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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 | |
|---|---|---|---|---|---|---|
26
Archer Daniels Midland
ADM
$37.4B
| $334M | 0.67% |
8,067,998
+301,095
| +4% | +$13.8M |
|
27
Johnson & Johnson
JNJ
$619B
| $333M | 0.66% |
3,562,498
-992,615
| -22% | -$96M |
|
28
Southwest Airlines
LUV
$23B
| $327M | 0.65% |
8,596,369
-1,076,948
| -11% | -$39.7M |
|
29
Cencora
COR
$62B
| $327M | 0.65% |
3,441,752
+1,254,417
| +57% | +$132M |
|
30
Edwards Lifesciences
EW
$51.5B
| $300M | 0.6% |
12,640,398
-1,774,512
| -12% | -$42.8M |
|
31
Allstate
ALL
$69.6B
| $291M | 0.58% |
5,000,212
+591,168
| +13% | +$37M |
|
32
Biogen
BIIB
$30.5B
| $286M | 0.57% |
980,159
-16,285
| -2% | -$5.38M |
|
33
Travelers Companies
TRV
$80.5B
| $282M | 0.56% |
2,836,108
+318,049
| +13% | +$32.5M |
|
|
EA
34
DELISTED
Electronic Arts
EA
| $280M | 0.56% |
4,125,817
-480,290
| -10% | -$33.7M |
|
35
Delta Air Lines
DAL
$60.5B
| $271M | 0.54% |
6,035,862
+2,402,674
| +66% | +$108M |
|
36
KeyCorp
KEY
$24.3B
| $258M | 0.52% |
19,804,937
+9,726,572
| +97% | +$138M |
|
37
Infosys
INFY
$50.1B
| $252M | 0.5% |
26,451,574
+2,680,348
| +11% | +$22.9M |
|
|
38
Citigroup
C
$224B
| $249M | 0.5% |
5,021,448
+2,671,091
| +114% | +$146M |
|
39
Kroger
KR
$35.1B
| $242M | 0.48% |
6,714,949
-295,571
| -4% | -$11M |
|
40
JPMorgan Chase
JPM
$947B
| $239M | 0.48% |
3,912,970
-1,084,017
| -22% | -$71M |
|
41
Best Buy
BBY
$16.9B
| $238M | 0.47% |
6,398,527
-607,524
| -9% | -$20.8M |
|
42
Target
TGT
$66.8B
| $236M | 0.47% |
2,998,149
+1,157,263
| +63% | +$92.4M |
|
43
Kimberly-Clark
KMB
$36.1B
| $234M | 0.47% |
2,148,292
+43,360
| +2% | +$4.78M |
|
44
TSMC
TSM
$2.17T
| $234M | 0.47% |
11,255,519
-2,544,871
| -18% | -$53.4M |
|
45
Goldman Sachs
GS
$301B
| $228M | 0.46% |
1,310,527
-113,872
| -8% | -$22.3M |
|
|
46
Amazon
AMZN
$2.94T
| $223M | 0.45% |
8,708,840
+6,617,500
| +316% | +$167M |
|
47
Keurig Dr Pepper
KDP
$41.3B
| $222M | 0.44% |
2,813,300
-4,878
| -0.2% | -$382K |
|
48
United Airlines
UAL
$41.9B
| $218M | 0.44% |
4,102,515
+732,513
| +22% | +$41.3M |
|
49
HCA Healthcare
HCA
$88.5B
| $214M | 0.43% |
2,760,835
+869,706
| +46% | +$77M |
|
50
Berkshire Hathaway Class B
BRK.B
$1.13T
| $210M | 0.42% |
1,613,506
-96,215
| -6% | -$13.2M |
|
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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.