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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
+5.23%
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
$57.1B
AUM Growth
+$7.09B
(+14%)
Cap. Flow
+$5.14B
Cap. Flow
% of AUM
9%
Top 10 Holdings %
Top 10 Hldgs %
8.79%
Holding
2,416
New
255
Increased
1,207
Reduced
743
Closed
179
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class A
GOOGL
|
+$403M |
| 2 |
Citizens Financial Group
CFG
|
+$190M |
| 3 |
Yum! Brands
YUM
|
+$157M |
| 4 |
LyondellBasell Industries
LYB
|
+$129M |
| 5 |
General Motors
GM
|
+$120M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alphabet (Google) Class C
GOOG
|
+$233M |
| 2 |
CVS Health
CVS
|
+$139M |
| 3 |
Southwest Airlines
LUV
|
+$131M |
| 4 |
Archer Daniels Midland
ADM
|
+$125M |
| 5 |
Merck
MRK
|
+$122M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.15% |
| 2 | Healthcare | 14.49% |
| 3 | Technology | 14.13% |
| 4 | Consumer Discretionary | 13.89% |
| 5 | Industrials | 12.07% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
AXIS Capital
AXS
$7.55B
| $63.2M | 0.11% |
1,123,437
+684,694
| +156% | +$37.8M |
|
252
Constellation Brands
STZ
$23.2B
| $62.8M | 0.11% |
440,631
+284,132
| +182% | +$39.1M |
|
253
Nabors Industries
NBR
$1.21B
| $62.7M | 0.11% |
147,329
+31,554
| +27% | +$15.5M |
|
254
Graham Holdings Company
GHC
$5.02B
| $62.5M | 0.11% |
128,953
+13,989
| +12% | +$7.61M |
|
255
Church & Dwight Co
CHD
$24.5B
| $62.4M | 0.11% |
1,471,134
+104,990
| +8% | +$4.5M |
|
256
Bank of Montreal
BMO
$127B
| $62.1M | 0.11% |
1,104,733
-222,497
| -17% | -$12.8M |
|
257
Sysco
SYY
$40.3B
| $62.1M | 0.11% |
1,513,963
+103,741
| +7% | +$4.25M |
|
|
VR
258
DELISTED
Validus Hold Ltd
VR
| $61.6M | 0.11% |
1,330,082
+484,509
| +57% | +$22M |
|
|
FITB
259
Fifth Third Bancorp
FITB
$51.8B
| $61.3M | 0.11% |
3,050,909
-2,550,343
| -46% | -$50.5M |
|
260
ITT
ITT
$19.1B
| $61.3M | 0.11% |
1,686,945
+234,853
| +16% | +$8.81M |
|
261
Brinker International
EAT
$9.66B
| $61.1M | 0.11% |
1,274,309
+169,996
| +15% | +$7.99M |
|
262
Murphy USA
MUSA
$9.61B
| $60.9M | 0.11% |
1,002,959
-9,783
| -1% | -$585K |
|
|
BIG
263
DELISTED
Big Lots, Inc.
BIG
| $60.8M | 0.11% |
1,577,420
+171,966
| +12% | +$7.64M |
|
264
Ingredion
INGR
$6.58B
| $59.6M | 0.1% |
621,483
+169,246
| +37% | +$16M |
|
|
SPN
265
DELISTED
Superior Energy Services, Inc.
SPN
| $59.4M | 0.1% |
441,221
+10,644
| +2% | +$1.58M |
|
|
SEE
266
DELISTED
Sealed Air
SEE
| $58.7M | 0.1% |
1,316,845
+1,201,130
| +1,038% | +$55.6M |
|
267
NiSource
NI
$20.4B
| $58.7M | 0.1% |
3,007,866
+2,904,553
| +2,811% | +$55.9M |
|
268
PVH
PVH
$4.04B
| $58.1M | 0.1% |
788,210
+729,849
| +1,251% | +$64.6M |
|
|
WNR
269
DELISTED
Western Refining Inc
WNR
| $58M | 0.1% |
1,627,967
+196,236
| +14% | +$8.4M |
|
270
Synopsys
SNPS
$79.7B
| $57.8M | 0.1% |
1,267,696
+88,996
| +8% | +$4.3M |
|
271
Leidos
LDOS
$17.3B
| $57.7M | 0.1% |
1,025,890
+391,946
| +62% | +$20.7M |
|
272
Estee Lauder
EL
$32B
| $57.5M | 0.1% |
652,862
+42,398
| +7% | +$3.61M |
|
|
HAR
273
DELISTED
Harman International Industries
HAR
| $57.4M | 0.1% |
609,442
-228,625
| -27% | -$23.2M |
|
274
Stryker
SYK
$130B
| $56.5M | 0.1% |
608,152
+177,719
| +41% | +$17M |
|
275
PPG Industries
PPG
$26.6B
| $56.4M | 0.1% |
571,034
-131,140
| -19% | -$13.2M |
|
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VGA
AQR Capital Management's Q4 2015 Portfolio in Review
As of Q4 2015, AQR Capital Management held 2,416 positions worth $57.1B, up 14% from $50B the previous quarter. Its ten largest holdings account for 8.8% of the portfolio.
AQR Capital Management deployed $5.14B of net new capital in Q4 2015, opening 255 new positions and adding to 1,207 existing holdings. Its largest new stake was Alphabet (Google) Class A: 10,884,520 shares worth $423M.
By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 15% a quarter earlier, followed by Healthcare and Technology.
On the sell side, the largest reduction was Alphabet (Google) Class C, an estimated $233M trimmed.
- AQR Capital Management's largest Q4 2015 buy was Alphabet (Google) Class A: 10,884,520 shares worth $423M.
- AQR Capital Management added most to Citizens Financial Group in Q4 2015, an estimated $190M increase.
- AQR Capital Management's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $233M.
- AQR Capital Management fully exited HUBBELL INC CL-B in Q4 2015, selling an estimated $11.5M.
- AQR Capital Management's ten largest holdings make up 8.8% of its $57.1B portfolio in Q4 2015.
- AQR Capital Management opened 255 new positions and closed 179 in Q4 2015.
- AQR Capital Management's portfolio value rose 14% quarter-over-quarter to $57.1B.
Based on AQR Capital Management's 13F filing for Q4 2015, filed 16 Feb 2016.