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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 | |
|---|---|---|---|---|---|---|
351
Cemex
CX
$16.3B
| $24.3M | 0.06% |
2,892,235
+268,490
| +10% | +$2.31M |
|
352
ON Semiconductor
ON
$31.6B
| $24.3M | 0.06% |
2,005,345
-647,227
| -24% | -$7.42M |
|
|
WPX
353
DELISTED
WPX Energy, Inc.
WPX
| $24.1M | 0.06% |
2,200,627
+485,280
| +28% | +$5.55M |
|
|
MRSH
354
Marsh
MRSH
$91.5B
| $24M | 0.05% |
428,459
+119,600
| +39% | +$6.74M |
|
355
McCormick & Company Non-Voting
MKC
$14.2B
| $24M | 0.05% |
622,430
+37,400
| +6% | +$1.39M |
|
|
ANN
356
DELISTED
ANN INC
ANN
| $24M | 0.05% |
584,552
-45,640
| -7% | -$1.67M |
|
357
GameStop
GME
$8.6B
| $23.9M | 0.05% |
2,522,860
-1,621,960
| -39% | -$15.3M |
|
358
Signet Jewelers
SIG
$3.76B
| $23.9M | 0.05% |
171,990
-35,216
| -17% | -$4.36M |
|
359
Crane NXT
CXT
$3.07B
| $23.9M | 0.05% |
1,101,016
-25,623
| -2% | -$559K |
|
360
Ingredion
INGR
$6.58B
| $23.8M | 0.05% |
306,370
+36,364
| +13% | +$2.98M |
|
|
CRC
361
DELISTED
California Resources Corporation
CRC
| $23.5M | 0.05% |
309,193
+278,542
| +909% | +$17M |
|
362
Booz Allen Hamilton
BAH
$9.15B
| $23.5M | 0.05% |
813,017
+342,505
| +73% | +$9.96M |
|
363
ICICI Bank
IBN
$108B
| $23.4M | 0.05% |
2,480,636
-246,193
| -9% | -$2.55M |
|
|
GG
364
DELISTED
Goldcorp Inc
GG
| $23.3M | 0.05% |
1,289,483
-125,200
| -9% | -$2.66M |
|
|
CAM
365
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $23.2M | 0.05% |
514,365
+305,309
| +146% | +$13.9M |
|
366
Hershey
HSY
$36.6B
| $23.1M | 0.05% |
229,123
-97,272
| -30% | -$10.2M |
|
367
Alliant Energy
LNT
$18B
| $22.6M | 0.05% |
717,856
-97,000
| -12% | -$3.16M |
|
368
U-Haul Holding Co
UHAL
$14.6B
| $22.6M | 0.05% |
683,650
+132,650
| +24% | +$4.1M |
|
369
Seagate
STX
$184B
| $22.6M | 0.05% |
433,905
-33,124
| -7% | -$1.97M |
|
370
Robert Half
RHI
$4.37B
| $22.4M | 0.05% |
370,179
-10,956
| -3% | -$659K |
|
|
HRC
371
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $22.3M | 0.05% |
455,429
-32,612
| -7% | -$1.55M |
|
372
H&R Block
HRB
$5.86B
| $22M | 0.05% |
686,619
-111,303
| -14% | -$3.73M |
|
373
Omnicom Group
OMC
$23.4B
| $21.9M | 0.05% |
281,443
-19,600
| -7% | -$1.5M |
|
374
US Bancorp
USB
$99.6B
| $21.9M | 0.05% |
501,083
+17,035
| +4% | +$746K |
|
|
ARRS
375
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $21.6M | 0.05% |
746,127
-414,210
| -36% | -$11.8M |
|
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VGA
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.