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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 | |
|---|---|---|---|---|---|---|
26
Procter & Gamble
PG
$338B
| $265M | 0.61% |
3,239,741
+1,108,935
| +52% | +$95.3M |
|
27
Marathon Petroleum
MPC
$83.8B
| $264M | 0.6% |
5,163,796
+1,113,114
| +27% | +$53.5M |
|
28
Cisco
CSCO
$477B
| $257M | 0.59% |
9,340,924
+3,661,942
| +64% | +$103M |
|
|
BRCM
29
DELISTED
BROADCOM CORP CL-A
BRCM
| $257M | 0.59% |
5,927,471
+365,434
| +7% | +$15.9M |
|
30
Southwest Airlines
LUV
$23B
| $249M | 0.57% |
5,623,643
+1,517,383
| +37% | +$66.3M |
|
31
Alphabet (Google) Class C
GOOG
$4.32T
| $249M | 0.57% |
9,056,115
-4,157,223
| -31% | -$111M |
|
32
Berkshire Hathaway Class B
BRK.B
$1.12T
| $247M | 0.57% |
1,714,252
+196,882
| +13% | +$29M |
|
33
Western Digital
WDC
$149B
| $246M | 0.56% |
3,572,298
-371,851
| -9% | -$29.1M |
|
34
General Dynamics
GD
$105B
| $240M | 0.55% |
1,771,610
+555,737
| +46% | +$76.2M |
|
35
PepsiCo
PEP
$190B
| $237M | 0.54% |
2,473,737
+283,082
| +13% | +$27.4M |
|
36
UnitedHealth
UNH
$372B
| $235M | 0.54% |
1,988,084
+754,063
| +61% | +$83.7M |
|
37
Public Service Enterprise Group
PEG
$37.7B
| $232M | 0.53% |
5,535,002
+614,985
| +12% | +$25.7M |
|
38
ExxonMobil
XOM
$634B
| $226M | 0.52% |
2,661,150
-103,739
| -4% | -$9.2M |
|
39
JPMorgan Chase
JPM
$951B
| $226M | 0.52% |
3,730,209
+164,368
| +5% | +$9.73M |
|
40
Skyworks Solutions
SWKS
$10.5B
| $225M | 0.51% |
2,292,012
+440,454
| +24% | +$37.6M |
|
41
American Electric Power
AEP
$68.3B
| $224M | 0.51% |
3,986,319
-392,152
| -9% | -$23.3M |
|
42
Best Buy
BBY
$17.2B
| $223M | 0.51% |
5,905,591
+2,658,570
| +82% | +$102M |
|
43
Kimberly-Clark
KMB
$36.3B
| $223M | 0.51% |
2,078,354
+115,118
| +6% | +$12.7M |
|
44
America Movil
AMX
$71.4B
| $216M | 0.49% |
10,564,620
-219,167
| -2% | -$4.69M |
|
45
Monster Beverage
MNST
$88.6B
| $215M | 0.49% |
9,340,320
+2,380,656
| +34% | +$49.8M |
|
46
Cardinal Health
CAH
$56B
| $214M | 0.49% |
2,368,878
+26,090
| +1% | +$2.25M |
|
47
Travelers Companies
TRV
$80.2B
| $211M | 0.48% |
1,947,265
+272,640
| +16% | +$29.1M |
|
48
Union Pacific
UNP
$175B
| $210M | 0.48% |
1,941,189
+77,964
| +4% | +$9.15M |
|
|
49
Walmart Inc
WMT
$885B
| $207M | 0.47% |
7,567,155
+4,281,729
| +130% | +$121M |
|
50
Infosys
INFY
$50.4B
| $200M | 0.46% |
22,836,456
-240,864
| -1% | -$2.12M |
|
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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.