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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
(-8.4%)
Cap. Flow
-$2.6B
Cap. Flow
% of AUM
-5.95%
Top 10 Holdings %
Top 10 Hldgs %
10.61%
Holding
2,617
New
198
Increased
927
Reduced
931
Closed
480
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Microsoft
MSFT
|
+$168M |
| 2 |
AbbVie
ABBV
|
+$164M |
| 3 |
TSMC
TSM
|
+$147M |
| 4 |
Amgen
AMGN
|
+$139M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
BNY
226
Bank of New York Mellon
BNY
$107B
| $48.8M | 0.11% |
1,212,818
+48,371
| +4% | +$1.88M |
|
227
VF Corp
VFC
$5.89B
| $48.7M | 0.11% |
687,197
+464,200
| +208% | +$32.1M |
|
228
Trane Technologies
TT
$106B
| $48.7M | 0.11% |
714,958
-485,744
| -40% | -$32.1M |
|
229
Southern Company
SO
$107B
| $48.2M | 0.11% |
1,088,684
+209,600
| +24% | +$9.96M |
|
230
Steel Dynamics
STLD
$37.6B
| $47.9M | 0.11% |
2,382,397
+586,420
| +33% | +$10.9M |
|
|
LXK
231
DELISTED
Lexmark Intl Inc
LXK
| $47.6M | 0.11% |
1,124,654
+8,894
| +0.8% | +$366K |
|
232
Deckers Outdoor
DECK
$13.3B
| $47.3M | 0.11% |
3,897,318
+1,272,516
| +48% | +$16.4M |
|
233
Televisa
TV
$1.49B
| $47.1M | 0.11% |
1,427,626
-30,960
| -2% | -$1.04M |
|
|
IM
234
DELISTED
Ingram Micro
IM
| $46.5M | 0.11% |
1,851,147
-236,000
| -11% | -$6M |
|
235
Rogers Communications
RCI
$18.6B
| $46.3M | 0.11% |
1,382,209
+362,400
| +36% | +$13.1M |
|
|
IPG
236
DELISTED
Interpublic Group of Companies
IPG
| $46M | 0.11% |
2,079,780
+606,117
| +41% | +$12.9M |
|
237
Sysco
SYY
$40.3B
| $45.7M | 0.1% |
1,212,414
+129,453
| +12% | +$5.1M |
|
|
WBC
238
DELISTED
WABCO HOLDINGS INC.
WBC
| $45.6M | 0.1% |
371,420
-62,573
| -14% | -$6.8M |
|
|
EMC
239
DELISTED
EMC CORPORATION
EMC
| $45.5M | 0.1% |
1,779,050
-942,895
| -35% | -$26M |
|
240
Broadridge
BR
$19B
| $44.7M | 0.1% |
813,250
-16,200
| -2% | -$823K |
|
241
McDonald's
MCD
$195B
| $44.7M | 0.1% |
458,793
+114,622
| +33% | +$10.9M |
|
242
Amdocs
DOX
$6.22B
| $44.6M | 0.1% |
819,598
+85,617
| +12% | +$4.32M |
|
243
Lincoln National
LNC
$8.81B
| $44.5M | 0.1% |
773,892
+122,292
| +19% | +$6.83M |
|
244
Becton Dickinson
BDX
$48.2B
| $44.4M | 0.1% |
316,974
+58,617
| +23% | +$8.21M |
|
|
MNK
245
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $44M | 0.1% |
347,684
+130,400
| +60% | +$14.9M |
|
246
Timken Company
TKR
$9.03B
| $44M | 0.1% |
1,044,319
-187,595
| -15% | -$7.78M |
|
247
Bunge Global
BG
$20.8B
| $43.8M | 0.1% |
531,208
+178,844
| +51% | +$15.3M |
|
248
Canadian Natural Resources
CNQ
$93.8B
| $43.6M | 0.1% |
2,939,501
-415,261
| -12% | -$5.94M |
|
249
Parker-Hannifin
PH
$135B
| $43.4M | 0.1% |
365,193
-66,500
| -15% | -$8.06M |
|
|
HES
250
DELISTED
Hess
HES
| $43.4M | 0.1% |
638,857
-827,750
| -56% | -$59M |
|
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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.