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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
LUMN icon
451
Lumen
LUMN
$6.44B
$14.9M 0.03%
430,413
+147,397
+52% +$5.5M
JWN
452
DELISTED
Nordstrom
JWN
$14.9M 0.03%
184,948
+107,336
+138% +$8.49M
ENB icon
453
Enbridge
ENB
$112B
$14.8M 0.03%
307,151
-409,300
-57% -$19.7M
IT icon
454
Gartner
IT
$11.7B
$14.7M 0.03%
174,943
+13,600
+8% +$1.12M
EFX icon
455
Equifax
EFX
$21.4B
$14.7M 0.03%
157,689
-41,884
-21% -$3.72M
OVTI
456
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$14.5M 0.03%
551,475
-32,236
-6% -$864K
RIG icon
457
Transocean
RIG
$5.82B
$14.5M 0.03%
988,200
+901,800
+1,044% +$14.6M
WSM icon
458
Williams-Sonoma
WSM
$29.6B
$14.4M 0.03%
360,544
+95,730
+36% +$3.8M
NSIT icon
459
Insight Enterprises
NSIT
$4.38B
$14.3M 0.03%
502,939
-43,160
-8% -$1.11M
AXP icon
460
American Express
AXP
$230B
$14.3M 0.03%
183,265
-316,228
-63% -$26.3M
BF.B icon
461
Brown-Forman Class B
BF.B
$13.1B
$14.3M 0.03%
493,741
-150,781
-23% -$4.35M
CNK icon
462
Cinemark Holdings
CNK
$4.32B
$14.2M 0.03%
315,288
+39,278
+14% +$1.55M
PTEN icon
463
Patterson-UTI
PTEN
$3.76B
$14.2M 0.03%
756,569
-1,021,613
-57% -$17.5M
TIMB icon
464
TIM SA
TIMB
$8.8B
$14M 0.03%
847,256
-1,820,599
-68% -$38M
HST icon
465
Host Hotels & Resorts
HST
$16B
$13.9M 0.03%
689,198
+87,300
+15% +$1.95M
B
466
Barrick Mining
B
$73.2B
$13.9M 0.03%
1,269,211
-35,100
-3% -$415K
HP icon
467
Helmerich & Payne
HP
$3.71B
$13.9M 0.03%
203,581
-212,798
-51% -$13.9M
BKNG icon
468
Booking.com
BKNG
$161B
$13.8M 0.03%
297,150
-83,800
-22% -$3.75M
FICO icon
469
Fair Isaac
FICO
$22.5B
$13.8M 0.03%
155,751
+85,795
+123% +$6.9M
GPC icon
470
Genuine Parts
GPC
$18.7B
$13.8M 0.03%
148,237
-63,293
-30% -$6.1M
AAP icon
471
Advance Auto Parts
AAP
$3.49B
$13.7M 0.03%
91,801
-32,981
-26% -$5.09M
UFS
472
DELISTED
DOMTAR CORPORATION (New)
UFS
$13.7M 0.03%
297,267
-167,000
-36% -$7.04M
LTM
473
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$13.6M 0.03%
1,692,211
+945,311
+127% +$9.63M
ASH icon
474
Ashland
ASH
$3.5B
$13.6M 0.03%
218,949
+186,004
+565% +$11.3M
TIVO
475
DELISTED
Tivo Inc
TIVO
$13.6M 0.03%
746,063
-12,659
-2% -$283K
17 18
19
20 21

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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.