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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 | |
|---|---|---|---|---|---|---|
|
TWC
276
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $48.4M | 0.1% |
269,857
+20,399
| +8% | +$3.81M |
|
277
Ambev
ABEV
$46.4B
| $48.4M | 0.1% |
9,869,768
+3,401,733
| +53% | +$18.5M |
|
278
Netflix
NFLX
$309B
| $48.1M | 0.1% |
4,656,290
+2,776,370
| +148% | +$29.8M |
|
279
Voya Financial
VOYA
$9.19B
| $48.1M | 0.1% |
1,239,989
+605,207
| +95% | +$26.6M |
|
|
TECD
280
DELISTED
Tech Data Corp
TECD
| $47.8M | 0.1% |
698,506
+220,697
| +46% | +$13.5M |
|
281
Robert Half
RHI
$4.37B
| $47.1M | 0.09% |
920,807
+532,701
| +137% | +$28.7M |
|
|
MRO
282
DELISTED
Marathon Oil Corporation
MRO
| $47.1M | 0.09% |
3,058,665
+386,600
| +14% | +$7.34M |
|
283
American Eagle Outfitters
AEO
$3.01B
| $46.8M | 0.09% |
2,994,446
+2,399,115
| +403% | +$41M |
|
284
Medtronic
MDT
$112B
| $46.6M | 0.09% |
696,283
-468,553
| -40% | -$34.5M |
|
285
Sherwin-Williams
SHW
$89.8B
| $45.3M | 0.09% |
609,591
+160,155
| +36% | +$14M |
|
286
Texas Instruments
TXN
$261B
| $45.2M | 0.09% |
913,070
-1,158,626
| -56% | -$56.6M |
|
287
Thomson Reuters
TRI
$44.1B
| $45.1M | 0.09% |
971,325
+96,251
| +11% | +$4.39M |
|
288
Devon Energy
DVN
$47.3B
| $45.1M | 0.09% |
1,215,033
+137,812
| +13% | +$6.32M |
|
289
Adobe
ADBE
$105B
| $45M | 0.09% |
547,483
+49,101
| +10% | +$3.98M |
|
290
Domino's
DPZ
$11.6B
| $44.8M | 0.09% |
415,027
+19,050
| +5% | +$2.12M |
|
291
NetApp
NTAP
$37.2B
| $44.1M | 0.09% |
1,490,586
-1,702,514
| -53% | -$52.5M |
|
292
JetBlue
JBLU
$2.29B
| $44.1M | 0.09% |
1,710,904
+310,681
| +22% | +$7.32M |
|
293
First Solar
FSLR
$26.9B
| $43.4M | 0.09% |
1,016,091
+389,933
| +62% | +$18M |
|
294
Micron Technology
MU
$991B
| $43M | 0.09% |
2,872,625
-1,087,336
| -27% | -$18.7M |
|
295
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $42.8M | 0.09% |
1,566,750
+61,385
| +4% | +$1.78M |
|
296
Banco Santander Chile
BSAC
$16.6B
| $42.6M | 0.09% |
2,339,231
+468,134
| +25% | +$9.14M |
|
|
NFX
297
DELISTED
Newfield Exploration
NFX
| $42.6M | 0.09% |
1,295,388
-1,823,608
| -58% | -$61.2M |
|
|
HNT
298
DELISTED
HEALTH NET INC
HNT
| $42.6M | 0.09% |
707,254
-1,974,909
| -74% | -$131M |
|
299
A.O. Smith
AOS
$8.7B
| $42.2M | 0.08% |
1,294,930
+468,596
| +57% | +$16M |
|
300
Arrow Electronics
ARW
$10.4B
| $42M | 0.08% |
759,169
-149,409
| -16% | -$8.3M |
|
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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.