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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
SUNE
1251
DELISTED
SUNEDISON, INC COM
SUNE
$1.46M ﹤0.01%
60,781
-58,400
-49% -$1.26M
KTOS icon
1252
Kratos Defense & Security Solutions
KTOS
$11.7B
$1.46M ﹤0.01%
263,600
+577
+0.2% +$3.12K
BKH icon
1253
Black Hills Corp
BKH
$5.62B
$1.46M ﹤0.01%
28,878
-6,600
-19% -$333K
ZD icon
1254
Ziff Davis
ZD
$2B
$1.46M ﹤0.01%
25,468
+903
+4% +$50.3K
EXAS
1255
DELISTED
Exact Sciences
EXAS
$1.45M ﹤0.01%
65,807
– –
FRGI
1256
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$1.45M ﹤0.01%
23,682
+5,000
+27% +$312K
REV
1257
DELISTED
Revlon, Inc.
REV
$1.44M ﹤0.01%
34,836
+3,706
+12% +$128K
EIG icon
1258
Employers Holdings
EIG
$881M
$1.43M ﹤0.01%
53,100
+8,200
+18% +$192K
AKRX
1259
DELISTED
Akorn Inc
AKRX
$1.43M ﹤0.01%
30,066
+4,500
+18% +$204K
HAFC icon
1260
Hanmi Financial
HAFC
$939M
$1.43M ﹤0.01%
67,437
-7,243
-10% -$149K
ALLY icon
1261
Ally Financial
ALLY
$13.3B
$1.42M ﹤0.01%
67,800
+59,200
+688% +$1.25M
CTRN icon
1262
Citi Trends
CTRN
$618M
$1.42M ﹤0.01%
52,617
+44,555
+553% +$1.13M
TESO
1263
DELISTED
Tesco Corp
TESO
$1.42M ﹤0.01%
124,990
-266,378
-68% -$2.92M
MTSI icon
1264
MACOM Technology Solutions
MTSI
$22.7B
$1.42M ﹤0.01%
38,100
+7,500
+25% +$251K
MDSO
1265
DELISTED
Medidata Solutions, Inc.
MDSO
$1.42M ﹤0.01%
28,910
-4,900
-14% -$227K
CLDX icon
1266
Celldex Therapeutics
CLDX
$3.37B
$1.41M ﹤0.01%
3,378
+527
+18% +$189K
DHX icon
1267
DHI Group
DHX
$158M
$1.41M ﹤0.01%
+157,614
New +$1.43M
ROG icon
1268
Rogers Corp
ROG
$2.29B
$1.4M ﹤0.01%
17,073
+1,573
+10% +$124K
LEAF
1269
DELISTED
Leaf Group Ltd.
LEAF
$1.4M ﹤0.01%
245,200
+12,000
+5% +$61.5K
IBKR icon
1270
Interactive Brokers
IBKR
$41.1B
$1.4M ﹤0.01%
164,800
+43,200
+36% +$343K
IVC
1271
DELISTED
Invacare Corporation
IVC
$1.4M ﹤0.01%
71,972
-20,900
-23% -$362K
IOSP icon
1272
Innospec
IOSP
$2.29B
$1.39M ﹤0.01%
30,028
+1,176
+4% +$50.5K
CLW icon
1273
Clearwater Paper
CLW
$368M
$1.39M ﹤0.01%
21,241
+1,286
+6% +$85.6K
CINF icon
1274
Cincinnati Financial
CINF
$26.7B
$1.39M ﹤0.01%
26,000
– –
DHC
1275
Diversified Healthcare Trust
DHC
$2.04B
$1.39M ﹤0.01%
62,962
+11,806
+23% +$264K
49 50
51
52 53

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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.