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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 | |
|---|---|---|---|---|---|---|
|
EA
51
DELISTED
Electronic Arts
EA
| $198M | 0.45% |
3,363,308
+15,434
| +0.5% | +$832K |
|
52
Cigna
CI
$74.6B
| $194M | 0.44% |
1,497,223
+44,032
| +3% | +$5.12M |
|
|
BRCD
53
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $190M | 0.43% |
16,039,366
+355,088
| +2% | +$4.24M |
|
54
Flex
FLEX
$44.8B
| $190M | 0.43% |
19,844,649
+2,733,487
| +16% | +$24M |
|
55
PNC Financial Services
PNC
$101B
| $189M | 0.43% |
2,023,910
+86,391
| +4% | +$7.8M |
|
56
CF Industries
CF
$17.3B
| $186M | 0.42% |
3,276,645
+567,805
| +21% | +$33.8M |
|
|
RTN
57
DELISTED
Raytheon Company
RTN
| $185M | 0.42% |
1,690,363
+3,970
| +0.2% | +$427K |
|
58
Lockheed Martin
LMT
$136B
| $183M | 0.42% |
902,287
-37,801
| -4% | -$7.46M |
|
59
Aptiv
APTV
$10.3B
| $183M | 0.42% |
2,288,942
+183,162
| +9% | +$13.8M |
|
|
TWX
60
DELISTED
Time Warner Inc
TWX
| $182M | 0.42% |
2,157,121
-645,218
| -23% | -$53.6M |
|
61
Entergy
ETR
$50B
| $181M | 0.41% |
4,672,426
+436,112
| +10% | +$17.9M |
|
62
PPG Industries
PPG
$26.6B
| $180M | 0.41% |
1,591,944
-1,600
| -0.1% | -$183K |
|
63
3M
MMM
$94.3B
| $178M | 0.41% |
1,288,690
+194,812
| +18% | +$26.8M |
|
|
TTM
64
DELISTED
Tata Motors Limited
TTM
| $176M | 0.4% |
3,902,859
-40,054
| -1% | -$1.89M |
|
65
Keurig Dr Pepper
KDP
$40.8B
| $175M | 0.4% |
2,227,157
+455,589
| +26% | +$35.2M |
|
66
Corning
GLW
$143B
| $174M | 0.4% |
7,654,548
+2,133,787
| +39% | +$50.7M |
|
67
Delta Air Lines
DAL
$60.1B
| $172M | 0.39% |
3,831,222
-983,136
| -20% | -$45.6M |
|
68
Eli Lilly
LLY
$1.06T
| $170M | 0.39% |
2,337,286
+269,239
| +13% | +$19.2M |
|
69
DTE Energy
DTE
$29.1B
| $166M | 0.38% |
2,417,940
-24,843
| -1% | -$1.78M |
|
70
Oracle
ORCL
$423B
| $164M | 0.37% |
3,800,313
+75,152
| +2% | +$3.26M |
|
71
Coca-Cola
KO
$375B
| $161M | 0.37% |
3,980,710
+63,815
| +2% | +$2.67M |
|
|
NFX
72
DELISTED
Newfield Exploration
NFX
| $158M | 0.36% |
4,493,890
+1,667,701
| +59% | +$50.5M |
|
73
Allstate
ALL
$67.5B
| $157M | 0.36% |
2,210,907
+368,324
| +20% | +$26M |
|
74
Capital One
COF
$134B
| $155M | 0.35% |
1,961,236
+19,382
| +1% | +$1.52M |
|
75
TE Connectivity
TEL
$62.6B
| $151M | 0.34% |
2,107,423
-865,220
| -29% | -$59.4M |
|
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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.