16M 0.04%
+75,000
New +$3.43M
CHSP
128
DELISTED
Chesapeake Lodging Trust
CHSP
$3.04M 0.04%
+90,000
New +$3.23M
AWP
129
abrdn Global Premier Properties Fund
AWP
$377M
$2.77M 0.04%
+134,739
New +$2.75M
LTRPA
130
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$2.69M 0.03%
+84,623
New +$2.45M
ZEN
131
DELISTED
ZENDESK INC
ZEN
$2.68M 0.03%
+118,000
New +$2.82M
KEY.PRG
132
DELISTED
KeyCorp Pfd
KEY.PRG
$2.59M 0.03%
+20,000
New +$2.63M
BFAM icon
133
Bright Horizons
BFAM
$3.99B
$2.56M 0.03%
+50,000
New +$2.49M
HUBS icon
134
HubSpot
HUBS
$10.5B
$2.45M 0.03%
+61,300
New +$2.29M
ARKR icon
135
Ark Restaurants
ARKR
$2.43M 0.03%
+97,545
New +$2.37M
BBNK
136
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
$2.33M 0.03%
+89,367
New +$2.05M
NPI
137
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$2.31M 0.03%
+164,725
New +$2.31M
IP icon
138
International Paper
IP
$22.3B
$2.23M 0.03%
+42,429
New +$2.2M
CADT
139
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.21M 0.03%
+225,112
New +$2.2M
IGR
140
CBRE Global Real Estate Income Fund
IGR
$712M
$2.14M 0.03%
+238,695
New +$2.17M
SPG icon
141
Simon Property Group
SPG
$74.5B
$2.06M 0.03%
+10,521
New +$2.04M
RNP icon
142
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$2.04M 0.03%
+104,930
New +$2.04M
NXJ
143
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$2.02M 0.03%
+147,126
New +$2.02M
NPM
144
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$1.97M 0.03%
+139,140
New +$1.98M
NQI
145
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.96M 0.03%
+146,706
New +$1.97M
SCMP
146
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$1.96M 0.03%
+126,000
New +$1.95M
HIO
147
Western Asset High Income Opportunity Fund
HIO
$335M
$1.94M 0.03%
+364,913
New +$1.96M
BOE icon
148
BlackRock Enhanced Global Dividend Trust
BOE
$662M
$1.89M 0.02%
+136,219
New +$1.84M
ERC
149
Allspring Multi-Sector Income Fund
ERC
$255M
$1.86M 0.02%
+139,628
New +$1.9M
AGC
150
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.84M 0.02%
+274,515
New +$1.79M
4 5
6
7 8

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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.