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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
IDTI
201
DELISTED
Integrated Device Technology I
IDTI
$71M 0.14%
3,270,985
+401,373
+14% +$8.66M
MRO
202
DELISTED
Marathon Oil Corporation
MRO
$70.9M 0.14%
2,672,065
-1,061,740
-28% -$30M
XLNX
203
DELISTED
Xilinx Inc
XLNX
$70.9M 0.14%
1,605,876
+1,458,288
+988% +$65.7M
AAL icon
204
American Airlines Group
AAL
$10.6B
$70.5M 0.14%
1,764,368
-313,663
-15% -$14.3M
META icon
205
Meta Platforms (Facebook)
META
$1.5T
$70.1M 0.14%
817,399
-240,547
-23% -$19.6M
DOX icon
206
Amdocs
DOX
$6.28B
$70.1M 0.14%
1,283,742
+464,144
+57% +$25.5M
MAS icon
207
Masco
MAS
$14.9B
$69.9M 0.14%
2,984,307
+1,537,565
+106% +$36.4M
TNL icon
208
Travel + Leisure Co
TNL
$4.74B
$69.4M 0.14%
1,877,702
+261,086
+16% +$10.2M
SPN
209
DELISTED
Superior Energy Services, Inc.
SPN
$69.4M 0.14%
329,697
+88,925
+37% +$20.8M
ATVI
210
DELISTED
Activision Blizzard
ATVI
$69.1M 0.14%
2,855,970
+368,517
+15% +$8.98M
BHC icon
211
Bausch Health
BHC
$2.21B
$67.9M 0.13%
305,953
+23,887
+8% +$5.3M
CCL icon
212
Carnival Corporation Ltd
CCL
$39.4B
$67.8M 0.13%
1,372,552
+664,532
+94% +$31.4M
CTXS
213
DELISTED
Citrix Systems Inc
CTXS
$67.3M 0.13%
1,204,773
-330,119
-22% -$17.5M
RKT
214
DELISTED
ROCK-TENN COMPANY CL-A
RKT
$65.9M 0.13%
1,095,499
+784,944
+253% +$49.6M
CA
215
DELISTED
CA, Inc.
CA
$65.9M 0.13%
2,250,801
+425,629
+23% +$13.2M
AFL icon
216
Aflac
AFL
$64.5B
$65.6M 0.13%
2,110,302
+1,689,154
+401% +$53.5M
LXK
217
DELISTED
Lexmark Intl Inc
LXK
$64.9M 0.13%
1,469,338
+344,684
+31% +$15.3M
DVN icon
218
Devon Energy
DVN
$49.7B
$64.1M 0.13%
1,077,221
+74,193
+7% +$4.8M
DECK icon
219
Deckers Outdoor
DECK
$13.3B
$63.8M 0.13%
5,316,972
+1,419,654
+36% +$17.4M
STLA icon
220
Stellantis
STLA
$20.9B
$63.4M 0.13%
6,643,310
-6,735,094
-50% -$69M
ORLY icon
221
O'Reilly Automotive
ORLY
$76.2B
$63.4M 0.13%
4,208,385
+672,975
+19% +$9.98M
APC
222
DELISTED
Anadarko Petroleum
APC
$62.5M 0.12%
800,267
-598,245
-43% -$51.8M
NBR icon
223
Nabors Industries
NBR
$1.23B
$62.3M 0.12%
86,414
+36,196
+72% +$27.3M
AIG icon
224
American International
AIG
$42.4B
$62.2M 0.12%
1,006,791
-130,537
-11% -$7.71M
DKS icon
225
Dick's Sporting Goods
DKS
$17.8B
$61.8M 0.12%
1,193,778
+1,069,274
+859% +$58.8M
7 8
9
10 11

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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.