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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 | |
|---|---|---|---|---|---|---|
201
Ameriprise Financial
AMP
$48.8B
| $69.6M | 0.14% |
637,942
-107,302
| -14% | -$12.7M |
|
|
XLNX
202
DELISTED
Xilinx Inc
XLNX
| $69.2M | 0.14% |
1,631,310
+25,434
| +2% | +$1.07M |
|
203
Union Pacific
UNP
$174B
| $69M | 0.14% |
780,385
-585,397
| -43% | -$53.4M |
|
|
204
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $68.7M | 0.14% |
358,546
-1,102,232
| -75% | -$224M |
|
|
DST
205
DELISTED
DST Systems Inc.
DST
| $68.5M | 0.14% |
1,303,184
+331,456
| +34% | +$18.4M |
|
|
CTXS
206
DELISTED
Citrix Systems Inc
CTXS
| $68.3M | 0.14% |
1,237,611
+32,838
| +3% | +$1.87M |
|
207
ConocoPhillips
COP
$141B
| $68.2M | 0.14% |
1,421,838
-345,765
| -20% | -$17.6M |
|
208
American Financial Group
AFG
$12.1B
| $68.1M | 0.14% |
988,725
+56,887
| +6% | +$3.93M |
|
|
BNY
209
Bank of New York Mellon
BNY
$107B
| $67.8M | 0.14% |
1,731,586
+270,447
| +19% | +$11.2M |
|
210
Canadian National Railway
CNI
$76.6B
| $67.6M | 0.14% |
1,195,737
+125,630
| +12% | +$7.31M |
|
|
BIG
211
DELISTED
Big Lots, Inc.
BIG
| $67.3M | 0.13% |
1,405,454
-300,446
| -18% | -$13.4M |
|
|
212
AbbVie
ABBV
$435B
| $66.7M | 0.13% |
1,226,153
-2,241,420
| -65% | -$146M |
|
213
AutoZone
AZO
$51.1B
| $66.5M | 0.13% |
91,877
+1,750
| +2% | +$1.24M |
|
214
Graham Holdings Company
GHC
$5.02B
| $66.3M | 0.13% |
114,964
-8,391
| -7% | -$5.54M |
|
215
International Paper
IP
$22B
| $65.3M | 0.13% |
1,825,159
+892,014
| +96% | +$37.8M |
|
216
Visa
V
$677B
| $65.2M | 0.13% |
936,266
+296,427
| +46% | +$21.2M |
|
217
Broadridge
BR
$19B
| $63.9M | 0.13% |
1,154,218
+154,947
| +16% | +$8.33M |
|
218
Toronto Dominion Bank
TD
$200B
| $63.7M | 0.13% |
1,624,596
-577,303
| -26% | -$23M |
|
219
Public Storage
PSA
$61.3B
| $63.7M | 0.13% |
300,873
+88,770
| +42% | +$18.1M |
|
|
WNR
220
DELISTED
Western Refining Inc
WNR
| $63.2M | 0.13% |
1,431,731
+214,738
| +18% | +$9.64M |
|
221
Steel Dynamics
STLD
$37.6B
| $62.9M | 0.13% |
3,663,967
+870,157
| +31% | +$16.9M |
|
222
McDonald's
MCD
$195B
| $62.9M | 0.13% |
638,664
+130,221
| +26% | +$12.7M |
|
223
CF Industries
CF
$17.3B
| $62.4M | 0.12% |
1,388,851
-894,237
| -39% | -$52M |
|
224
Mastercard
MA
$493B
| $61.6M | 0.12% |
683,952
+278,127
| +69% | +$26.1M |
|
225
PPG Industries
PPG
$26.6B
| $61.6M | 0.12% |
702,174
-31,081
| -4% | -$3.16M |
|
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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.