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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
-0.43%
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
$50.4B
AUM Growth
+$6.68B
Cap. Flow
+$7.39B
Cap. Flow %
14.64%
Top 10 Hldgs %
10.57%
Holding
2,337
New
201
Increased
1,161
Reduced
755
Closed
126

Top Buys

Rank Stock Value
1
UNH icon
UnitedHealth
UNH
+$239M
2
VLO icon
Valero Energy
VLO
+$171M
3
GS icon
Goldman Sachs
GS
+$159M
4
LUV icon
Southwest Airlines
LUV
+$158M
5
ALL icon
Allstate
ALL
+$151M

Top Sells

Rank Stock Value
1
ABBV icon
AbbVie
ABBV
+$213M
2
BRCM
BROADCOM CORP CL-A
BRCM
+$213M
3
HUM icon
Humana
HUM
+$162M
4
PRE
PARTNERRE LTD
PRE
+$115M
5
PPG icon
PPG Industries
PPG
+$98.1M

Sector Composition

Rank Sector Weight
1 Healthcare 16.78%
2 Technology 15.29%
3 Financials 14.29%
4 Consumer Discretionary 11.78%
5 Industrials 10.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HT
1326
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1.47M ﹤0.01%
57,168
-16,382
-22% -$424K
ATRO icon
1327
Astronics
ATRO
$3.84B
$1.46M ﹤0.01%
37,651
+13,655
+57% +$538K
SIX
1328
DELISTED
Six Flags Entertainment Corp.
SIX
$1.46M ﹤0.01%
32,600
– –
JBTM
1329
JBT Marel
JBTM
$6.39B
$1.46M ﹤0.01%
38,731
-11,923
-24% -$440K
PPS
1330
DELISTED
Post Properties
PPS
$1.45M ﹤0.01%
26,691
-3,354
-11% -$189K
NHTC icon
1331
Natural Health Trends
NHTC
$14.8M
$1.44M ﹤0.01%
+34,684
New +$1.03M
ETFC
1332
DELISTED
E*Trade Financial Corporation
ETFC
$1.43M ﹤0.01%
47,793
+401
+0.8% +$11.8K
TGI
1333
DELISTED
Triumph Group
TGI
$1.43M ﹤0.01%
+21,617
New +$1.4M
LUMO
1334
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$1.43M ﹤0.01%
3,582
+1,659
+86% +$705K
REXR icon
1335
Rexford Industrial Realty
REXR
$8.19B
$1.43M ﹤0.01%
97,749
+72,249
+283% +$1.09M
SUNE
1336
DELISTED
SUNEDISON, INC COM
SUNE
$1.42M ﹤0.01%
47,588
-13,193
-22% -$376K
EEQ
1337
DELISTED
Enbridge Energy Management Llc
EEQ
$1.42M ﹤0.01%
60,318
-2
-0% -$51
PDFS icon
1338
PDF Solutions
PDFS
$2.07B
$1.42M ﹤0.01%
88,533
-32,767
-27% -$563K
CMCSK
1339
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$1.42M ﹤0.01%
23,600
– –
ROCK icon
1340
Gibraltar Industries
ROCK
$1.49B
$1.41M ﹤0.01%
69,406
-21,664
-24% -$393K
CAVM
1341
DELISTED
Cavium, Inc.
CAVM
$1.41M ﹤0.01%
20,554
+10,717
+109% +$751K
CWT icon
1342
California Water Service
CWT
$3.12B
$1.41M ﹤0.01%
61,832
-3,568
-5% -$85.6K
VET icon
1343
Vermilion Energy
VET
$1.66B
$1.41M ﹤0.01%
32,669
+4,469
+16% +$202K
MACK
1344
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$1.41M ﹤0.01%
14,507
+2,064
+17% +$196K
BKS
1345
DELISTED
Barnes & Noble
BKS
$1.41M ﹤0.01%
82,834
-32,922
-28% -$514K
SAFT icon
1346
Safety Insurance
SAFT
$1.52B
$1.39M ﹤0.01%
24,160
+3,756
+18% +$218K
AHT
1347
Ashford Hospitality Trust
AHT
$21M
$1.39M ﹤0.01%
167
-28
-14% -$247K
ALDR
1348
DELISTED
Alder Biopharmaceuticals
ALDR
$1.38M ﹤0.01%
+26,134
New +$950K
ACHC icon
1349
Acadia Healthcare
ACHC
$2.94B
$1.38M ﹤0.01%
17,653
+10,833
+159% +$780K
ACAT
1350
DELISTED
Arctic Cat Inc
ACAT
$1.38M ﹤0.01%
41,594
+13,128
+46% +$457K
52 53
54
55 56

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AQR Capital Management's Q2 2015 Portfolio in Review

As of Q2 2015, AQR Capital Management held 2,337 positions worth $50.4B, up 15% from $43.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Capital Management deployed $7.39B of net new capital in Q2 2015, opening 201 new positions and adding to 1,161 existing holdings. Its largest new stake was Darden Restaurants: 1,233,952 shares worth $78.4M.

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

On the sell side, the largest reduction was AbbVie, an estimated $213M trimmed.

  • AQR Capital Management's largest Q2 2015 buy was Darden Restaurants: 1,233,952 shares worth $78.4M.
  • AQR Capital Management added most to UnitedHealth in Q2 2015, an estimated $239M increase.
  • AQR Capital Management's biggest Q2 2015 reduction was AbbVie, cutting an estimated $213M.
  • AQR Capital Management fully exited AOL INC COMMON STOCK in Q2 2015, selling an estimated $17.6M.
  • AQR Capital Management's ten largest holdings make up 11% of its $50.4B portfolio in Q2 2015.
  • AQR Capital Management opened 201 new positions and closed 126 in Q2 2015.
  • AQR Capital Management's portfolio value rose 15% quarter-over-quarter to $50.4B.

Based on AQR Capital Management's 13F filing for Q2 2015, filed 14 Aug 2015.