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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
-5.9%
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
$50B
AUM Growth
-$401M
(-0.79%)
Cap. Flow
+$3.79B
Cap. Flow
% of AUM
7.58%
Top 10 Holdings %
Top 10 Hldgs %
9.98%
Holding
2,385
New
175
Increased
1,000
Reduced
957
Closed
223
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$167M |
| 2 |
Nike
NKE
|
+$153M |
| 3 |
Citigroup
C
|
+$146M |
| 4 |
Carnival Corporation Ltd
CCL
|
+$142M |
| 5 |
PNC Financial Services
PNC
|
+$138M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$224M |
| 2 |
Intel
INTC
|
+$182M |
| 3 |
Humana
HUM
|
+$170M |
| 4 |
Cigna
CI
|
+$169M |
| 5 |
AbbVie
ABBV
|
+$146M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 15.46% |
| 2 | Financials | 15.27% |
| 3 | Consumer Discretionary | 14.08% |
| 4 | Technology | 13.39% |
| 5 | Industrials | 11.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Equity Residential
EQR
$25.1B
| $41.7M | 0.08% |
554,741
+353
| +0.1% | +$26K |
|
302
Chevron
CVX
$366B
| $41.7M | 0.08% |
528,100
-245,034
| -32% | -$20.6M |
|
|
WWAV
303
DELISTED
The WhiteWave Foods Company
WWAV
| $41.4M | 0.08% |
1,030,269
+401,134
| +64% | +$19.1M |
|
304
Crown Holdings
CCK
$13.1B
| $41.2M | 0.08% |
900,635
+206,453
| +30% | +$10.4M |
|
305
Corning
GLW
$143B
| $41.1M | 0.08% |
2,399,152
-3,154,160
| -57% | -$56.7M |
|
306
Becton Dickinson
BDX
$48.2B
| $40.8M | 0.08% |
315,560
+4,886
| +2% | +$682K |
|
307
Ryder
R
$10.1B
| $40.6M | 0.08% |
548,343
+42,302
| +8% | +$3.61M |
|
308
Stryker
SYK
$130B
| $40.5M | 0.08% |
430,433
+186,502
| +76% | +$18.5M |
|
|
DISH
309
DELISTED
DISH Network Corp.
DISH
| $40.3M | 0.08% |
690,898
-218,981
| -24% | -$13.9M |
|
310
Charles River Laboratories
CRL
$12.8B
| $40.2M | 0.08% |
632,231
+155,029
| +32% | +$11.1M |
|
311
Automatic Data Processing
ADP
$108B
| $39.8M | 0.08% |
495,668
+80,286
| +19% | +$6.43M |
|
|
RAD
312
DELISTED
Rite Aid Corporation
RAD
| $39.8M | 0.08% |
327,755
+227,426
| +227% | +$37.9M |
|
313
Textron
TXT
$15.4B
| $39.8M | 0.08% |
1,057,058
+580,678
| +122% | +$24.1M |
|
|
OA
314
DELISTED
Orbital ATK, Inc.
OA
| $39.7M | 0.08% |
551,762
+170,697
| +45% | +$12.7M |
|
315
Ingredion
INGR
$6.58B
| $39.5M | 0.08% |
452,237
+124,541
| +38% | +$10.7M |
|
316
Broadcom
AVGO
$2.04T
| $39.5M | 0.08% |
3,156,140
-355,420
| -10% | -$4.49M |
|
317
Televisa
TV
$1.49B
| $39.2M | 0.08% |
1,504,909
+109,896
| +8% | +$3.52M |
|
|
CHL
318
DELISTED
China Mobile Limited
CHL
| $39.1M | 0.08% |
657,352
-19,137
| -3% | -$1.18M |
|
319
Alliant Energy
LNT
$18B
| $39M | 0.08% |
1,333,820
+445,310
| +50% | +$13.1M |
|
320
Norwegian Cruise Line
NCLH
$8.84B
| $38.7M | 0.08% |
675,977
+291,911
| +76% | +$17.2M |
|
321
Kraft Heinz
KHC
$30B
| $38.6M | 0.08% |
+547,233
| New | +$41.3M |
|
322
Invesco
IVZ
$13.9B
| $38.4M | 0.08% |
1,230,211
+50,665
| +4% | +$1.8M |
|
|
VR
323
DELISTED
Validus Hold Ltd
VR
| $38.1M | 0.08% |
845,573
+375,920
| +80% | +$17M |
|
324
F5
FFIV
$22.7B
| $37.6M | 0.08% |
324,871
+132,659
| +69% | +$16.2M |
|
|
LXK
325
DELISTED
Lexmark Intl Inc
LXK
| $37.3M | 0.07% |
1,288,141
-181,197
| -12% | -$6.12M |
|
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AQR Capital Management's Q3 2015 Portfolio in Review
As of Q3 2015, AQR Capital Management held 2,385 positions worth $50B, down 0.79% from $50.4B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
AQR Capital Management deployed $3.79B of net new capital in Q3 2015, opening 175 new positions and adding to 1,000 existing holdings. Its largest new stake was WestRock Company: 1,856,117 shares worth $86M.
By sector, the portfolio is most concentrated in Healthcare at 15% of assets, down from 17% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $224M trimmed.
- AQR Capital Management's largest Q3 2015 buy was WestRock Company: 1,856,117 shares worth $86M.
- AQR Capital Management added most to Amazon in Q3 2015, an estimated $167M increase.
- AQR Capital Management's biggest Q3 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $224M.
- AQR Capital Management fully exited ROCK-TENN COMPANY CL-A in Q3 2015, selling an estimated $65.9M.
- AQR Capital Management's ten largest holdings make up 10% of its $50B portfolio in Q3 2015.
- AQR Capital Management opened 175 new positions and closed 223 in Q3 2015.
- AQR Capital Management's portfolio value fell 0.79% quarter-over-quarter to $50B.
Based on AQR Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.