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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 | |
|---|---|---|---|---|---|---|
301
Assured Guaranty
AGO
$3.34B
| $49.9M | 0.09% |
1,887,405
+983,916
| +109% | +$26.4M |
|
302
PayPal
PYPL
$50.5B
| $49.8M | 0.09% |
1,376,286
+430,009
| +45% | +$15.2M |
|
303
CF Industries
CF
$17.3B
| $49.8M | 0.09% |
1,219,609
-169,242
| -12% | -$7.98M |
|
304
Adobe
ADBE
$105B
| $49.7M | 0.09% |
529,056
-18,427
| -3% | -$1.66M |
|
305
Ambev
ABEV
$46.4B
| $49M | 0.09% |
10,995,631
+1,125,863
| +11% | +$5.5M |
|
306
Ralph Lauren
RL
$23.6B
| $48.9M | 0.09% |
438,736
-285,994
| -39% | -$33.9M |
|
|
MBT
307
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $48.6M | 0.09% |
7,863,974
-210,581
| -3% | -$1.48M |
|
308
Teradyne
TER
$59.3B
| $48.5M | 0.08% |
2,343,953
+952,935
| +69% | +$19M |
|
309
Toronto Dominion Bank
TD
$200B
| $48.4M | 0.08% |
1,239,998
-384,598
| -24% | -$15.6M |
|
310
Hasbro
HAS
$13.2B
| $47.5M | 0.08% |
705,144
-14,309
| -2% | -$1.05M |
|
311
Arch Capital
ACGL
$33.6B
| $47.5M | 0.08% |
2,041,746
+543,057
| +36% | +$13.3M |
|
|
GNC
312
DELISTED
GNC Holdings, Inc.
GNC
| $47.4M | 0.08% |
1,528,880
+327,489
| +27% | +$11M |
|
313
Banco Santander Chile
BSAC
$16.6B
| $47.2M | 0.08% |
2,677,601
+338,370
| +14% | +$6.3M |
|
314
Ameren
AEE
$30.1B
| $47.2M | 0.08% |
1,091,004
+482,350
| +79% | +$20.9M |
|
|
EMC
315
DELISTED
EMC CORPORATION
EMC
| $47M | 0.08% |
1,830,280
+790,779
| +76% | +$20.5M |
|
|
STJ
316
DELISTED
St Jude Medical
STJ
| $46.8M | 0.08% |
758,213
+440,374
| +139% | +$27.8M |
|
317
Canadian National Railway
CNI
$76.6B
| $46.3M | 0.08% |
832,078
-363,659
| -30% | -$21.3M |
|
|
HDS
318
DELISTED
HD Supply Holdings, Inc.
HDS
| $45.9M | 0.08% |
1,527,587
+344,136
| +29% | +$10.3M |
|
|
CHL
319
DELISTED
China Mobile Limited
CHL
| $45.7M | 0.08% |
812,091
+154,739
| +24% | +$9.13M |
|
|
NE
320
DELISTED
Noble Corporation
NE
| $45.6M | 0.08% |
4,325,010
+1,488,097
| +52% | +$18.7M |
|
321
Becton Dickinson
BDX
$48.2B
| $45.3M | 0.08% |
301,330
-14,230
| -5% | -$2.05M |
|
322
Thomson Reuters
TRI
$44.1B
| $45.1M | 0.08% |
1,029,569
+58,244
| +6% | +$2.71M |
|
323
Acuity Brands
AYI
$10.8B
| $45M | 0.08% |
192,344
+10,667
| +6% | +$2.32M |
|
|
ESRX
324
DELISTED
Express Scripts Holding Company
ESRX
| $44.9M | 0.08% |
513,119
+228,517
| +80% | +$19.6M |
|
325
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $44.6M | 0.08% |
1,600,545
+33,795
| +2% | +$966K |
|
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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.