We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
176
Qorvo
QRVO
$8.74B
| $68.6M | 0.16% |
+860,877
| New | +$61.3M |
|
177
Pinnacle West Capital
PNW
$12.2B
| $68.1M | 0.16% |
1,068,456
+312,367
| +41% | +$20.8M |
|
178
Texas Instruments
TXN
$261B
| $68M | 0.16% |
1,189,390
+450,050
| +61% | +$25.3M |
|
179
GE Aerospace
GE
$384B
| $67.8M | 0.15% |
570,064
-199,643
| -26% | -$23.8M |
|
180
DuPont de Nemours
DD
$19.2B
| $67.2M | 0.15% |
553,166
-259,124
| -32% | -$30.7M |
|
181
Danaher
DHR
$144B
| $67M | 0.15% |
1,173,950
-70,581
| -6% | -$4.05M |
|
182
Xerox
XRX
$425M
| $66.8M | 0.15% |
1,972,912
+680,162
| +53% | +$24M |
|
183
Travel + Leisure Co
TNL
$4.7B
| $66M | 0.15% |
1,616,616
+121,161
| +8% | +$4.82M |
|
|
VIAB
184
DELISTED
Viacom Inc. Class B
VIAB
| $64.8M | 0.15% |
949,362
-164,394
| -15% | -$11.4M |
|
185
Jabil
JBL
$35.8B
| $63.3M | 0.14% |
2,705,516
+594,145
| +28% | +$13M |
|
186
Bank of America
BAC
$442B
| $63M | 0.14% |
4,096,633
-3,364,792
| -45% | -$54M |
|
187
Avery Dennison
AVY
$13.4B
| $62.8M | 0.14% |
1,187,845
-55,384
| -4% | -$2.93M |
|
188
Abbott
ABT
$187B
| $62.6M | 0.14% |
1,351,127
-216,242
| -14% | -$9.93M |
|
189
American International
AIG
$41.3B
| $62.3M | 0.14% |
1,137,328
+414,700
| +57% | +$22.2M |
|
190
KeyCorp
KEY
$24.4B
| $62.2M | 0.14% |
4,395,785
-533,665
| -11% | -$7.33M |
|
191
EOG Resources
EOG
$70.7B
| $62M | 0.14% |
676,600
-491,129
| -42% | -$44.4M |
|
192
Devon Energy
DVN
$47.3B
| $60.5M | 0.14% |
1,003,028
+658,400
| +191% | +$40.1M |
|
193
Macy's
M
$6.68B
| $60.3M | 0.14% |
929,613
-2,548
| -0.3% | -$164K |
|
|
HBI
194
DELISTED
Hanesbrands
HBI
| $60.1M | 0.14% |
1,793,459
+382,111
| +27% | +$11.6M |
|
|
CA
195
DELISTED
CA, Inc.
CA
| $59.5M | 0.14% |
1,825,172
+7,500
| +0.4% | +$238K |
|
196
Lam Research
LRCX
$390B
| $58.9M | 0.13% |
8,387,040
+1,570,700
| +23% | +$12.4M |
|
|
ALXN
197
DELISTED
Alexion Pharmaceuticals
ALXN
| $58.8M | 0.13% |
339,576
-397,153
| -54% | -$71.9M |
|
198
AutoZone
AZO
$51.1B
| $57.8M | 0.13% |
84,713
-578
| -0.7% | -$363K |
|
199
Reinsurance Group of America
RGA
$16.1B
| $57.6M | 0.13% |
617,978
+26,710
| +5% | +$2.36M |
|
|
IDTI
200
DELISTED
Integrated Device Technology I
IDTI
| $57.5M | 0.13% |
2,869,612
+645,413
| +29% | +$12.7M |
|
Similar funds
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.