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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
WPG
126
DELISTED
Washington Prime Group Inc.
WPG
$2.64M 0.03%
21,659
-32,455
-60% -$4.28M
KEY.PRG
127
DELISTED
KeyCorp Pfd
KEY.PRG
$2.63M 0.03%
20,000
– –
HIO
128
Western Asset High Income Opportunity Fund
HIO
$335M
$2.53M 0.03%
491,528
+126,615
+35% +$674K
ADNC
129
DELISTED
AUDIENCE INC COM STK (DE)
ADNC
$2.48M 0.03%
+507,466
New +$2.52M
BBNK
130
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
$2.45M 0.03%
82,228
-7,139
-8% -$200K
NPI
131
DELISTED
NUVEEN PREMIUN INC MUN FUND
NPI
$2.27M 0.03%
172,604
+7,879
+5% +$106K
IGR
132
CBRE Global Real Estate Income Fund
IGR
$712M
$2.25M 0.03%
282,198
+43,503
+18% +$372K
CADT
133
DELISTED
DT ASIA INVESTMENTS LIMITED ORDINARY SHARES
CADT
$2.23M 0.03%
225,112
– –
ARKR icon
134
Ark Restaurants
ARKR
$2.19M 0.03%
87,545
-10,000
-10% -$249K
MITL
135
DELISTED
Mitel Networks Corporation
MITL
$2.07M 0.03%
+234,787
New +$2.19M
ONFC
136
DELISTED
ONEIDA FINL CORP COM STK NEW (MD)
ONFC
$2.07M 0.03%
101,147
+16,047
+19% +$319K
RNP icon
137
Cohen & Steers REIT and Preferred and Income Fund
RNP
$991M
$1.95M 0.02%
111,530
+6,600
+6% +$123K
CYNI
138
DELISTED
CYAN INC COM
CYNI
$1.88M 0.02%
+358,500
New +$1.73M
NQI
139
DELISTED
NUVEEN QUALITY MUNICIPAL FUND INC
NQI
$1.85M 0.02%
146,586
-120
-0.1% -$1.56K
FTF
140
Franklin Limited Duration Income Trust
FTF
$233M
$1.82M 0.02%
155,921
+6,770
+5% +$82.2K
ERC
141
Allspring Multi-Sector Income Fund
ERC
$255M
$1.78M 0.02%
140,670
+1,042
+0.7% +$13.8K
SABA
142
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.76M 0.02%
125,486
-1,750
-1% -$25.3K
ARDC
143
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.76M 0.02%
114,955
+5,972
+5% +$96.4K
FAM
144
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$1.74M 0.02%
159,118
+33,641
+27% +$385K
NXJ
145
DELISTED
Nuveen New Jersey Quality Municipal Income Fund
NXJ
$1.73M 0.02%
134,501
-12,625
-9% -$168K
MHY
146
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.7M 0.02%
343,032
+48,606
+17% +$249K
AGC
147
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$1.69M 0.02%
263,376
-11,139
-4% -$75.7K
CET
148
Central Securities Corp
CET
$1.54B
$1.63M 0.02%
76,875
-2,995
-4% -$65.3K
VTA
149
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.56M 0.02%
134,378
-1,900
-1% -$23K
NXZ
150
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.52M 0.02%
113,508
+6,490
+6% +$89.6K
4 5
6
7 8

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.