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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
MIY icon
201
BlackRock MuniYield Michigan Quality Fund
MIY
$354M
$934K 0.01%
+66,210
New +$938K
EVF
202
Eaton Vance Senior Income Trust
EVF
$90.3M
$933K 0.01%
+143,381
New +$916K
WPZ
203
DELISTED
Williams Partners L.P.
WPZ
$932K 0.01%
+18,936
New +$924K
EPD icon
204
Enterprise Products Partners
EPD
$83.8B
$911K 0.01%
+27,660
New +$927K
ETJ
205
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$563M
$908K 0.01%
+83,943
New +$907K
SIBC
206
DELISTED
STATE INVS BANCORP INC
SIBC
$874K 0.01%
+41,625
New +$868K
MUI
207
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$871K 0.01%
+59,381
New +$868K
NSM
208
DELISTED
Nationstar Mortgage Holdings
NSM
$867K 0.01%
+35,000
New +$961K
EFT
209
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$849K 0.01%
+58,219
New +$826K
JGV
210
DELISTED
NUVEEN GLOBAL EQUITY INCOME FUND
JGV
$840K 0.01%
+65,200
New +$833K
COBK
211
DELISTED
COLONIAL FINL SVCS INC COM STK (MD)
COBK
$817K 0.01%
+57,122
New +$770K
NTC
212
DELISTED
Nuveen Connecticut Quality Municipal Income Fund
NTC
$809K 0.01%
+63,445
New +$810K
TNDM icon
213
Tandem Diabetes Care
TNDM
$1.17B
$792K 0.01%
+6,272
New +$816K
MUC icon
214
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$770K 0.01%
+52,293
New +$768K
NHS
215
Neuberger High Yield Strategies Fund Inc
NHS
$252M
$761K 0.01%
+61,680
New +$768K
VRS
216
DELISTED
VERSO CORP COM STK (DE)
VRS
$743K 0.01%
+412,918
New +$999K
MYM
217
DELISTED
BLACKROCK MUNIYIELD MICHIGAN QUALITY FND II COM STK (USA)
MYM
$732K 0.01%
+56,266
New +$736K
ETP
218
DELISTED
Energy Transfer Partners, L.P.
ETP
$722K 0.01%
+17,472
New +$740K
WCIC
219
DELISTED
WCI Communities, Inc.
WCIC
$707K 0.01%
+29,516
New +$622K
VGM icon
220
Invesco Trust Investment Grade Municipals
VGM
$549M
$706K 0.01%
+52,522
New +$707K
AGD
221
abrdn Global Dynamic Dividend Fund
AGD
$315M
$683K 0.01%
+66,247
New +$669K
VBF icon
222
Invesco Bond Fund
VBF
$168M
$678K 0.01%
+36,258
New +$675K
MMP
223
DELISTED
Magellan Midstream Partners, L.P.
MMP
$667K 0.01%
+8,690
New +$694K
PCF
224
High Income Securities Fund
PCF
$99.6M
$662K 0.01%
+81,230
New +$663K
AIRM
225
DELISTED
Air Methods Corp
AIRM
$662K 0.01%
+14,200
New +$650K
7 8
9
10 11

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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.