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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 | |
|---|---|---|---|---|---|---|
326
Fomento Económico Mexicano
FMX
$41.7B
| $37.3M | 0.07% |
418,196
+46,357
| +12% | +$4.12M |
|
327
Parker-Hannifin
PH
$135B
| $37.2M | 0.07% |
381,953
+58,423
| +18% | +$6.34M |
|
328
AGCO
AGCO
$7.2B
| $36.9M | 0.07% |
791,416
+546,270
| +223% | +$28M |
|
|
CVG
329
DELISTED
Convergys
CVG
| $36.9M | 0.07% |
1,595,432
+518,914
| +48% | +$12.3M |
|
|
WFM
330
DELISTED
Whole Foods Market Inc
WFM
| $36.8M | 0.07% |
1,163,439
+318,848
| +38% | +$11.3M |
|
331
Timken Company
TKR
$9.03B
| $36.7M | 0.07% |
1,335,754
+259,851
| +24% | +$8.29M |
|
332
Arch Capital
ACGL
$33.6B
| $36.7M | 0.07% |
1,498,689
+487,305
| +48% | +$11.4M |
|
|
MHFI
333
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $36.7M | 0.07% |
424,097
+66,294
| +19% | +$6.52M |
|
334
Duke Energy
DUK
$97.3B
| $36.5M | 0.07% |
506,917
-516,421
| -50% | -$37.4M |
|
335
Franco-Nevada
FNV
$46B
| $36.4M | 0.07% |
830,709
+193,373
| +30% | +$8.33M |
|
336
Signet Jewelers
SIG
$3.76B
| $36M | 0.07% |
264,264
+35,534
| +16% | +$4.56M |
|
|
Y
337
DELISTED
Alleghany Corp
Y
| $36M | 0.07% |
76,818
+47,632
| +163% | +$22.9M |
|
338
D.R. Horton
DHI
$42.3B
| $35.8M | 0.07% |
1,220,547
+82,789
| +7% | +$2.44M |
|
339
Deluxe
DLX
$1.15B
| $35.7M | 0.07% |
640,149
+126,044
| +25% | +$7.6M |
|
340
U-Haul Holding Co
UHAL
$14.6B
| $35.5M | 0.07% |
902,580
+109,160
| +14% | +$3.97M |
|
341
Crown Castle
CCI
$32.2B
| $35M | 0.07% |
443,845
+72,792
| +20% | +$5.92M |
|
342
Trane Technologies
TT
$106B
| $34.8M | 0.07% |
685,245
+77,387
| +13% | +$4.63M |
|
|
AWH
343
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $34.8M | 0.07% |
910,697
+226,065
| +33% | +$9.38M |
|
344
Oil States International
OIS
$491M
| $34.6M | 0.07% |
1,325,344
+636,746
| +92% | +$18.8M |
|
345
AvalonBay Communities
AVB
$26.8B
| $34.6M | 0.07% |
197,938
+30,619
| +18% | +$5.19M |
|
346
Danaher
DHR
$144B
| $34.3M | 0.07% |
599,273
+107,171
| +22% | +$6.33M |
|
347
Thermo Fisher Scientific
TMO
$220B
| $34.2M | 0.07% |
280,089
+58,622
| +26% | +$7.64M |
|
|
TSS
348
DELISTED
Total System Services, Inc.
TSS
| $34.2M | 0.07% |
752,047
+278,807
| +59% | +$12.7M |
|
|
HBI
349
DELISTED
Hanesbrands
HBI
| $34M | 0.07% |
1,175,171
-672,191
| -36% | -$20.8M |
|
|
HDS
350
DELISTED
HD Supply Holdings, Inc.
HDS
| $33.9M | 0.07% |
1,183,451
+268,889
| +29% | +$9.02M |
|
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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.