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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 | |
|---|---|---|---|---|---|---|
|
ACH
1501
Accendra Health
ACH
$214M
| $871K | ﹤0.01% |
27,281
+11,503
| +73% | +$392K |
|
|
LDL
1502
DELISTED
Lydall, Inc.
LDL
| $871K | ﹤0.01% |
30,559
-2,679
| -8% | -$76.6K |
|
|
SHLD
1503
DELISTED
Sears Holding Corporation
SHLD
| $870K | ﹤0.01% |
38,483
+6,647
| +21% | +$160K |
|
|
DTSI
1504
DELISTED
DTS, Inc.
DTSI
| $869K | ﹤0.01% |
32,562
-20,390
| -39% | -$570K |
|
|
CAVM
1505
DELISTED
Cavium, Inc.
CAVM
| $867K | ﹤0.01% |
14,122
-6,432
| -31% | -$429K |
|
1506
Unitil
UTL
$980M
| $862K | ﹤0.01% |
23,376
+2,631
| +13% | +$92.9K |
|
1507
Columbia Banking Systems
COLB
$8.84B
| $861K | ﹤0.01% |
+27,600
| New | +$872K |
|
1508
First Merchants
FRME
$2.67B
| $861K | ﹤0.01% |
32,827
+6,071
| +23% | +$157K |
|
1509
Builders FirstSource
BLDR
$8.04B
| $855K | ﹤0.01% |
67,446
+41,867
| +164% | +$595K |
|
|
WIRE
1510
DELISTED
Encore Wire Corp
WIRE
| $852K | ﹤0.01% |
26,067
+15,196
| +140% | +$538K |
|
|
ESGR
1511
DELISTED
Enstar Group
ESGR
| $851K | ﹤0.01% |
5,674
-146
| -3% | -$22.6K |
|
|
COHR
1512
DELISTED
Coherent Inc
COHR
| $849K | ﹤0.01% |
15,519
+958
| +7% | +$56K |
|
|
EGL
1513
DELISTED
Engility Holdings, Inc.
EGL
| $844K | ﹤0.01% |
32,746
-66,003
| -67% | -$1.71M |
|
|
MRGE
1514
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
| $844K | ﹤0.01% |
118,856
-233,116
| -66% | -$1.47M |
|
1515
Waterstone Financial
WSBF
$375M
| $843K | ﹤0.01% |
62,522
+28,993
| +86% | +$379K |
|
1516
CNA Financial
CNA
$14.1B
| $842K | ﹤0.01% |
24,104
+6,008
| +33% | +$226K |
|
|
TDAY
1517
USA Today Co
TDAY
$1.06B
| $841K | ﹤0.01% |
54,405
-6,428
| -11% | -$103K |
|
1518
Healthcare Realty
HR
$6.84B
| $840K | ﹤0.01% |
34,274
-3,328
| -9% | -$82.1K |
|
|
BMR
1519
DELISTED
BIOMED REALTY TRUST INC
BMR
| $840K | ﹤0.01% |
42,024
+5,124
| +14% | +$102K |
|
1520
Acadia Realty Trust
AKR
$2.84B
| $838K | ﹤0.01% |
27,881
-34,068
| -55% | -$1.05M |
|
1521
Sasol
SSL
$7.1B
| $837K | ﹤0.01% |
30,099
-11,753
| -28% | -$377K |
|
1522
Clearwater Paper
CLW
$376M
| $835K | ﹤0.01% |
17,681
-3,270
| -16% | -$176K |
|
1523
California Water Service
CWT
$3.12B
| $834K | ﹤0.01% |
37,687
-24,145
| -39% | -$528K |
|
|
CSR
1524
Centerspace
CSR
$952M
| $833K | ﹤0.01% |
10,768
-695
| -6% | -$49.7K |
|
|
ERF
1525
DELISTED
Enerplus Corporation
ERF
| $825K | ﹤0.01% |
170,088
-164,743
| -49% | -$1.05M |
|
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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.