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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
SOR
176
Source Capital
SOR
$369M
$1.39M 0.02%
+19,014
New +$1.33M
JPS
177
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$1.23M 0.02%
+133,841
New +$1.24M
BLW icon
178
BlackRock Limited Duration Income Trust
BLW
$491M
$1.23M 0.02%
+77,554
New +$1.22M
MRH
179
DELISTED
MONTPELIER RE HOLDINGS LTD
MRH
$1.21M 0.02%
+31,500
New +$1.14M
NQU
180
DELISTED
NUVEEN QUALITY INCOME MUNI FD
NQU
$1.21M 0.02%
+85,841
New +$1.21M
SCAI
181
DELISTED
Surgical Care Affiliates, Inc.
SCAI
$1.2M 0.02%
+35,000
New +$1.17M
OGS icon
182
ONE Gas
OGS
$5.05B
$1.2M 0.02%
+27,769
New +$1.19M
GLOB icon
183
Globant
GLOB
$1.35B
$1.19M 0.02%
+56,438
New +$889K
PMM
184
Franklin Managed Municipal Income Trust
PMM
$275M
$1.17M 0.02%
+157,647
New +$1.15M
KMI icon
185
Kinder Morgan
KMI
$73.1B
$1.15M 0.01%
+27,367
New +$1.13M
EIM
186
Eaton Vance Municipal Bond Fund
EIM
$492M
$1.12M 0.01%
+86,828
New +$1.12M
NNC
187
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
$1.11M 0.01%
+84,275
New +$1.11M
ICB
188
DELISTED
Morgan Stanley Income Sec. Inc
ICB
$1.1M 0.01%
+61,127
New +$1.1M
NZF icon
189
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$1.1M 0.01%
+77,370
New +$1.09M
SEVN
190
Seven Hills Realty Trust
SEVN
$179M
$1.09M 0.01%
+53,274
New +$1.11M
SBW
191
DELISTED
Western Asset Worldwide Income
SBW
$1.07M 0.01%
+94,471
New +$1.06M
HBANP
192
DELISTED
Huntington Bancshars Inc. Pfd Ser A
HBANP
$1.07M 0.01%
+800
New +$1.09M
NQP
193
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$1.05M 0.01%
+75,505
New +$1.06M
VKQ icon
194
Invesco Municipal Trust
VKQ
$536M
$1M 0.01%
+78,464
New +$1.01M
VMO icon
195
Invesco Municipal Opportunity Trust
VMO
$647M
$992K 0.01%
+76,549
New +$994K
PHD
196
DELISTED
Pioneer Floating Rate Fund
PHD
$978K 0.01%
+84,116
New +$960K
TAI
197
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
$976K 0.01%
+47,887
New +$976K
NMA
198
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$975K 0.01%
+70,837
New +$984K
MNKD icon
199
MannKind Corp
MNKD
$1.28B
$963K 0.01%
+37,023
New +$1.12M
JDD
200
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
$939K 0.01%
+76,949
New +$934K
6 7
8
9 10

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GA
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CIS
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HCM
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HPG
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DTC
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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.