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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 | |
|---|---|---|---|---|---|---|
351
East-West Bancorp
EWBC
$18B
| $33.8M | 0.07% |
880,368
+639,869
| +266% | +$27M |
|
|
CAM
352
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $33.7M | 0.07% |
549,519
-507,664
| -48% | -$28M |
|
353
VeriSign
VRSN
$26.6B
| $33.7M | 0.07% |
477,092
+61,711
| +15% | +$4.2M |
|
354
RTX Corp
RTX
$301B
| $33.6M | 0.07% |
600,326
-193,325
| -24% | -$11.9M |
|
|
355
Cigna
CI
$74.6B
| $33.4M | 0.07% |
247,261
-1,162,902
| -82% | -$169M |
|
|
PBCT
356
DELISTED
People's United Financial Inc
PBCT
| $33.4M | 0.07% |
2,121,639
+1,325,752
| +167% | +$21.1M |
|
357
Rockwell Automation
ROK
$49B
| $33.1M | 0.07% |
326,261
+147,854
| +83% | +$16.7M |
|
358
Packaging Corp of America
PKG
$22.8B
| $33M | 0.07% |
549,252
+79,863
| +17% | +$5.33M |
|
359
Agnico Eagle Mines
AEM
$90.5B
| $33M | 0.07% |
1,306,076
+349,057
| +36% | +$8.5M |
|
360
Ulta Beauty
ULTA
$24.3B
| $32.9M | 0.07% |
201,462
-15,160
| -7% | -$2.5M |
|
361
Hilton Worldwide
HLT
$71.5B
| $32.9M | 0.07% |
477,429
+256,137
| +116% | +$19.8M |
|
362
NVIDIA
NVDA
$5.42T
| $32.8M | 0.07% |
53,302,320
-107,586,200
| -67% | -$58.2M |
|
363
McCormick & Company Non-Voting
MKC
$14.2B
| $32.7M | 0.07% |
796,238
+155,208
| +24% | +$6.31M |
|
|
SVU
364
DELISTED
SUPERVALU Inc.
SVU
| $32.5M | 0.07% |
647,491
-39,289
| -6% | -$2.26M |
|
365
Westlake Corp
WLK
$9.9B
| $32.1M | 0.06% |
617,715
-24,317
| -4% | -$1.42M |
|
366
Pultegroup
PHM
$25.3B
| $32M | 0.06% |
1,697,950
-1,892,661
| -53% | -$38.5M |
|
367
Acuity Brands
AYI
$10.8B
| $31.9M | 0.06% |
181,677
+48,970
| +37% | +$9.52M |
|
368
Chubb
CB
$135B
| $31.8M | 0.06% |
307,981
-63,372
| -17% | -$6.63M |
|
369
Kohl's
KSS
$2.19B
| $31.8M | 0.06% |
686,513
-291,678
| -30% | -$16.4M |
|
370
Bank of America
BAC
$442B
| $31.5M | 0.06% |
2,020,390
+268,335
| +15% | +$4.51M |
|
|
CLGX
371
DELISTED
Corelogic, Inc.
CLGX
| $31M | 0.06% |
832,458
+381,526
| +85% | +$14.8M |
|
372
Tyson Foods
TSN
$20.4B
| $31M | 0.06% |
718,509
+96,647
| +16% | +$4.12M |
|
|
NE
373
DELISTED
Noble Corporation
NE
| $31M | 0.06% |
2,836,913
+1,788,915
| +171% | +$22.5M |
|
|
SJR
374
DELISTED
Shaw Communications Inc.
SJR
| $30.9M | 0.06% |
1,600,896
+137,964
| +9% | +$2.81M |
|
375
Applied Materials
AMAT
$428B
| $30.8M | 0.06% |
2,094,396
+517,746
| +33% | +$8.65M |
|
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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.