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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 | |
|---|---|---|---|---|---|---|
501
Carlisle Companies
CSL
$15.4B
| $17.7M | 0.04% |
202,434
+63,597
| +46% | +$6.36M |
|
502
Northern Trust
NTRS
$33.9B
| $17.5M | 0.03% |
256,568
+169,733
| +195% | +$12.5M |
|
503
CenterPoint Energy
CNP
$26.8B
| $17.4M | 0.03% |
966,455
+322,045
| +50% | +$6.02M |
|
504
Idacorp
IDA
$8.2B
| $17.4M | 0.03% |
269,044
+91,185
| +51% | +$5.5M |
|
505
L3Harris
LHX
$53.4B
| $17.4M | 0.03% |
237,968
-11,037
| -4% | -$863K |
|
506
Brown-Forman Class B
BF.B
$13.1B
| $17.4M | 0.03% |
561,053
+56,900
| +11% | +$1.85M |
|
507
Yelp
YELP
$1.41B
| $17.4M | 0.03% |
+801,089
| New | +$22.2M |
|
508
Community Health Systems
CYH
$423M
| $17.3M | 0.03% |
489,239
+426,325
| +678% | +$19.5M |
|
|
MENT
509
DELISTED
Mentor Graphics Corp
MENT
| $17M | 0.03% |
690,753
+209,831
| +44% | +$5.36M |
|
|
QVCGA
510
DELISTED
QVC Group Inc Series A
QVCGA
| $16.8M | 0.03% |
13,232
-1,133
| -8% | -$1.55M |
|
511
Factset
FDS
$10.2B
| $16.8M | 0.03% |
105,084
+34,748
| +49% | +$5.69M |
|
512
Tyler Technologies
TYL
$12.8B
| $16.8M | 0.03% |
112,182
+36,665
| +49% | +$5.15M |
|
|
TIME
513
DELISTED
Time Inc.
TIME
| $16.7M | 0.03% |
875,722
+281,570
| +47% | +$5.96M |
|
514
Designer Brands
DBI
$333M
| $16.5M | 0.03% |
653,488
+96,247
| +17% | +$2.99M |
|
515
T. Rowe Price
TROW
$24.3B
| $16.4M | 0.03% |
236,310
+190,931
| +421% | +$14.1M |
|
516
Lennox International
LII
$15.2B
| $16.4M | 0.03% |
144,798
+41,500
| +40% | +$4.87M |
|
517
CEMIG Preferred Shares
CIG
$6.01B
| $16.2M | 0.03% |
17,891,258
+602,026
| +3% | +$783K |
|
518
Truist Financial
TFC
$64B
| $16.2M | 0.03% |
454,319
+236,439
| +109% | +$9.12M |
|
519
Fortinet
FTNT
$117B
| $16.1M | 0.03% |
1,899,935
-112,645
| -6% | -$997K |
|
520
Eldorado Gold
EGO
$9.89B
| $16M | 0.03% |
1,003,833
+135,846
| +16% | +$2.26M |
|
|
BHI
521
DELISTED
Baker Hughes
BHI
| $16M | 0.03% |
307,723
+7,162
| +2% | +$400K |
|
|
CNL
522
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $15.9M | 0.03% |
298,659
-7,365
| -2% | -$397K |
|
|
JNPR
523
DELISTED
Juniper Networks
JNPR
| $15.9M | 0.03% |
617,030
-579,541
| -48% | -$15.3M |
|
524
Cinemark Holdings
CNK
$4.32B
| $15.8M | 0.03% |
487,543
+93,728
| +24% | +$3.49M |
|
525
Eaton
ETN
$174B
| $15.8M | 0.03% |
307,101
+88,051
| +40% | +$5.2M |
|
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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.