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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 | |
|---|---|---|---|---|---|---|
|
BRCD
76
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $157M | 0.31% |
15,088,957
-559,543
| -4% | -$5.86M |
|
77
Mondelez International
MDLZ
$79.9B
| $156M | 0.31% |
3,732,420
+502,883
| +16% | +$21.7M |
|
|
DFS
78
DELISTED
Discover Financial Services
DFS
| $154M | 0.31% |
2,968,205
+399,952
| +16% | +$21.9M |
|
79
TJX Companies
TJX
$178B
| $154M | 0.31% |
4,306,038
+391,570
| +10% | +$13.7M |
|
80
Abbott
ABT
$187B
| $153M | 0.31% |
3,799,978
+2,111,545
| +125% | +$99.5M |
|
81
Western Digital
WDC
$150B
| $151M | 0.3% |
2,510,764
-1,254,321
| -33% | -$75.4M |
|
82
Pinnacle West Capital
PNW
$12.2B
| $149M | 0.3% |
2,317,876
+606,906
| +35% | +$37.1M |
|
|
CMA
83
DELISTED
Comerica
CMA
| $145M | 0.29% |
3,537,034
+1,626,690
| +85% | +$74M |
|
84
Everest Group
EG
$14.4B
| $143M | 0.29% |
825,943
+190,892
| +30% | +$34.5M |
|
|
SPR
85
DELISTED
Spirit AeroSystems
SPR
| $142M | 0.28% |
2,944,423
+1,038,193
| +54% | +$55.2M |
|
86
Cardinal Health
CAH
$55.4B
| $140M | 0.28% |
1,826,391
-296,274
| -14% | -$24.8M |
|
87
Lockheed Martin
LMT
$136B
| $135M | 0.27% |
652,724
-315,734
| -33% | -$64.2M |
|
88
Cintas
CTAS
$81.3B
| $135M | 0.27% |
6,297,944
+2,433,168
| +63% | +$52.2M |
|
89
3M
MMM
$94.3B
| $131M | 0.26% |
1,106,000
-361,242
| -25% | -$44.4M |
|
90
Magna International
MGA
$18.8B
| $130M | 0.26% |
2,713,772
+217,550
| +9% | +$11.3M |
|
91
Oracle
ORCL
$423B
| $129M | 0.26% |
3,577,803
-391,744
| -10% | -$15.1M |
|
92
Waste Management
WM
$91B
| $129M | 0.26% |
2,582,119
+868,958
| +51% | +$43.3M |
|
93
DTE Energy
DTE
$29.1B
| $127M | 0.25% |
1,859,448
-102,885
| -5% | -$6.88M |
|
94
MetLife
MET
$62.1B
| $127M | 0.25% |
3,020,491
+137,064
| +5% | +$6.4M |
|
95
Flex
FLEX
$44.8B
| $126M | 0.25% |
15,886,304
-3,637,822
| -19% | -$29.6M |
|
96
Morgan Stanley
MS
$340B
| $126M | 0.25% |
4,000,278
+17,991
| +0.5% | +$655K |
|
|
VIAB
97
DELISTED
Viacom Inc. Class B
VIAB
| $126M | 0.25% |
2,919,197
+1,555,533
| +114% | +$77.1M |
|
98
Huntington Ingalls Industries
HII
$12.8B
| $126M | 0.25% |
1,171,812
+257,735
| +28% | +$29.4M |
|
99
ManpowerGroup
MAN
$2.63B
| $125M | 0.25% |
1,530,395
+312,043
| +26% | +$27.8M |
|
100
Expedia Group
EXPE
$37.3B
| $124M | 0.25% |
1,052,419
-59,401
| -5% | -$6.85M |
|
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VGA
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.