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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 | |
|---|---|---|---|---|---|---|
926
Haverty Furniture Companies
HVT
$455M
| $3.38M | 0.01% |
143,715
-31,723
| -18% | -$729K |
|
927
Ultragenyx Pharmaceutical
RARE
$2.6B
| $3.35M | 0.01% |
34,777
+12,185
| +54% | +$1.4M |
|
|
DFT
928
DELISTED
DuPont Fabros Technology Inc.
DFT
| $3.33M | 0.01% |
128,486
-92,906
| -42% | -$2.64M |
|
929
CONMED
CNMD
$1.49B
| $3.31M | 0.01% |
69,247
-79,129
| -53% | -$4.34M |
|
|
AMAG
930
DELISTED
AMAG Pharmaceuticals
AMAG
| $3.3M | 0.01% |
83,178
+36,071
| +77% | +$2.24M |
|
931
American States Water
AWR
$3.43B
| $3.3M | 0.01% |
79,705
-67,928
| -46% | -$2.62M |
|
|
EGRX
932
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $3.3M | 0.01% |
44,534
+17,162
| +63% | +$1.43M |
|
933
Gentex
GNTX
$4.99B
| $3.27M | 0.01% |
211,156
+86,929
| +70% | +$1.38M |
|
|
LTC
934
LTC Properties
LTC
$2.12B
| $3.25M | 0.01% |
76,083
-60,656
| -44% | -$2.57M |
|
935
Papa John's
PZZA
$776M
| $3.24M | 0.01% |
47,268
-1,118
| -2% | -$80.5K |
|
936
AMC Entertainment Holdings
AMC
$2.14B
| $3.22M | 0.01% |
12,782
+2,509
| +24% | +$735K |
|
937
Quanta Services
PWR
$100B
| $3.2M | 0.01% |
132,336
-198,925
| -60% | -$5.07M |
|
938
Oxford Industries
OXM
$551M
| $3.2M | 0.01% |
43,360
+34,009
| +364% | +$2.82M |
|
|
NCI
939
DELISTED
Navigant Consulting, Inc.
NCI
| $3.2M | 0.01% |
200,947
-52,665
| -21% | -$809K |
|
|
CIT
940
DELISTED
CIT Group Inc.
CIT
| $3.19M | 0.01% |
79,798
-72,908
| -48% | -$3.27M |
|
|
MFLX
941
DELISTED
MULTI-FINELINE ELECTRONIX INC
MFLX
| $3.19M | 0.01% |
191,019
+169,035
| +769% | +$2.94M |
|
|
CADE
942
DELISTED
Cadence Bank
CADE
| $3.17M | 0.01% |
133,582
+80,199
| +150% | +$1.97M |
|
|
CYNO
943
DELISTED
Cynosure, Inc. Class A
CYNO
| $3.17M | 0.01% |
105,580
-34,032
| -24% | -$1.22M |
|
|
ISBC
944
DELISTED
Investors Bancorp, Inc.
ISBC
| $3.15M | 0.01% |
255,667
+9,590
| +4% | +$116K |
|
945
La-Z-Boy
LZB
$1.67B
| $3.14M | 0.01% |
118,376
+19,633
| +20% | +$521K |
|
946
Federal Realty Investment Trust
FRT
$10.2B
| $3.14M | 0.01% |
22,983
-15,887
| -41% | -$2.12M |
|
|
IMS
947
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
| $3.13M | 0.01% |
+107,721
| New | +$3.31M |
|
948
Walker & Dunlop
WD
$1.44B
| $3.13M | 0.01% |
120,055
+50,019
| +71% | +$1.25M |
|
|
EXPR
949
DELISTED
Express, Inc.
EXPR
| $3.13M | 0.01% |
8,758
+2,983
| +52% | +$1.12M |
|
|
PMC
950
DELISTED
PharMerica Corporation
PMC
| $3.13M | 0.01% |
109,836
-43,909
| -29% | -$1.48M |
|
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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.