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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 | |
|---|---|---|---|---|---|---|
101
Royal Bank of Canada
RY
$293B
| $123M | 0.25% |
2,236,387
+46,619
| +2% | +$2.65M |
|
102
America Movil
AMX
$71.2B
| $122M | 0.24% |
7,345,247
-130,771
| -2% | -$2.45M |
|
103
Philip Morris
PM
$295B
| $121M | 0.24% |
1,521,681
+208,784
| +16% | +$17.2M |
|
104
Skyworks Solutions
SWKS
$10.6B
| $120M | 0.24% |
1,425,263
-914,682
| -39% | -$83.7M |
|
105
VF Corp
VFC
$5.89B
| $119M | 0.24% |
1,854,189
+420,222
| +29% | +$28.8M |
|
106
Alaska Air
ALK
$5.58B
| $119M | 0.24% |
1,498,284
-14,208
| -0.9% | -$1.09M |
|
107
Dollar General
DG
$27.9B
| $119M | 0.24% |
1,637,728
-266,624
| -14% | -$20.4M |
|
108
Unum
UNM
$14.3B
| $118M | 0.24% |
3,678,629
-568,185
| -13% | -$19.6M |
|
109
Masco
MAS
$15.3B
| $118M | 0.24% |
4,682,912
+1,698,605
| +57% | +$43.6M |
|
110
Bath & Body Works
BBWI
$4.1B
| $117M | 0.23% |
1,611,713
+94,370
| +6% | +$6.52M |
|
111
Suncor Energy
SU
$70.3B
| $116M | 0.23% |
4,371,089
-19,875
| -0.5% | -$533K |
|
112
Lear
LEA
$8.18B
| $116M | 0.23% |
1,066,229
+109,992
| +12% | +$11.5M |
|
113
CSX Corp
CSX
$93.1B
| $116M | 0.23% |
12,932,916
+4,365,255
| +51% | +$42.8M |
|
114
Bristol-Myers Squibb
BMY
$132B
| $116M | 0.23% |
1,956,767
+593,640
| +44% | +$37.7M |
|
115
Lincoln National
LNC
$8.81B
| $113M | 0.23% |
2,390,328
+451,092
| +23% | +$24.2M |
|
116
American International
AIG
$41.3B
| $113M | 0.23% |
1,982,995
+976,204
| +97% | +$59.7M |
|
117
Marvell Technology
MRVL
$196B
| $113M | 0.23% |
12,439,977
+170,692
| +1% | +$1.95M |
|
118
Bunge Global
BG
$20.8B
| $112M | 0.22% |
1,531,579
+582,850
| +61% | +$45.1M |
|
119
Edison International
EIX
$26.4B
| $111M | 0.22% |
1,756,833
-216,818
| -11% | -$12.9M |
|
120
Costco
COST
$420B
| $110M | 0.22% |
761,527
+90,327
| +13% | +$12.9M |
|
|
SPLS
121
DELISTED
Staples Inc
SPLS
| $109M | 0.22% |
9,308,458
+1,188,219
| +15% | +$16.7M |
|
122
Centene
CNC
$32.5B
| $109M | 0.22% |
4,022,062
+1,954,396
| +95% | +$65.4M |
|
123
Fidelity National Information Services
FIS
$22.1B
| $107M | 0.21% |
1,596,056
-153,110
| -9% | -$10.2M |
|
124
Comcast
CMCSA
$90B
| $106M | 0.21% |
3,735,982
+300,532
| +9% | +$8.93M |
|
|
FITB
125
Fifth Third Bancorp
FITB
$51.8B
| $106M | 0.21% |
5,601,252
-246,345
| -4% | -$5M |
|
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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.