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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 | |
|---|---|---|---|---|---|---|
51
Zoetis
ZTS
$30.5B
| $209M | 0.42% |
5,074,608
+2,127,800
| +72% | +$98.7M |
|
|
52
Carnival Corporation Ltd
CCL
$39.7B
| $206M | 0.41% |
4,153,185
+2,780,633
| +203% | +$142M |
|
53
Eli Lilly
LLY
$1.06T
| $204M | 0.41% |
2,439,355
+451,787
| +23% | +$38.1M |
|
54
HP
HPQ
$27.5B
| $203M | 0.41% |
17,434,476
-10,693,634
| -38% | -$139M |
|
55
Assurant
AIZ
$14.3B
| $200M | 0.4% |
2,533,812
+189,855
| +8% | +$14.2M |
|
56
LyondellBasell Industries
LYB
$19.2B
| $190M | 0.38% |
2,278,919
-1,192,965
| -34% | -$106M |
|
57
eBay
EBAY
$49.7B
| $187M | 0.37% |
7,640,248
+3,362,210
| +79% | +$90.4M |
|
58
Altria Group
MO
$114B
| $186M | 0.37% |
3,421,608
+192,828
| +6% | +$10.3M |
|
59
McKesson
MCK
$101B
| $184M | 0.37% |
993,098
+381,065
| +62% | +$80.8M |
|
60
Whirlpool
WHR
$2.82B
| $183M | 0.37% |
1,245,888
+379,451
| +44% | +$64.2M |
|
61
Consolidated Edison
ED
$39.8B
| $180M | 0.36% |
2,698,160
+490,844
| +22% | +$31M |
|
|
FL
62
DELISTED
Foot Locker
FL
| $178M | 0.36% |
2,473,609
-39,536
| -2% | -$2.81M |
|
63
PG&E
PCG
$38.5B
| $177M | 0.35% |
3,345,288
+673,451
| +25% | +$34.4M |
|
|
RTN
64
DELISTED
Raytheon Company
RTN
| $173M | 0.35% |
1,586,466
-222,905
| -12% | -$23.3M |
|
65
Capital One
COF
$134B
| $172M | 0.34% |
2,370,271
+234,874
| +11% | +$18.9M |
|
66
United Therapeutics
UTHR
$23.1B
| $171M | 0.34% |
1,303,155
+446,846
| +52% | +$71.7M |
|
|
67
Intel
INTC
$513B
| $168M | 0.34% |
5,569,556
-6,307,798
| -53% | -$182M |
|
68
Coca-Cola
KO
$375B
| $167M | 0.33% |
4,169,386
-43,297
| -1% | -$1.73M |
|
69
Aptiv
APTV
$10.3B
| $167M | 0.33% |
2,199,277
-340,023
| -13% | -$26.1M |
|
|
CELG
70
DELISTED
Celgene Corp
CELG
| $166M | 0.33% |
1,536,614
+12,915
| +0.8% | +$1.6M |
|
71
Darden Restaurants
DRI
$24.4B
| $164M | 0.33% |
2,675,785
+1,441,833
| +117% | +$91.5M |
|
72
Dr. Reddy's Laboratories
RDY
$10.2B
| $164M | 0.33% |
12,812,970
+2,767,830
| +28% | +$34.4M |
|
|
ANDV
73
DELISTED
Andeavor
ANDV
| $161M | 0.32% |
1,657,153
+486,808
| +42% | +$47.3M |
|
74
Ross Stores
ROST
$81.9B
| $161M | 0.32% |
3,314,583
-114,440
| -3% | -$5.84M |
|
75
American Electric Power
AEP
$68.4B
| $157M | 0.31% |
2,766,089
-406,829
| -13% | -$22.6M |
|
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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.