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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
SHW icon
276
Sherwin-Williams
SHW
$89.8B
$36.2M 0.08%
381,900
+198,129
+108% +$18.5M
AEE icon
277
Ameren
AEE
$30.1B
$36M 0.08%
854,019
-142,223
-14% -$6.19M
CTSH icon
278
Cognizant
CTSH
$26B
$36M 0.08%
576,300
-117,200
-17% -$6.91M
SVU
279
DELISTED
SUPERVALU Inc.
SVU
$35.2M 0.08%
432,592
+149,368
+53% +$10.7M
CIG icon
280
CEMIG Preferred Shares
CIG
$6.01B
$35.1M 0.08%
16,824,593
+1,601,840
+11% +$3.5M
WELL icon
281
Welltower
WELL
$171B
$34.9M 0.08%
451,745
+1,900
+0.4% +$150K
MHFI
282
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$34.9M 0.08%
337,960
-61,900
-15% -$6.08M
GM icon
283
General Motors
GM
$76.8B
$34.9M 0.08%
931,363
+769,761
+476% +$28M
APOL
284
DELISTED
Apollo Education Group Inc Class A
APOL
$34.9M 0.08%
1,844,405
-116,123
-6% -$3.06M
IMO icon
285
Imperial Oil
IMO
$60.4B
$34.3M 0.08%
860,440
-101,600
-11% -$3.96M
NBR icon
286
Nabors Industries
NBR
$1.21B
$34.3M 0.08%
50,218
+27,669
+123% +$16.9M
CCK icon
287
Crown Holdings
CCK
$13.1B
$34.3M 0.08%
634,375
+67,051
+12% +$3.33M
MAS icon
288
Masco
MAS
$15.3B
$33.9M 0.08%
1,446,742
+854,228
+144% +$19.4M
CCL icon
289
Carnival Corporation Ltd
CCL
$39.7B
$33.9M 0.08%
708,020
+328,890
+87% +$14.8M
SEIC icon
290
SEI Investments
SEIC
$12.6B
$33.8M 0.08%
767,087
-8,600
-1% -$361K
AVT icon
291
Avnet
AVT
$7.92B
$33.8M 0.08%
759,394
+101,332
+15% +$4.47M
CB icon
292
Chubb
CB
$135B
$33.7M 0.08%
301,900
+11,200
+4% +$1.26M
INTU icon
293
Intuit
INTU
$89B
$33.5M 0.08%
345,866
+33,500
+11% +$3.11M
DTV
294
DELISTED
DIRECTV COM STK (DE)
DTV
$33.3M 0.08%
391,699
-1,172,211
-75% -$101M
EPC icon
295
Edgewell Personal Care
EPC
$1.31B
$32.8M 0.08%
320,970
+100,829
+46% +$9.99M
WLK icon
296
Westlake Corp
WLK
$9.9B
$32.8M 0.08%
456,123
+35,460
+8% +$2.27M
BBWI icon
297
Bath & Body Works
BBWI
$4.1B
$32.3M 0.07%
423,460
+393,102
+1,295% +$28.4M
WPM icon
298
Wheaton Precious Metals
WPM
$60.9B
$32.3M 0.07%
1,697,636
+216,200
+15% +$4.6M
KBR icon
299
KBR
KBR
$4.8B
$32M 0.07%
2,212,571
+698,211
+46% +$11.4M
CRL icon
300
Charles River Laboratories
CRL
$12.8B
$32M 0.07%
403,298
-55,400
-12% -$4.09M
10 11
12
13 14

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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.