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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 | |
|---|---|---|---|---|---|---|
|
GGP
401
DELISTED
GGP Inc.
GGP
| $18.7M | 0.04% |
631,700
+118,000
| +23% | +$3.52M |
|
402
Murphy Oil
MUR
$4.78B
| $18.3M | 0.04% |
393,491
+79,600
| +25% | +$3.85M |
|
403
RenaissanceRe
RNR
$13.4B
| $18.2M | 0.04% |
182,532
+38,935
| +27% | +$3.89M |
|
404
United Parcel Service
UPS
$88.9B
| $18.1M | 0.04% |
187,173
-80,063
| -30% | -$8.21M |
|
|
ITG
405
DELISTED
Investment Technology Group Inc
ITG
| $18M | 0.04% |
594,258
-41,197
| -6% | -$947K |
|
406
Arch Capital
ACGL
$33.6B
| $18M | 0.04% |
874,803
+475,020
| +119% | +$9.51M |
|
407
Moody's
MCO
$82.7B
| $17.9M | 0.04% |
172,544
+28,400
| +20% | +$2.74M |
|
408
Thermo Fisher Scientific
TMO
$220B
| $17.9M | 0.04% |
133,093
-52,984
| -28% | -$6.83M |
|
409
Goodyear
GT
$1.85B
| $17.9M | 0.04% |
660,112
+245,345
| +59% | +$6.41M |
|
|
WNR
410
DELISTED
Western Refining Inc
WNR
| $17.7M | 0.04% |
358,292
+296,669
| +481% | +$12.4M |
|
411
AXIS Capital
AXS
$7.55B
| $17.7M | 0.04% |
342,772
-852,351
| -71% | -$43.4M |
|
|
AOL
412
DELISTED
AOL INC COMMON STOCK
AOL
| $17.6M | 0.04% |
444,404
+225,468
| +103% | +$9.66M |
|
413
APA Corp
APA
$13.2B
| $17.6M | 0.04% |
291,380
-364,040
| -56% | -$22.9M |
|
|
STI
414
DELISTED
SunTrust Banks, Inc.
STI
| $17.5M | 0.04% |
426,903
+25,044
| +6% | +$1.01M |
|
415
Weyerhaeuser
WY
$18.4B
| $17.4M | 0.04% |
525,063
+18,100
| +4% | +$634K |
|
416
Old Dominion Freight Line
ODFL
$44.9B
| $17.4M | 0.04% |
675,105
-39,300
| -6% | -$994K |
|
417
TC Energy
TRP
$65.9B
| $17.1M | 0.04% |
400,460
-309,400
| -44% | -$13.8M |
|
418
Southern Copper
SCCO
$166B
| $17.1M | 0.04% |
632,047
-21,411
| -3% | -$571K |
|
|
ANDV
419
DELISTED
Andeavor
ANDV
| $17M | 0.04% |
186,479
+54,452
| +41% | +$4.57M |
|
420
Marriott International
MAR
$92.3B
| $17M | 0.04% |
211,858
+170,196
| +409% | +$13.6M |
|
421
Horace Mann Educators
HMN
$2.11B
| $17M | 0.04% |
495,960
-66,403
| -12% | -$2.14M |
|
422
International Paper
IP
$22B
| $16.9M | 0.04% |
321,666
-137,227
| -30% | -$7.12M |
|
423
Worthington Enterprises
WOR
$2.86B
| $16.8M | 0.04% |
1,024,457
-132,796
| -11% | -$2.28M |
|
424
BlackBerry
BB
$5.26B
| $16.7M | 0.04% |
1,876,900
+357,400
| +24% | +$3.63M |
|
425
NextEra Energy
NEE
$177B
| $16.7M | 0.04% |
641,936
-145,324
| -18% | -$3.83M |
|
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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.