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AQR Capital Management

AQR Capital Management Portfolio holdings

AUM $218B
1-Year Est. Return 29.41%
This Fund
S&P 500
This Quarter Est. Return
+3.38%
1 Year Est. Return
+29.41%
3 Year Est. Return
+92.15%
5 Year Est. Return
+116.61%
10 Year Est. Return
+435.72%
AUM
$43.8B
AUM Growth
-$4B
Cap. Flow
-$2.6B
Cap. Flow %
-5.95%
Top 10 Hldgs %
10.61%
Holding
2,617
New
198
Increased
927
Reduced
931
Closed
480

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$168M
2
ABBV icon
AbbVie
ABBV
+$164M
3
TSM icon
TSMC
TSM
+$147M
4
AMGN icon
Amgen
AMGN
+$139M
5
WMT icon
Walmart Inc
WMT
+$121M

Top Sells

Rank Stock Value
1
TWC
TIME WARNER CABLE INC NEW COM STK
TWC
+$186M
2
AGN
Allergan Inc
AGN
+$175M
3
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
+$175M
4
HCBK
HUDSON CITY BANCORP INC
HCBK
+$172M
5
TQNT
TRIQUINT SEMICONDUCTOR INC
TQNT
+$164M

Sector Composition

Rank Sector Weight
1 Healthcare 16.89%
2 Technology 16.32%
3 Financials 12.49%
4 Consumer Discretionary 10.57%
5 Industrials 10.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GLUU
1151
DELISTED
Glu Mobile Inc.
GLUU
$1.82M ﹤0.01%
364,154
-4,400
-1% -$19.7K
BCC icon
1152
Boise Cascade
BCC
$2.96B
$1.82M ﹤0.01%
48,664
+7,464
+18% +$289K
PB icon
1153
Prosperity Bancshares
PB
$8.81B
$1.82M ﹤0.01%
34,600
-11,600
-25% -$589K
SITC icon
1154
SITE Centers
SITC
$158M
$1.81M ﹤0.01%
75,670
+15,755
+26% +$389K
JBTM
1155
JBT Marel
JBTM
$6.35B
$1.81M ﹤0.01%
50,654
-5,942
-10% -$196K
LOGM
1156
DELISTED
LogMein, Inc.
LOGM
$1.81M ﹤0.01%
32,303
+2,003
+7% +$103K
RHP icon
1157
Ryman Hospitality Properties
RHP
$7.57B
$1.8M ﹤0.01%
29,600
-16,400
-36% -$952K
LCII icon
1158
LCI Industries
LCII
$2.55B
$1.8M ﹤0.01%
29,289
-15,911
-35% -$875K
OSPN icon
1159
OneSpan
OSPN
$603M
$1.8M ﹤0.01%
83,680
+36,980
+79% +$876K
BKS
1160
DELISTED
Barnes & Noble
BKS
$1.8M ﹤0.01%
115,756
-77,065
-40% -$1.21M
NWN icon
1161
Northwest Natural Holdings
NWN
$2.09B
$1.8M ﹤0.01%
37,500
+30,200
+414% +$1.46M
BC icon
1162
Brunswick
BC
$5.21B
$1.8M ﹤0.01%
34,923
-1,300
-4% -$69K
HF
1163
DELISTED
HFF Inc.
HF
$1.79M ﹤0.01%
47,718
-14,900
-24% -$536K
JBHT icon
1164
JB Hunt Transport Services
JBHT
$25B
$1.79M ﹤0.01%
20,929
+1,700
+9% +$142K
GSAT icon
1165
Globalstar
GSAT
$10.9B
$1.78M ﹤0.01%
35,673
+20,986
+143% +$866K
UPBD icon
1166
Upbound Group
UPBD
$1.12B
$1.78M ﹤0.01%
64,886
+19,809
+44% +$604K
INFN
1167
DELISTED
Infinera Corporation Common Stock
INFN
$1.77M ﹤0.01%
89,800
+46,600
+108% +$783K
HCI icon
1168
HCI Group
HCI
$2.36B
$1.76M ﹤0.01%
38,372
-13,219
-26% -$612K
SLF icon
1169
Sun Life Financial
SLF
$45.8B
$1.76M ﹤0.01%
57,086
-49,110
-46% -$1.57M
ESLT icon
1170
Elbit Systems
ESLT
$39.6B
$1.75M ﹤0.01%
24,355
– –
JCP
1171
DELISTED
J.C. Penney Company, Inc.
JCP
$1.74M ﹤0.01%
207,300
-67,298
-25% -$524K
RGS icon
1172
Regis Corp
RGS
$70.8M
$1.74M ﹤0.01%
5,314
+4,289
+418% +$1.4M
TRW
1173
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
$1.73M ﹤0.01%
16,500
-1,268,308
-99% -$132M
LAD icon
1174
Lithia Motors
LAD
$8.35B
$1.72M ﹤0.01%
17,272
+2,977
+21% +$268K
PPS
1175
DELISTED
Post Properties
PPS
$1.71M ﹤0.01%
30,045
-555
-2% -$32.7K
45 46
47
48 49

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AQR Capital Management's Q1 2015 Portfolio in Review

As of Q1 2015, AQR Capital Management held 2,617 positions worth $43.8B, down 8.4% from $47.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Capital Management withdrew a net $2.6B in Q1 2015, closing 480 positions and reducing 931 holdings. Its most notable exit was Allergan Inc, an estimated $175M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 17% of assets, up from 15% a quarter earlier, followed by Technology and Financials.

Against the trend, AQR Capital Management opened a new position in Qorvo worth $68.6M.

  • AQR Capital Management's largest Q1 2015 buy was Qorvo: 860,877 shares worth $68.6M.
  • AQR Capital Management added most to Microsoft in Q1 2015, an estimated $168M increase.
  • AQR Capital Management's biggest Q1 2015 reduction was TIME WARNER CABLE INC NEW COM STK, cutting an estimated $186M.
  • AQR Capital Management fully exited Allergan Inc in Q1 2015, selling an estimated $175M.
  • AQR Capital Management's ten largest holdings make up 11% of its $43.8B portfolio in Q1 2015.
  • AQR Capital Management opened 198 new positions and closed 480 in Q1 2015.
  • AQR Capital Management's portfolio value fell 8.4% quarter-over-quarter to $43.8B.

Based on AQR Capital Management's 13F filing for Q1 2015, filed 15 May 2015.