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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
HCBK
1
DELISTED
HUDSON CITY BANCORP INC
HCBK
$179M 2.3%
+17,065,494
New +$166M
TWC
2
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$175M 2.25%
+1,166,995
New +$174M
LO
3
DELISTED
LORILLARD INC COM STK
LO
$172M 2.22%
+2,636,254
New +$176M
TRW
4
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$165M 2.13%
+1,575,868
New +$164M
FDO
5
DELISTED
FAMILY DOLLAR STORES
FDO
$160M 2.06%
+2,019,681
New +$158M
SIAL
6
DELISTED
SIGMA - ALDRICH CORP
SIAL
$159M 2.05%
+1,150,929
New +$159M
DRC
7
DELISTED
DRESSER-RAND GROUP INC
DRC
$146M 1.88%
+1,817,170
New +$147M
HSP
8
DELISTED
HOSPIRA INC
HSP
$143M 1.84%
+1,628,207
New +$128M
HE icon
9
Hawaiian Electric Industries
HE
$2.33B
$122M 1.57%
+3,797,900
New +$127M
DTV
10
DELISTED
DIRECTV COM STK (DE)
DTV
$121M 1.56%
+1,427,555
New +$123M
POM
11
DELISTED
PEPCO HOLDINGS, INC.
POM
$118M 1.52%
+4,404,378
New +$120M
BHI
12
DELISTED
Baker Hughes
BHI
$117M 1.5%
+1,833,194
New +$111M
FCAM
13
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
$116M 1.49%
+840,375
New +$105M
SLXP
14
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
$111M 1.43%
+641,251
New +$94.1M
YHOO
15
DELISTED
Yahoo Inc
YHOO
$106M 1.37%
+2,396,603
New +$108M
TEG
16
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$103M 1.33%
+1,435,010
New +$110M
PPO
17
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$97.8M 1.26%
+1,660,460
New +$85.9M
WELL.PRI
18
DELISTED
Welltower Inc.
WELL.PRI
$96.4M 1.24%
+1,418,625
New +$98M
DCUB
19
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$93M 1.2%
+1,645,475
New +$97.1M
SWNC
20
DELISTED
Southwestern Energy Company
SWNC
$91.9M 1.18%
+1,815,025
New +$97.9M
ACT.PRA
21
DELISTED
ACTAVIS PLC Pfd Conv Ser A (Irl)
ACT.PRA
$91M 1.17%
+88,000
New +$92.1M
DCUA
22
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$89.7M 1.15%
+1,592,950
New +$93.7M
TSNU
23
DELISTED
Tyson Foods, Inc.
TSNU
$89.4M 1.15%
+1,827,850
New +$91.2M
TMUSP
24
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$86.9M 1.12%
+1,475,900
New +$86M
TLM
25
DELISTED
TALISMAN ENERGY INC
TLM
$81.2M 1.05%
+10,578,353
New +$80.8M
1
2 3 4 5

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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.