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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 | |
|---|---|---|---|---|---|---|
376
Intuitive Surgical
ISRG
$134B
| $37.5M | 0.07% |
617,400
+499,815
| +425% | +$28.1M |
|
|
PLCM
377
DELISTED
POLYCOM INC
PLCM
| $37.5M | 0.07% |
2,975,686
+245,151
| +9% | +$3.19M |
|
|
DF
378
DELISTED
Dean Foods Company
DF
| $37.5M | 0.07% |
2,184,151
+773,421
| +55% | +$13.9M |
|
379
Booking.com
BKNG
$161B
| $37.4M | 0.07% |
733,425
+454,925
| +163% | +$24M |
|
380
Carlisle Companies
CSL
$15.4B
| $37.3M | 0.07% |
420,487
+218,053
| +108% | +$19.3M |
|
|
BMS
381
DELISTED
Bemis
BMS
| $37.1M | 0.06% |
830,046
+262,113
| +46% | +$11.7M |
|
382
Manhattan Associates
MANH
$11.4B
| $37.1M | 0.06% |
560,354
+230,841
| +70% | +$16.4M |
|
|
DISH
383
DELISTED
DISH Network Corp.
DISH
| $37M | 0.06% |
646,255
-44,643
| -6% | -$2.73M |
|
384
RenaissanceRe
RNR
$13.4B
| $36.8M | 0.06% |
325,489
+96,099
| +42% | +$10.6M |
|
385
Agnico Eagle Mines
AEM
$90.5B
| $36.8M | 0.06% |
1,404,502
+98,426
| +8% | +$2.68M |
|
386
Cigna
CI
$74.6B
| $36.7M | 0.06% |
251,033
+3,772
| +2% | +$518K |
|
387
CDW
CDW
$17B
| $36.6M | 0.06% |
870,824
+318,105
| +58% | +$13.8M |
|
388
Corning
GLW
$143B
| $36.4M | 0.06% |
1,993,624
-405,528
| -17% | -$7.35M |
|
389
AvalonBay Communities
AVB
$26.8B
| $36.4M | 0.06% |
197,828
-110
| -0.1% | -$19.7K |
|
390
Kohl's
KSS
$2.19B
| $36.4M | 0.06% |
764,167
+77,654
| +11% | +$3.59M |
|
391
Commercial Metals
CMC
$8.31B
| $36.4M | 0.06% |
2,655,920
+1,078,146
| +68% | +$16M |
|
392
Norwegian Cruise Line
NCLH
$8.84B
| $36.3M | 0.06% |
620,179
-55,798
| -8% | -$3.28M |
|
|
MJN
393
DELISTED
Mead Johnson Nutrition Company
MJN
| $36.3M | 0.06% |
459,978
-699,864
| -60% | -$55.1M |
|
394
America Movil
AMX
$71.2B
| $36.3M | 0.06% |
2,582,553
-4,762,694
| -65% | -$77.7M |
|
|
Y
395
DELISTED
Alleghany Corp
Y
| $36.3M | 0.06% |
75,958
-860
| -1% | -$425K |
|
396
McCormick & Company Non-Voting
MKC
$14.2B
| $36.2M | 0.06% |
845,582
+49,344
| +6% | +$2.08M |
|
|
WWAV
397
DELISTED
The WhiteWave Foods Company
WWAV
| $35.9M | 0.06% |
921,534
-108,735
| -11% | -$4.4M |
|
|
JNS
398
DELISTED
Janus Capital Group Inc
JNS
| $35.8M | 0.06% |
2,539,301
+1,735,449
| +216% | +$25.8M |
|
399
Lincoln Electric
LECO
$15.4B
| $35.7M | 0.06% |
687,444
+153,667
| +29% | +$8.55M |
|
|
MRO
400
DELISTED
Marathon Oil Corporation
MRO
| $35.6M | 0.06% |
2,829,472
-229,193
| -7% | -$3.86M |
|
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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.