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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 | |
|---|---|---|---|---|---|---|
451
Boston Properties
BXP
$11.1B
| $22.7M | 0.05% |
191,580
-24,985
| -12% | -$2.99M |
|
452
Assured Guaranty
AGO
$3.34B
| $22.6M | 0.05% |
903,489
+351,206
| +64% | +$8.83M |
|
453
CDW
CDW
$17B
| $22.6M | 0.05% |
552,719
+34,652
| +7% | +$1.31M |
|
454
News Corp Class A
NWSA
$15.4B
| $22.6M | 0.05% |
1,789,332
+493,627
| +38% | +$6.87M |
|
455
Autoliv
ALV
$9B
| $22.5M | 0.05% |
286,447
-80,042
| -22% | -$6.05M |
|
|
BMS
456
DELISTED
Bemis
BMS
| $22.5M | 0.04% |
567,933
+419,027
| +281% | +$18.4M |
|
457
Credicorp
BAP
$30.7B
| $22.4M | 0.04% |
210,590
+13,847
| +7% | +$1.67M |
|
458
Atmos Energy
ATO
$28.8B
| $22.3M | 0.04% |
382,538
+4,636
| +1% | +$255K |
|
459
Illinois Tool Works
ITW
$84.5B
| $22.1M | 0.04% |
268,587
+165,232
| +160% | +$14.5M |
|
|
SCG
460
DELISTED
Scana
SCG
| $22M | 0.04% |
390,896
+162,118
| +71% | +$8.7M |
|
461
Ventas
VTR
$47.9B
| $21.8M | 0.04% |
388,840
+31,809
| +9% | +$2.09M |
|
|
K
462
DELISTED
Kellanova
K
| $21.7M | 0.04% |
347,990
+28,792
| +9% | +$1.8M |
|
463
Advance Auto Parts
AAP
$3.49B
| $21.7M | 0.04% |
114,680
+24,345
| +27% | +$4.22M |
|
|
AGN
464
DELISTED
Allergan plc
AGN
| $21.6M | 0.04% |
79,330
+18,672
| +31% | +$5.74M |
|
465
BlackBerry
BB
$5.26B
| $21.6M | 0.04% |
3,529,086
-277,058
| -7% | -$2.07M |
|
466
Commercial Metals
CMC
$8.31B
| $21.4M | 0.04% |
1,577,774
+297,173
| +23% | +$4.54M |
|
467
Lam Research
LRCX
$390B
| $21.3M | 0.04% |
3,259,210
-1,506,730
| -32% | -$11M |
|
|
JAH
468
DELISTED
JARDEN CORPORATION
JAH
| $21.2M | 0.04% |
433,428
+146,383
| +51% | +$7.74M |
|
|
HRC
469
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $21.2M | 0.04% |
407,444
-40,375
| -9% | -$2.18M |
|
470
Cheesecake Factory
CAKE
$5.33B
| $21.1M | 0.04% |
391,104
+312,770
| +399% | +$17.2M |
|
471
Werner Enterprises
WERN
$2.25B
| $20.8M | 0.04% |
828,923
+279,551
| +51% | +$7.63M |
|
472
CMS Energy
CMS
$22.3B
| $20.8M | 0.04% |
587,487
+219,421
| +60% | +$7.4M |
|
473
Manhattan Associates
MANH
$11.4B
| $20.5M | 0.04% |
329,513
+187,140
| +131% | +$11.7M |
|
474
Globe Life
GL
$14.3B
| $20.5M | 0.04% |
363,512
+184,948
| +104% | +$11M |
|
|
DATA
475
DELISTED
Tableau Software, Inc.
DATA
| $20.5M | 0.04% |
256,795
+174,336
| +211% | +$18.1M |
|
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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.