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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
EIM
176
Eaton Vance Municipal Bond Fund
EIM
$492M
$984K 0.01%
80,860
-5,968
-7% -$74.5K
PMO
177
Franklin Municipal Opportunities Trust
PMO
$282M
$969K 0.01%
83,432
-32,345
-28% -$386K
SBW
178
DELISTED
Western Asset Worldwide Income
SBW
$964K 0.01%
88,972
-5,499
-6% -$62.6K
PHD
179
DELISTED
Pioneer Floating Rate Fund
PHD
$952K 0.01%
83,616
-500
-0.6% -$5.8K
TAI
180
DELISTED
TRANSAMERICA INCOME SHS INC
TAI
$950K 0.01%
47,787
-100
-0.2% -$2.02K
NMA
181
DELISTED
NUVEEN MUNI ADVANTAGE FUND
NMA
$939K 0.01%
72,221
+1,384
+2% +$18.6K
PMM
182
Franklin Managed Municipal Income Trust
PMM
$275M
$922K 0.01%
130,391
-27,256
-17% -$197K
WPZ
183
DELISTED
Williams Partners L.P.
WPZ
$917K 0.01%
18,936
– –
SIBC
184
DELISTED
STATE INVS BANCORP INC
SIBC
$916K 0.01%
43,225
+1,600
+4% +$33.7K
AGD
185
abrdn Global Dynamic Dividend Fund
AGD
$315M
$911K 0.01%
92,069
+25,822
+39% +$267K
EVF
186
Eaton Vance Senior Income Trust
EVF
$90.3M
$889K 0.01%
143,079
-302
-0.2% -$1.95K
LE icon
187
Lands' End
LE
$361M
$886K 0.01%
35,689
-166,208
-82% -$4.78M
ICB
188
DELISTED
Morgan Stanley Income Sec. Inc
ICB
$867K 0.01%
50,380
-10,747
-18% -$192K
ETP
189
DELISTED
Energy Transfer Partners L.p.
ETP
$867K 0.01%
16,605
+10,563
+175% +$589K
SFXE
190
DELISTED
SFX ENTERTAINMENT, INC COM
SFXE
$841K 0.01%
+187,206
New +$839K
EPD icon
191
Enterprise Products Partners
EPD
$83.8B
$827K 0.01%
27,660
– –
MUI
192
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$792K 0.01%
58,272
-1,109
-2% -$15.6K
VKQ icon
193
Invesco Municipal Trust
VKQ
$536M
$786K 0.01%
65,412
-13,052
-17% -$162K
SOR
194
Source Capital
SOR
$369M
$782K 0.01%
10,747
-8,267
-43% -$610K
JGV
195
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$764K 0.01%
61,202
-3,998
-6% -$52.9K
WCIC
196
DELISTED
WCI Communities, Inc.
WCIC
$720K 0.01%
29,516
– –
GDV icon
197
Gabelli Dividend & Income Trust
GDV
$2.6B
$713K 0.01%
+34,241
New +$732K
ATLC icon
198
Atlanticus Holdings
ATLC
$1.5B
$676K 0.01%
191,430
– –
BPFHW
199
DELISTED
Boston Private Financial Holdings, Inc. WTS
BPFHW
$668K 0.01%
117,799
– –
ETP
200
DELISTED
Energy Transfer Partners, L.P.
ETP
$664K 0.01%
17,472
– –
6 7
8
9 10

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GA
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CIS
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EMPI
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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 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.