We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
CSC
126
DELISTED
Computer Sciences
CSC
| $105M | 0.21% |
4,055,438
+50,768
| +1% | +$1.37M |
|
|
MDVN
127
DELISTED
MEDIVATION, INC.
MDVN
| $105M | 0.21% |
2,463,789
+459,287
| +23% | +$22.8M |
|
|
TTM
128
DELISTED
Tata Motors Limited
TTM
| $104M | 0.21% |
4,609,326
+247,882
| +6% | +$6.81M |
|
129
Capri Holdings
CPRI
$1.74B
| $104M | 0.21% |
2,454,515
+2,343,567
| +2,112% | +$99.1M |
|
|
STI
130
DELISTED
SunTrust Banks, Inc.
STI
| $103M | 0.21% |
2,684,284
+1,774,410
| +195% | +$74.3M |
|
131
Royal Caribbean
RCL
$85.6B
| $102M | 0.2% |
1,150,417
-115,371
| -9% | -$10.1M |
|
132
Equifax
EFX
$21.4B
| $102M | 0.2% |
1,051,356
+762,639
| +264% | +$75.8M |
|
133
Canadian Imperial Bank of Commerce
CM
$108B
| $102M | 0.2% |
2,842,748
-41,904
| -1% | -$1.48M |
|
134
Avery Dennison
AVY
$13.4B
| $99.9M | 0.2% |
1,766,572
+475,953
| +37% | +$28.7M |
|
135
Aflac
AFL
$62.6B
| $99.1M | 0.2% |
3,409,850
+1,299,548
| +62% | +$39.3M |
|
136
Amdocs
DOX
$6.22B
| $98.4M | 0.2% |
1,730,557
+446,815
| +35% | +$25.6M |
|
137
Macy's
M
$6.68B
| $97.4M | 0.19% |
1,897,509
+1,021,491
| +117% | +$64.1M |
|
|
ATVI
138
DELISTED
Activision Blizzard
ATVI
| $96.2M | 0.19% |
3,113,266
+257,296
| +9% | +$7.17M |
|
139
FedEx
FDX
$75.4B
| $96M | 0.19% |
666,966
-227,469
| -25% | -$36.3M |
|
140
Akamai
AKAM
$15.9B
| $96M | 0.19% |
1,390,499
+81,194
| +6% | +$5.86M |
|
141
Verizon
VZ
$196B
| $95.8M | 0.19% |
2,202,059
-418,230
| -16% | -$19.3M |
|
142
Hormel Foods
HRL
$13.8B
| $95.3M | 0.19% |
3,011,050
+453,422
| +18% | +$13.6M |
|
143
The Mosaic Company
MOS
$7.33B
| $94.7M | 0.19% |
3,044,913
+1,935,697
| +175% | +$79.9M |
|
144
Phillips 66
PSX
$81.4B
| $94.5M | 0.19% |
1,230,306
-772,336
| -39% | -$61.4M |
|
|
LLL
145
DELISTED
L3 Technologies, Inc.
LLL
| $94.4M | 0.19% |
902,918
-187,483
| -17% | -$21.1M |
|
|
MNK
146
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $93.3M | 0.19% |
1,459,887
+618,797
| +74% | +$61.3M |
|
147
Boeing
BA
$185B
| $93.1M | 0.19% |
710,696
+445,341
| +168% | +$61.8M |
|
148
ExxonMobil
XOM
$634B
| $92.9M | 0.19% |
1,249,605
-820,988
| -40% | -$63.3M |
|
|
HOT
149
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $92.7M | 0.19% |
1,395,041
+1,081,269
| +345% | +$82.2M |
|
150
Simon Property Group
SPG
$72.3B
| $91.5M | 0.18% |
498,302
+36,033
| +8% | +$6.61M |
|
Similar funds
VGA
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.