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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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.89T
| $836M | 1.67% |
30,305,312
-140,200
| -0.5% | -$4.11M |
|
2
Microsoft
MSFT
$2.84T
| $549M | 1.1% |
12,402,063
-438,013
| -3% | -$19.7M |
|
3
Pfizer
PFE
$140B
| $531M | 1.06% |
17,829,973
+2,798,475
| +19% | +$89.7M |
|
4
UnitedHealth
UNH
$382B
| $531M | 1.06% |
4,579,114
+571,110
| +14% | +$68.4M |
|
5
Gilead Sciences
GILD
$161B
| $468M | 0.94% |
4,768,471
+586,783
| +14% | +$65.2M |
|
6
Wells Fargo
WFC
$261B
| $451M | 0.9% |
8,779,644
+587,607
| +7% | +$32.3M |
|
7
Northrop Grumman
NOC
$77B
| $422M | 0.84% |
2,541,335
+72,036
| +3% | +$12.1M |
|
|
AET
8
DELISTED
Aetna Inc
AET
| $420M | 0.84% |
3,837,221
+522,122
| +16% | +$60.3M |
|
9
Valero Energy
VLO
$89.8B
| $398M | 0.8% |
6,628,233
-1,582,076
| -19% | -$100M |
|
10
CVS Health
CVS
$137B
| $389M | 0.78% |
4,030,766
-771,620
| -16% | -$81.1M |
|
11
Alphabet (Google) Class C
GOOG
$3.9T
| $382M | 0.76% |
12,235,360
+1,040,260
| +9% | +$32M |
|
|
12
Nike
NKE
$61.9B
| $381M | 0.76% |
6,191,496
+2,698,658
| +77% | +$153M |
|
13
Amgen
AMGN
$203B
| $378M | 0.76% |
2,734,427
+170,823
| +7% | +$26.9M |
|
14
Marathon Petroleum
MPC
$90.3B
| $377M | 0.75% |
8,143,600
+1,085,684
| +15% | +$55.9M |
|
15
Public Service Enterprise Group
PEG
$39.8B
| $371M | 0.74% |
8,794,297
+2,916,072
| +50% | +$119M |
|
16
Lowe's Companies
LOW
$116B
| $364M | 0.73% |
5,287,061
+538,634
| +11% | +$37M |
|
17
Home Depot
HD
$332B
| $357M | 0.71% |
3,091,091
-10,511
| -0.3% | -$1.22M |
|
18
Elevance Health
ELV
$81.9B
| $349M | 0.7% |
2,489,607
+179,482
| +8% | +$27M |
|
19
Procter & Gamble
PG
$343B
| $343M | 0.69% |
4,767,693
+956,978
| +25% | +$71.8M |
|
|
20
PNC Financial Services
PNC
$100B
| $342M | 0.68% |
3,837,906
+1,468,695
| +62% | +$138M |
|
21
PepsiCo
PEP
$186B
| $341M | 0.68% |
3,620,008
+805,656
| +29% | +$76.6M |
|
22
Cisco
CSCO
$450B
| $341M | 0.68% |
12,979,459
+1,015,700
| +8% | +$27.4M |
|
23
Walmart Inc
WMT
$871B
| $341M | 0.68% |
15,758,610
+3,612,531
| +30% | +$82.9M |
|
24
Merck
MRK
$324B
| $341M | 0.68% |
7,225,281
-715,150
| -9% | -$38M |
|
25
General Dynamics
GD
$105B
| $335M | 0.67% |
2,428,528
+229,434
| +10% | +$33.2M |
|
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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.