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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
DRC
1
DELISTED
DRESSER-RAND GROUP INC
DRC
$202M 2.56%
2,369,124
+551,954
+30% +$46.2M
FDO
2
DELISTED
FAMILY DOLLAR STORES
FDO
$184M 2.33%
2,331,792
+312,111
+15% +$24.6M
SIAL
3
DELISTED
SIGMA - ALDRICH CORP
SIAL
$162M 2.05%
1,159,129
+8,200
+0.7% +$1.14M
DTV
4
DELISTED
DIRECTV COM STK (DE)
DTV
$156M 1.98%
1,680,593
+253,038
+18% +$22.9M
TSNU
5
DELISTED
Tyson Foods, Inc.
TSNU
$143M 1.82%
2,754,625
+926,775
+51% +$46.9M
SWNC
6
DELISTED
Southwestern Energy Company
SWNC
$142M 1.8%
2,840,650
+1,025,625
+57% +$56.8M
HCBK
7
DELISTED
HUDSON CITY BANCORP INC
HCBK
$140M 1.78%
14,198,026
-2,867,468
-17% -$27.7M
CTRX
8
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
$139M 1.77%
2,282,989
+1,806,055
+379% +$108M
FCAM
9
DELISTED
Fiat Chrysler Automobiles N.V.
FCAM
$139M 1.76%
1,099,275
+258,900
+31% +$34.9M
HSP
10
DELISTED
HOSPIRA INC
HSP
$138M 1.76%
1,561,240
-66,967
-4% -$5.9M
FSL
11
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
$136M 1.72%
3,398,076
+2,791,416
+460% +$116M
POM
12
DELISTED
PEPCO HOLDINGS, INC.
POM
$128M 1.63%
4,759,129
+354,751
+8% +$9.42M
TMUSP
13
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$124M 1.57%
1,793,800
+317,900
+22% +$20.6M
ADVS
14
DELISTED
Advent Software Inc
ADVS
$123M 1.57%
2,792,671
+1,980,078
+244% +$86.6M
BRCM
15
DELISTED
BROADCOM CORP CL-A
BRCM
$117M 1.48%
+2,268,599
New +$110M
YHOO
16
DELISTED
Yahoo Inc
YHOO
$114M 1.45%
2,911,635
+515,032
+21% +$22.1M
BHI
17
DELISTED
Baker Hughes
BHI
$114M 1.45%
1,849,555
+16,361
+0.9% +$1.07M
DCUB
18
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$98.8M 1.25%
1,833,225
+187,750
+11% +$10.6M
WELL.PRI
19
DELISTED
Welltower Inc.
WELL.PRI
$93.6M 1.19%
1,559,900
+141,275
+10% +$9.07M
SUSQ
20
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$91.5M 1.16%
6,477,451
+1,977,302
+44% +$27.5M
PPO
21
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$88.3M 1.12%
1,474,800
-185,660
-11% -$11M
TWC
22
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$82.5M 1.05%
463,182
-703,813
-60% -$117M
DCUA
23
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$77.7M 0.99%
1,446,625
-146,325
-9% -$8.22M
CYN
24
DELISTED
CITY NATIONAL CORPORATION
CYN
$76.5M 0.97%
846,673
+280,124
+49% +$25.9M
HE icon
25
Hawaiian Electric Industries
HE
$2.33B
$75.8M 0.96%
2,549,147
-1,248,753
-33% -$38.8M
1
2 3 4 5

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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.