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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 | |
|---|---|---|---|---|---|---|
|
BCR
151
DELISTED
CR Bard Inc.
BCR
| $91.1M | 0.18% |
488,801
+211,702
| +76% | +$40.1M |
|
152
iShares Russell 3000 ETF
IWV
$20.3B
| $90.6M | 0.18% |
+795,665
| New | +$96.3M |
|
|
TGNA
153
DELISTED
TEGNA Inc
TGNA
| $90.2M | 0.18% |
6,293,753
+1,993,700
| +46% | +$33.8M |
|
154
Xerox
XRX
$425M
| $89.5M | 0.18% |
3,490,328
+770,652
| +28% | +$21.4M |
|
155
Monster Beverage
MNST
$88.5B
| $86.1M | 0.17% |
3,824,544
-5,047,692
| -57% | -$118M |
|
|
WRK
156
DELISTED
WestRock Company
WRK
| $86M | 0.17% |
+1,856,117
| New | +$99.5M |
|
157
Ralph Lauren
RL
$23.6B
| $85.6M | 0.17% |
724,730
-122,632
| -14% | -$14.6M |
|
158
BCE
BCE
$21.2B
| $85.5M | 0.17% |
2,098,494
+92,949
| +5% | +$3.81M |
|
159
Cognizant
CTSH
$26B
| $85.4M | 0.17% |
1,364,082
+666,696
| +96% | +$41.9M |
|
160
Colgate-Palmolive
CL
$74.4B
| $85.3M | 0.17% |
1,343,685
+139,185
| +12% | +$9.09M |
|
161
IQVIA
IQV
$39.3B
| $85.1M | 0.17% |
1,223,712
+423,735
| +53% | +$31.7M |
|
162
Entergy
ETR
$50B
| $84.9M | 0.17% |
2,609,660
-410,166
| -14% | -$13.9M |
|
163
American Airlines Group
AAL
$10.6B
| $84.6M | 0.17% |
2,179,100
+414,732
| +24% | +$17M |
|
|
FISV
164
Fiserv Inc
FISV
$27.9B
| $84.5M | 0.17% |
1,950,508
-190,350
| -9% | -$8.23M |
|
165
Cummins
CMI
$88.7B
| $83.5M | 0.17% |
769,459
+43,819
| +6% | +$5.41M |
|
166
DuPont de Nemours
DD
$19.2B
| $83.4M | 0.17% |
777,090
-370,237
| -32% | -$42.9M |
|
167
IBM
IBM
$224B
| $83.2M | 0.17% |
600,241
-13,581
| -2% | -$2.01M |
|
168
Jabil
JBL
$35.8B
| $82.2M | 0.16% |
3,674,922
+309,624
| +9% | +$6.15M |
|
|
MJN
169
DELISTED
Mead Johnson Nutrition Company
MJN
| $81.7M | 0.16% |
1,159,842
+796,819
| +219% | +$65.5M |
|
170
AT&T
T
$163B
| $81.6M | 0.16% |
3,318,017
+596,058
| +22% | +$15.2M |
|
171
Accenture
ACN
$108B
| $81.3M | 0.16% |
827,698
+636,284
| +332% | +$63.1M |
|
|
HAR
172
DELISTED
Harman International Industries
HAR
| $80.4M | 0.16% |
838,067
+174,156
| +26% | +$18.3M |
|
173
US Bancorp
USB
$99.6B
| $80.3M | 0.16% |
1,958,063
+630,935
| +48% | +$27.3M |
|
174
Reinsurance Group of America
RGA
$16.1B
| $79.4M | 0.16% |
876,502
+111,565
| +15% | +$10.5M |
|
|
SKX
175
DELISTED
Skechers
SKX
| $78.9M | 0.16% |
1,765,860
+1,442,151
| +446% | +$65.5M |
|
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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.