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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 | |
|---|---|---|---|---|---|---|
401
Welltower
WELL
$171B
| $27.9M | 0.06% |
411,601
-30,964
| -7% | -$2.07M |
|
402
CGI
GIB
$15.5B
| $27.8M | 0.06% |
769,608
+197,340
| +34% | +$7.4M |
|
|
BRSL
403
Brightstar Lottery PLC
BRSL
$2.03B
| $27.7M | 0.06% |
1,808,248
+240,218
| +15% | +$4.26M |
|
|
BRCM
404
DELISTED
BROADCOM CORP CL-A
BRCM
| $27.6M | 0.06% |
536,683
-1,022,752
| -66% | -$52.6M |
|
405
Owens Corning
OC
$12.4B
| $27.5M | 0.06% |
656,248
+514,445
| +363% | +$22.7M |
|
406
Emerson Electric
EMR
$88.3B
| $27.4M | 0.05% |
620,944
+158,562
| +34% | +$7.8M |
|
407
KBR
KBR
$4.8B
| $27.3M | 0.05% |
1,636,740
-459,616
| -22% | -$8.09M |
|
|
MXIM
408
DELISTED
Maxim Integrated Products
MXIM
| $26.9M | 0.05% |
806,827
+79,183
| +11% | +$2.62M |
|
409
Aon
AON
$76B
| $26.8M | 0.05% |
302,051
-267,245
| -47% | -$25.9M |
|
410
Imperial Oil
IMO
$60.4B
| $26.7M | 0.05% |
848,088
-8,708
| -1% | -$302K |
|
|
MNDT
411
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $26.7M | 0.05% |
840,422
+750,644
| +836% | +$31.3M |
|
412
Wheaton Precious Metals
WPM
$60.9B
| $26.5M | 0.05% |
2,213,835
+482,636
| +28% | +$6.3M |
|
|
RAI
413
DELISTED
Reynolds American Inc
RAI
| $26.4M | 0.05% |
597,328
-24,302
| -4% | -$1.01M |
|
414
Groupon
GRPN
$1.02B
| $26.3M | 0.05% |
402,631
+135,635
| +51% | +$12.1M |
|
415
Leidos
LDOS
$17.3B
| $26.2M | 0.05% |
633,944
+217,863
| +52% | +$9.09M |
|
416
Prologis
PLD
$133B
| $26.1M | 0.05% |
671,199
+50,995
| +8% | +$1.99M |
|
|
ATML
417
DELISTED
ATMEL CORP
ATML
| $26M | 0.05% |
3,225,645
-393,765
| -11% | -$3.27M |
|
418
Leggett & Platt
LEG
$1.31B
| $26M | 0.05% |
629,173
+453,787
| +259% | +$21.2M |
|
|
EPE
419
DELISTED
EP Energy Corporation
EPE
| $25.8M | 0.05% |
5,012,562
+3,251,987
| +185% | +$24.6M |
|
420
Booz Allen Hamilton
BAH
$9.15B
| $25.8M | 0.05% |
984,050
-49,879
| -5% | -$1.33M |
|
421
Ameren
AEE
$30.1B
| $25.7M | 0.05% |
608,654
+167,281
| +38% | +$6.74M |
|
422
Gen Digital
GEN
$17.5B
| $25.4M | 0.05% |
1,305,077
-2,805,012
| -68% | -$60.4M |
|
423
UGI
UGI
$7.33B
| $25.2M | 0.05% |
722,782
+10,923
| +2% | +$381K |
|
|
EMC
424
DELISTED
EMC CORPORATION
EMC
| $25.1M | 0.05% |
1,039,501
-391,014
| -27% | -$9.88M |
|
425
Teradyne
TER
$59.3B
| $25.1M | 0.05% |
1,391,018
+729,021
| +110% | +$13.4M |
|
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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.