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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 | |
|---|---|---|---|---|---|---|
|
CORE
501
DELISTED
Core Mark Holding Co., Inc.
CORE
| $12M | 0.03% |
374,266
-219,018
| -37% | -$7.17M |
|
502
News Corp Class A
NWSA
$15.4B
| $12M | 0.03% |
747,309
-258,600
| -26% | -$4.19M |
|
503
Hartford Financial Services
HIG
$39.3B
| $11.9M | 0.03% |
285,418
+49,266
| +21% | +$2.02M |
|
|
WDR
504
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $11.8M | 0.03% |
239,170
-190,900
| -44% | -$9.13M |
|
505
Nelnet
NNI
$4.7B
| $11.8M | 0.03% |
250,059
+15,392
| +7% | +$710K |
|
|
TSS
506
DELISTED
Total System Services, Inc.
TSS
| $11.8M | 0.03% |
309,262
+1,400
| +0.5% | +$51.2K |
|
|
VALE.P
507
DELISTED
Vale S A
VALE.P
| $11.8M | 0.03% |
2,427,254
-1,235,710
| -34% | -$7.82M |
|
508
Abercrombie & Fitch
ANF
$5B
| $11.7M | 0.03% |
530,375
+60,775
| +13% | +$1.5M |
|
509
Blackrock
BLK
$176B
| $11.6M | 0.03% |
31,840
-38,094
| -54% | -$13.8M |
|
510
Carlisle Companies
CSL
$15.4B
| $11.6M | 0.03% |
124,992
-10,200
| -8% | -$940K |
|
|
CTRX
511
DELISTED
CATAMARAN CORP COM STK (CDA)
CTRX
| $11.5M | 0.03% |
193,940
+400
| +0.2% | +$20.3K |
|
512
PTC
PTC
$16B
| $11.5M | 0.03% |
318,404
+90,883
| +40% | +$3.14M |
|
513
Live Nation Entertainment
LYV
$42.1B
| $11.5M | 0.03% |
453,900
-17,500
| -4% | -$441K |
|
|
WFT
514
DELISTED
Weatherford International plc
WFT
| $11.5M | 0.03% |
930,943
-249,344
| -21% | -$2.9M |
|
515
Loews
L
$23.6B
| $11.3M | 0.03% |
277,024
-210,800
| -43% | -$8.54M |
|
|
CVC
516
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $11.2M | 0.03% |
613,745
+486,745
| +383% | +$9.33M |
|
|
SHLM
517
DELISTED
Schulman (A.) Inc
SHLM
| $11.2M | 0.03% |
232,165
-31,259
| -12% | -$1.23M |
|
518
Illinois Tool Works
ITW
$84.5B
| $11.2M | 0.03% |
115,123
+59,800
| +108% | +$5.76M |
|
519
Pitney Bowes
PBI
$2.39B
| $11.1M | 0.03% |
477,552
+21,729
| +5% | +$506K |
|
520
Kinder Morgan
KMI
$68.7B
| $11.1M | 0.03% |
264,507
+174,154
| +193% | +$7.21M |
|
521
Cboe Global Markets
CBOE
$29.9B
| $11.1M | 0.03% |
192,856
+71,500
| +59% | +$4.45M |
|
|
MXIM
522
DELISTED
Maxim Integrated Products
MXIM
| $11M | 0.03% |
315,833
+75,100
| +31% | +$2.56M |
|
523
Methode Electronics
MEI
$592M
| $10.9M | 0.02% |
231,969
-25,407
| -10% | -$1.01M |
|
|
BEE
524
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $10.9M | 0.02% |
877,791
-54,000
| -6% | -$708K |
|
525
Applied Materials
AMAT
$428B
| $10.9M | 0.02% |
483,396
+64,438
| +15% | +$1.54M |
|
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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.