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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 | |
|---|---|---|---|---|---|---|
1076
Liberty Broadband Class C
LBRDK
$5.2B
| $2.28M | ﹤0.01% |
44,517
-7,367
| -14% | -$393K |
|
|
N
1077
DELISTED
Netsuite Inc
N
| $2.28M | ﹤0.01% |
27,142
+13,542
| +100% | +$1.24M |
|
1078
Warner Bros
WBD
$67.5B
| $2.27M | ﹤0.01% |
+87,259
| New | +$2.58M |
|
|
JCP
1079
DELISTED
J.C. Penney Company, Inc.
JCP
| $2.27M | ﹤0.01% |
243,905
-112,120
| -31% | -$993K |
|
|
SNP
1080
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $2.27M | ﹤0.01% |
36,812
-21,285
| -37% | -$1.52M |
|
1081
IDT Corp
IDT
$1.62B
| $2.26M | ﹤0.01% |
223,836
+8,152
| +4% | +$93.8K |
|
|
DCT
1082
DELISTED
DCT Industrial Trust Inc.
DCT
| $2.26M | ﹤0.01% |
67,098
-18,172
| -21% | -$608K |
|
1083
LG Display
LPL
$3.4B
| $2.24M | ﹤0.01% |
235,911
-94,874
| -29% | -$953K |
|
|
AGEN
1084
Agenus
AGEN
$286M
| $2.24M | ﹤0.01% |
24,803
-5,244
| -17% | -$776K |
|
1085
CACI
CACI
$14.3B
| $2.24M | ﹤0.01% |
30,280
-1,816
| -6% | -$145K |
|
1086
White Mountains Insurance
WTM
$5.07B
| $2.24M | ﹤0.01% |
2,993
+2,279
| +319% | +$1.64M |
|
|
XCRA
1087
DELISTED
Xcerra Corporation
XCRA
| $2.24M | ﹤0.01% |
356,187
-61,715
| -15% | -$395K |
|
1088
Nucor
NUE
$62.7B
| $2.23M | ﹤0.01% |
59,355
+51,466
| +652% | +$2.21M |
|
1089
Dentsply Sirona
XRAY
$2.38B
| $2.23M | ﹤0.01% |
44,070
+27,769
| +170% | +$1.48M |
|
|
HA
1090
DELISTED
Hawaiian Holdings, Inc.
HA
| $2.22M | ﹤0.01% |
90,095
-134,915
| -60% | -$3.21M |
|
|
COR
1091
DELISTED
Coresite Realty Corporation
COR
| $2.21M | ﹤0.01% |
42,955
+17,189
| +67% | +$848K |
|
1092
Harley-Davidson
HOG
$2.71B
| $2.2M | ﹤0.01% |
40,056
+26,536
| +196% | +$1.5M |
|
1093
First Industrial Realty Trust
FR
$8.35B
| $2.2M | ﹤0.01% |
104,904
+20,623
| +24% | +$415K |
|
1094
Materion
MTRN
$5.98B
| $2.19M | ﹤0.01% |
73,106
-30,253
| -29% | -$966K |
|
1095
NETGEAR
NTGR
$626M
| $2.19M | ﹤0.01% |
75,093
+41,815
| +126% | +$1.27M |
|
|
ESL
1096
DELISTED
Esterline Technologies
ESL
| $2.19M | ﹤0.01% |
30,399
-3,863
| -11% | -$329K |
|
|
PSEM
1097
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $2.18M | ﹤0.01% |
119,432
-101,882
| -46% | -$1.4M |
|
1098
Cal-Maine
CALM
$3.86B
| $2.17M | ﹤0.01% |
39,733
-5,441
| -12% | -$292K |
|
|
VAL
1099
DELISTED
Valspar
VAL
| $2.17M | ﹤0.01% |
30,139
-34,971
| -54% | -$2.74M |
|
1100
Amkor Technology
AMKR
$13.3B
| $2.16M | ﹤0.01% |
480,573
-197,984
| -29% | -$974K |
|
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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.