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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 | |
|---|---|---|---|---|---|---|
|
426
Humana
HUM
$46.2B
| $24.9M | 0.05% |
139,159
-921,608
| -87% | -$170M |
|
|
ZNGA
427
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $24.6M | 0.05% |
10,785,316
+5,322,264
| +97% | +$13.6M |
|
428
Norfolk Southern
NSC
$75.1B
| $24.4M | 0.05% |
319,476
-148,687
| -32% | -$12.1M |
|
429
RenaissanceRe
RNR
$13.4B
| $24.4M | 0.05% |
229,390
+44,833
| +24% | +$4.71M |
|
430
Prudential Financial
PRU
$41.8B
| $24.4M | 0.05% |
319,837
-185,584
| -37% | -$15.6M |
|
|
GG
431
DELISTED
Goldcorp Inc
GG
| $24.3M | 0.05% |
1,948,867
+488,035
| +33% | +$6.82M |
|
432
Stanley Black & Decker
SWK
$15.7B
| $24.2M | 0.05% |
249,557
+165,278
| +196% | +$17M |
|
433
Cemex
CX
$16.3B
| $23.9M | 0.05% |
3,697,229
+328,585
| +10% | +$2.44M |
|
434
Chipotle Mexican Grill
CMG
$41.5B
| $23.8M | 0.05% |
1,650,800
-9,250
| -0.6% | -$132K |
|
435
Fair Isaac
FICO
$22.5B
| $23.6M | 0.05% |
279,106
+53,344
| +24% | +$4.7M |
|
436
AXIS Capital
AXS
$7.55B
| $23.6M | 0.05% |
438,743
+270,191
| +160% | +$15M |
|
437
Genpact
G
$5.76B
| $23.6M | 0.05% |
998,006
+259,275
| +35% | +$5.82M |
|
|
BBBY
438
DELISTED
Bed Bath & Beyond Inc
BBBY
| $23.5M | 0.05% |
412,096
+70,453
| +21% | +$4.49M |
|
|
RHT
439
DELISTED
Red Hat Inc
RHT
| $23.5M | 0.05% |
326,787
+228,356
| +232% | +$17.2M |
|
440
ON Semiconductor
ON
$31.6B
| $23.5M | 0.05% |
2,497,588
-743,908
| -23% | -$7.56M |
|
441
Marriott International
MAR
$92.3B
| $23.4M | 0.05% |
343,258
+9,847
| +3% | +$712K |
|
|
DF
442
DELISTED
Dean Foods Company
DF
| $23.3M | 0.05% |
1,410,730
+897,953
| +175% | +$15.3M |
|
443
Omnicom Group
OMC
$23.4B
| $23.2M | 0.05% |
352,298
+45,504
| +15% | +$3.19M |
|
444
M&T Bank
MTB
$36.2B
| $23.2M | 0.05% |
190,275
+18,642
| +11% | +$2.33M |
|
445
Quest Diagnostics
DGX
$26.3B
| $23.1M | 0.05% |
375,548
+245,623
| +189% | +$17.2M |
|
|
ESRX
446
DELISTED
Express Scripts Holding Company
ESRX
| $23M | 0.05% |
284,602
+125,172
| +79% | +$10.9M |
|
447
BioMarin Pharmaceuticals
BMRN
$12.4B
| $23M | 0.05% |
218,604
-92,080
| -30% | -$12.3M |
|
|
AFSI
448
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $23M | 0.05% |
730,940
+621,328
| +567% | +$19.7M |
|
449
Hershey
HSY
$36.6B
| $22.9M | 0.05% |
249,136
-5,379
| -2% | -$490K |
|
450
Ionis Pharmaceuticals
IONS
$9.4B
| $22.8M | 0.05% |
563,753
+433,502
| +333% | +$22.4M |
|
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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.