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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 | |
|---|---|---|---|---|---|---|
476
NCR Voyix
VYX
$1.14B
| $20.2M | 0.04% |
1,448,332
+1,405,103
| +3,250% | +$23.4M |
|
|
AHL
477
DELISTED
ASPEN Insurance Holding Limited
AHL
| $20.1M | 0.04% |
433,154
+200,236
| +86% | +$9.52M |
|
478
W.W. Grainger
GWW
$60.2B
| $20.1M | 0.04% |
93,573
+74,617
| +394% | +$16.8M |
|
|
STJ
479
DELISTED
St Jude Medical
STJ
| $20.1M | 0.04% |
317,839
+177,746
| +127% | +$12.7M |
|
480
Intercontinental Exchange
ICE
$84.4B
| $20M | 0.04% |
426,435
+203,535
| +91% | +$9.42M |
|
|
FCS
481
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
| $19.8M | 0.04% |
1,412,922
-38,476
| -3% | -$561K |
|
|
RDC
482
DELISTED
Rowan Companies Plc
RDC
| $19.8M | 0.04% |
1,223,901
+1,171,628
| +2,241% | +$20.4M |
|
483
Incyte
INCY
$24.4B
| $19.6M | 0.04% |
178,079
+58,147
| +48% | +$6.52M |
|
484
Constellation Brands
STZ
$23.2B
| $19.6M | 0.04% |
156,499
+52,854
| +51% | +$6.52M |
|
485
Lumen
LUMN
$6.44B
| $19.4M | 0.04% |
773,247
+390,093
| +102% | +$10.8M |
|
486
ICICI Bank
IBN
$108B
| $19.4M | 0.04% |
2,540,569
+446,917
| +21% | +$3.82M |
|
|
ENH
487
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $19.3M | 0.04% |
316,616
+161,012
| +103% | +$10.5M |
|
488
Franklin Resources
BEN
$17.2B
| $19.1M | 0.04% |
513,449
+314,714
| +158% | +$13.6M |
|
489
MSCI
MSCI
$40.9B
| $19.1M | 0.04% |
320,933
+202,730
| +172% | +$12.8M |
|
490
Seagate
STX
$184B
| $19.1M | 0.04% |
425,812
+62,155
| +17% | +$3.01M |
|
|
MRSH
491
Marsh
MRSH
$91.5B
| $19M | 0.04% |
363,161
-60,605
| -14% | -$3.38M |
|
492
Analog Devices
ADI
$190B
| $18.7M | 0.04% |
331,148
+312,926
| +1,717% | +$18.2M |
|
|
WPX
493
DELISTED
WPX Energy, Inc.
WPX
| $18.6M | 0.04% |
2,813,714
-351,572
| -11% | -$2.94M |
|
494
SLB Ltd
SLB
$75B
| $18.6M | 0.04% |
269,035
+156,503
| +139% | +$12.4M |
|
495
Autodesk
ADSK
$52.6B
| $18.4M | 0.04% |
417,226
-88,447
| -17% | -$4.44M |
|
|
LTM
496
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $18.4M | 0.04% |
3,766,841
+112,582
| +3% | +$654K |
|
497
Old Dominion Freight Line
ODFL
$44.9B
| $18.4M | 0.04% |
903,615
-30,156
| -3% | -$685K |
|
498
Edgewell Personal Care
EPC
$1.31B
| $18M | 0.04% |
220,122
-7,175
| -3% | -$649K |
|
499
BWX Technologies
BWXT
$15.6B
| $17.7M | 0.04% |
672,832
+430,444
| +178% | +$11M |
|
500
PTC
PTC
$16B
| $17.7M | 0.04% |
557,623
+42,027
| +8% | +$1.5M |
|
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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.