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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
JASNW
151
DELISTED
Jason Industries, Inc.
JASNW
$1.84M 0.02%
+2,331,300
New +$2.33M
SABA
152
Saba Capital Income & Opportunities Fund II
SABA
$220M
$1.83M 0.02%
+127,236
New +$1.84M
FTF
153
Franklin Limited Duration Income Trust
FTF
$233M
$1.81M 0.02%
+149,151
New +$1.82M
ARDC
154
Are Dynamic Credit Allocation Fund
ARDC
$297M
$1.77M 0.02%
+108,983
New +$1.77M
CET
155
Central Securities Corp
CET
$1.54B
$1.74M 0.02%
+79,870
New +$1.73M
NPP
156
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$1.7M 0.02%
+114,447
New +$1.7M
ICEL
157
DELISTED
CELLULAR DYNAMICS INTL INC COM STK (WI)
ICEL
$1.7M 0.02%
+103,321
New +$663K
ONFC
158
DELISTED
ONEIDA FINL CORP COM STK NEW (MD)
ONFC
$1.68M 0.02%
+85,100
New +$1.36M
EVG
159
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.67M 0.02%
+114,919
New +$1.65M
CVEO icon
160
Civeo
CVEO
$379M
$1.66M 0.02%
+54,297
New +$2.12M
VTA
161
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$1.63M 0.02%
+136,278
New +$1.61M
NRK icon
162
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$1.58M 0.02%
+120,937
New +$1.59M
QTWO icon
163
Q2 Holdings
QTWO
$3.42B
$1.53M 0.02%
+72,494
New +$1.43M
MHY
164
DELISTED
WESTERN ASSET MANAGED HIGH INCOM FD INC. COM
MHY
$1.52M 0.02%
+294,426
New +$1.52M
NMY
165
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$1.52M 0.02%
+119,387
New +$1.52M
NXZ
166
DELISTED
NUVEEN DIV ADV MUNI FD-2
NXZ
$1.52M 0.02%
+107,018
New +$1.53M
BGX
167
Blackstone Long-Short Credit Income Fund
BGX
$135M
$1.51M 0.02%
+93,378
New +$1.48M
AVDL
168
DELISTED
Avadel Pharmaceuticals
AVDL
$1.5M 0.02%
+83,300
New +$1.3M
NMO
169
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$1.49M 0.02%
+108,441
New +$1.49M
FAM
170
DELISTED
First Trust/abrdn Global Opportunity Income Fund
FAM
$1.47M 0.02%
+125,477
New +$1.48M
GDO
171
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.46M 0.02%
+82,596
New +$1.48M
IQI icon
172
Invesco Quality Municipal Securities
IQI
$526M
$1.43M 0.02%
+113,806
New +$1.44M
NQS
173
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.42M 0.02%
+100,826
New +$1.43M
PMO
174
Franklin Municipal Opportunities Trust
PMO
$282M
$1.42M 0.02%
+115,777
New +$1.42M
FRA icon
175
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.4M 0.02%
+100,481
New +$1.37M
5 6
7
8 9

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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 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.