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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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.89T
| $858M | 1.96% |
27,572,380
+2,118,960
| +8% | +$64M |
|
|
2
Microsoft
MSFT
$2.84T
| $537M | 1.23% |
13,219,918
+3,859,301
| +41% | +$168M |
|
3
Pfizer
PFE
$140B
| $450M | 1.03% |
13,636,520
-1,049,324
| -7% | -$33.4M |
|
4
Johnson & Johnson
JNJ
$635B
| $450M | 1.03% |
4,469,263
+7,037
| +0.2% | +$716K |
|
5
Merck
MRK
$324B
| $431M | 0.98% |
7,850,683
+6,415
| +0.1% | +$363K |
|
6
Gilead Sciences
GILD
$161B
| $404M | 0.92% |
4,114,658
-716,746
| -15% | -$72.8M |
|
7
CVS Health
CVS
$137B
| $398M | 0.91% |
3,859,910
+35,316
| +0.9% | +$3.57M |
|
|
8
AbbVie
ABBV
$458B
| $394M | 0.9% |
6,726,677
+2,718,701
| +68% | +$164M |
|
9
Wells Fargo
WFC
$261B
| $368M | 0.84% |
6,770,260
-436,422
| -6% | -$23.6M |
|
10
Biogen
BIIB
$29.9B
| $352M | 0.81% |
834,245
-367,044
| -31% | -$145M |
|
11
Humana
HUM
$46.7B
| $344M | 0.79% |
1,934,937
-214,788
| -10% | -$34M |
|
12
Northrop Grumman
NOC
$77B
| $340M | 0.78% |
2,109,819
+68,212
| +3% | +$10.9M |
|
13
Valero Energy
VLO
$89.8B
| $338M | 0.77% |
5,317,330
+417,784
| +9% | +$23.3M |
|
14
Archer Daniels Midland
ADM
$41.4B
| $336M | 0.77% |
7,097,132
+96,765
| +1% | +$4.61M |
|
|
AET
15
DELISTED
Aetna Inc
AET
| $333M | 0.76% |
3,123,539
+153,501
| +5% | +$15M |
|
|
16
TSMC
TSM
$2.09T
| $331M | 0.76% |
14,093,722
+6,235,583
| +79% | +$147M |
|
17
HP
HPQ
$23.5B
| $329M | 0.75% |
23,219,244
+4,848,319
| +26% | +$80M |
|
18
Home Depot
HD
$332B
| $315M | 0.72% |
2,773,607
+449,672
| +19% | +$49.6M |
|
19
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $314M | 0.72% |
1,523,496
+464,031
| +44% | +$95.8M |
|
20
Intel
INTC
$466B
| $312M | 0.71% |
9,964,022
+132,684
| +1% | +$4.48M |
|
21
LyondellBasell Industries
LYB
$19.5B
| $307M | 0.7% |
3,494,758
-200,538
| -5% | -$16.9M |
|
22
Elevance Health
ELV
$81.9B
| $304M | 0.7% |
1,971,161
-5,238
| -0.3% | -$746K |
|
23
Lowe's Companies
LOW
$116B
| $297M | 0.68% |
3,990,407
+1,215,566
| +44% | +$87.1M |
|
|
24
Amgen
AMGN
$203B
| $290M | 0.66% |
1,811,903
+884,162
| +95% | +$139M |
|
25
Edwards Lifesciences
EW
$47.6B
| $276M | 0.63% |
11,606,526
+3,319,056
| +40% | +$74.5M |
|
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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.