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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
RYAM icon
151
Rayonier Advanced Materials
RYAM
$565M
$1.47M 0.02%
90,547
-197,947
-69% -$3.26M
NMY
152
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$1.46M 0.02%
118,787
-600
-0.5% -$7.53K
JMG
153
DELISTED
JOURNAL MEDIA GROUP INC COM
JMG
$1.46M 0.02%
+175,527
New +$1.53M
BGX
154
Blackstone Long-Short Credit Income Fund
BGX
$135M
$1.44M 0.02%
92,978
-400
-0.4% -$6.43K
EVG
155
Eaton Vance Short Duration Diversified Income Fund
EVG
$142M
$1.43M 0.02%
103,315
-11,604
-10% -$168K
NPM
156
DELISTED
NUVEEN PREMIUM INCM MUNI FD II
NPM
$1.39M 0.02%
104,975
-34,165
-25% -$468K
FRA icon
157
BlackRock Floating Rate Income Strategies Fund
FRA
$381M
$1.35M 0.02%
100,052
-429
-0.4% -$5.94K
IQI icon
158
Invesco Quality Municipal Securities
IQI
$526M
$1.28M 0.02%
108,463
-5,343
-5% -$64.9K
NRK icon
159
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$900M
$1.28M 0.02%
102,184
-18,753
-16% -$241K
WTW icon
160
Willis Towers Watson
WTW
$27.9B
$1.26M 0.02%
+10,177
New +$1.3M
NQS
161
DELISTED
NUVEEN SELECT QUALITY MUNI FD
NQS
$1.25M 0.02%
94,309
-6,517
-6% -$89.2K
NQU
162
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.24M 0.02%
92,961
+7,120
+8% +$97.1K
NMO
163
DELISTED
NUVEEN MUNI MARKET OPPORT FUND
NMO
$1.21M 0.02%
93,469
-14,972
-14% -$200K
GDO
164
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77M
$1.2M 0.02%
69,913
-12,683
-15% -$225K
BLW icon
165
BlackRock Limited Duration Income Trust
BLW
$491M
$1.19M 0.02%
78,354
+800
+1% +$12.8K
SEVN
166
Seven Hills Realty Trust
SEVN
$179M
$1.16M 0.01%
65,149
+11,875
+22% +$230K
MNKD icon
167
MannKind Corp
MNKD
$1.28B
$1.15M 0.01%
40,398
+3,375
+9% +$86.2K
TSRE
168
DELISTED
TRADE STREET RESIDENTIAL, INC. COMMON STOCK
TSRE
$1.11M 0.01%
+166,007
New +$1.19M
NNC
169
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$1.07M 0.01%
84,368
+93
+0.1% +$1.21K
HBANP
170
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.06M 0.01%
800
– –
KMI icon
171
Kinder Morgan
KMI
$73.1B
$1.05M 0.01%
27,367
– –
NQP
172
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.03M 0.01%
78,368
+2,863
+4% +$38.8K
JASNW
173
DELISTED
Jason Industries, Inc.
JASNW
$1.01M 0.01%
2,331,300
– –
NPP
174
DELISTED
NUVEEN PERFORMANCE+MUN FUND
NPP
$987K 0.01%
70,374
-44,073
-39% -$639K
NHS
175
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$986K 0.01%
83,691
+22,011
+36% +$270K
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 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.