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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 | |
|---|---|---|---|---|---|---|
|
AGU
551
DELISTED
Agrium
AGU
| $13.9M | 0.03% |
156,081
-68,325
| -30% | -$6.91M |
|
552
Ball Corp
BALL
$16.8B
| $13.8M | 0.03% |
443,772
-122,960
| -22% | -$4.17M |
|
553
Booking.com
BKNG
$161B
| $13.8M | 0.03% |
278,500
+150,750
| +118% | +$7.49M |
|
|
PCP
554
DELISTED
PRECISION CASTPARTS CORP
PCP
| $13.8M | 0.03% |
+59,911
| New | +$12.9M |
|
555
Horace Mann Educators
HMN
$2.11B
| $13.7M | 0.03% |
412,650
-40,950
| -9% | -$1.42M |
|
556
Cabot Corp
CBT
$4.52B
| $13.6M | 0.03% |
432,475
+181,597
| +72% | +$6.29M |
|
557
Worthington Enterprises
WOR
$2.86B
| $13.5M | 0.03% |
825,627
+120
| +0% | +$1.96K |
|
|
VAR
558
DELISTED
Varian Medical Systems, Inc.
VAR
| $13.4M | 0.03% |
206,421
+78,164
| +61% | +$5.7M |
|
559
Newmont
NEM
$119B
| $13.3M | 0.03% |
829,865
-17,557
| -2% | -$314K |
|
560
iShares MSCI EAFE ETF
EFA
$80.2B
| $13.3M | 0.03% |
232,486
+74,657
| +47% | +$4.61M |
|
561
Opko Health
OPK
$1.02B
| $13.3M | 0.03% |
1,577,560
+1,475,525
| +1,446% | +$19.5M |
|
|
ATW
562
DELISTED
Atwood Oceanics
ATW
| $13.1M | 0.03% |
887,699
+532,293
| +150% | +$10.4M |
|
563
Vornado Realty Trust
VNO
$7.38B
| $13.1M | 0.03% |
178,771
-133,956
| -43% | -$10.1M |
|
564
Air Products & Chemicals
APD
$67.6B
| $13M | 0.03% |
110,520
+35,491
| +47% | +$4.52M |
|
|
YHOO
565
DELISTED
Yahoo Inc
YHOO
| $12.8M | 0.03% |
444,420
-2,012,103
| -82% | -$69.8M |
|
566
State Street
STT
$50.7B
| $12.8M | 0.03% |
191,136
-76,178
| -28% | -$5.67M |
|
567
Western Union
WU
$2.21B
| $12.7M | 0.03% |
693,537
+484,045
| +231% | +$9.21M |
|
568
Tapestry
TPR
$32.8B
| $12.7M | 0.03% |
440,028
-47,317
| -10% | -$1.46M |
|
569
Helmerich & Payne
HP
$3.71B
| $12.6M | 0.03% |
267,423
+95,171
| +55% | +$5.39M |
|
570
Moody's
MCO
$82.7B
| $12.6M | 0.03% |
128,622
+7,983
| +7% | +$849K |
|
|
QEP
571
DELISTED
QEP RESOURCES, INC.
QEP
| $12.5M | 0.03% |
996,731
+984,444
| +8,012% | +$13.6M |
|
|
APOL
572
DELISTED
Apollo Education Group Inc Class A
APOL
| $12.4M | 0.02% |
1,125,681
-231,283
| -17% | -$2.83M |
|
|
EGN
573
DELISTED
Energen
EGN
| $12.4M | 0.02% |
248,863
+11,985
| +5% | +$646K |
|
574
Williams-Sonoma
WSM
$29.6B
| $12.4M | 0.02% |
324,426
-23,102
| -7% | -$940K |
|
575
Alnylam Pharmaceuticals
ALNY
$29.3B
| $12.4M | 0.02% |
153,791
+71,679
| +87% | +$7.96M |
|
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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.