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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 | |
|---|---|---|---|---|---|---|
|
PF
376
DELISTED
Pinnacle Foods, Inc.
PF
| $30.4M | 0.06% |
725,245
+368,538
| +103% | +$16.7M |
|
|
SBNY
377
DELISTED
Signature Bank
SBNY
| $30.4M | 0.06% |
220,640
+155,595
| +239% | +$22M |
|
|
DNB
378
DELISTED
Dun & Bradstreet
DNB
| $30.3M | 0.06% |
288,707
-187,960
| -39% | -$21.5M |
|
379
NextEra Energy
NEE
$177B
| $30.1M | 0.06% |
1,235,604
+708,552
| +134% | +$18M |
|
380
PACCAR
PCAR
$70.1B
| $30.1M | 0.06% |
864,381
+669,094
| +343% | +$27.1M |
|
381
Johnson Controls International
JCI
$92.2B
| $29.8M | 0.06% |
688,723
+83,520
| +14% | +$3.85M |
|
382
Hanover Insurance
THG
$7.98B
| $29.7M | 0.06% |
382,030
+137,515
| +56% | +$10.9M |
|
|
CHS
383
DELISTED
Chicos FAS, Inc.
CHS
| $29.7M | 0.06% |
1,885,630
-70,220
| -4% | -$1.09M |
|
|
WBC
384
DELISTED
WABCO HOLDINGS INC.
WBC
| $29.6M | 0.06% |
282,191
-11,315
| -4% | -$1.33M |
|
385
FirstEnergy
FE
$27.5B
| $29.5M | 0.06% |
943,570
+504,033
| +115% | +$16.5M |
|
386
Teleflex
TFX
$5.98B
| $29.5M | 0.06% |
237,706
+108,722
| +84% | +$14.5M |
|
387
NOV
NOV
$7B
| $29.5M | 0.06% |
782,336
-78,648
| -9% | -$3.22M |
|
388
PayPal
PYPL
$50.5B
| $29.4M | 0.06% |
+946,277
| New | +$33.9M |
|
389
Sempra
SRE
$54.8B
| $29.2M | 0.06% |
603,920
+92,338
| +18% | +$4.54M |
|
390
Toll Brothers
TOL
$14.5B
| $29.1M | 0.06% |
851,272
+299,595
| +54% | +$11.3M |
|
|
CVC
391
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $29.1M | 0.06% |
896,202
-69,119
| -7% | -$1.88M |
|
392
EOG Resources
EOG
$70.7B
| $28.9M | 0.06% |
396,365
-47,426
| -11% | -$3.69M |
|
|
PLCM
393
DELISTED
POLYCOM INC
PLCM
| $28.6M | 0.06% |
2,730,535
+232,105
| +9% | +$2.52M |
|
394
Crane NXT
CXT
$3.07B
| $28.6M | 0.06% |
1,764,127
+325,053
| +23% | +$5.98M |
|
395
Brookfield
BN
$108B
| $28.4M | 0.06% |
2,577,430
+14,503
| +0.6% | +$169K |
|
396
Deere & Co
DE
$168B
| $28.2M | 0.06% |
380,809
+343,578
| +923% | +$30.2M |
|
|
APC
397
DELISTED
Anadarko Petroleum
APC
| $28.1M | 0.06% |
465,432
-334,835
| -42% | -$23.8M |
|
|
HES
398
DELISTED
Hess
HES
| $28.1M | 0.06% |
560,989
-115,699
| -17% | -$6.62M |
|
399
Lincoln Electric
LECO
$15.4B
| $28M | 0.06% |
533,777
+241,688
| +83% | +$14.2M |
|
|
WGL
400
DELISTED
Wgl Holdings
WGL
| $27.9M | 0.06% |
484,407
+119,475
| +33% | +$6.57M |
|
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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.