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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 | |
|---|---|---|---|---|---|---|
|
PF
401
DELISTED
Pinnacle Foods, Inc.
PF
| $35.6M | 0.06% |
837,346
+112,101
| +15% | +$4.8M |
|
402
Ryder
R
$10.1B
| $35.4M | 0.06% |
623,042
+74,699
| +14% | +$4.94M |
|
403
Dick's Sporting Goods
DKS
$18.7B
| $35.4M | 0.06% |
1,000,502
-528,537
| -35% | -$22.2M |
|
404
Bank of America
BAC
$442B
| $35.3M | 0.06% |
2,094,880
+74,490
| +4% | +$1.26M |
|
405
Thermo Fisher Scientific
TMO
$220B
| $35.2M | 0.06% |
248,296
-31,793
| -11% | -$4.24M |
|
406
KBR
KBR
$4.8B
| $35.2M | 0.06% |
2,081,169
+444,429
| +27% | +$8.16M |
|
407
M&T Bank
MTB
$36.2B
| $35.2M | 0.06% |
290,467
+100,192
| +53% | +$12.2M |
|
408
Signet Jewelers
SIG
$3.76B
| $35.1M | 0.06% |
284,098
+19,834
| +8% | +$2.69M |
|
409
Crane NXT
CXT
$3.07B
| $35M | 0.06% |
2,108,073
+343,946
| +19% | +$5.96M |
|
410
Cameco
CCJ
$42.4B
| $35M | 0.06% |
2,849,605
+1,650,432
| +138% | +$21.2M |
|
411
Teradata
TDC
$2.55B
| $35M | 0.06% |
1,323,897
+783,289
| +145% | +$22.1M |
|
412
Parker-Hannifin
PH
$135B
| $34.9M | 0.06% |
360,011
-21,942
| -6% | -$2.22M |
|
413
Marriott International
MAR
$92.3B
| $34.9M | 0.06% |
519,871
+176,613
| +51% | +$12.8M |
|
414
NCR Voyix
VYX
$1.14B
| $34.8M | 0.06% |
2,316,985
+868,653
| +60% | +$13.8M |
|
415
Emerson Electric
EMR
$88.3B
| $34.6M | 0.06% |
722,474
+101,530
| +16% | +$4.83M |
|
416
Liberty Global Class A
LBTYA
$3.6B
| $34.5M | 0.06% |
933,172
+615,793
| +194% | +$23.2M |
|
417
Advance Auto Parts
AAP
$3.49B
| $34.4M | 0.06% |
228,883
+114,203
| +100% | +$19.8M |
|
418
Werner Enterprises
WERN
$2.25B
| $34.3M | 0.06% |
1,465,080
+636,157
| +77% | +$16.5M |
|
|
NFX
419
DELISTED
Newfield Exploration
NFX
| $34.2M | 0.06% |
1,049,185
-246,203
| -19% | -$9.17M |
|
420
Steris
STE
$23.1B
| $33.7M | 0.06% |
447,300
+282,762
| +172% | +$20.4M |
|
|
WRK
421
DELISTED
WestRock Company
WRK
| $33.5M | 0.06% |
814,325
-1,041,792
| -56% | -$47.4M |
|
422
Alibaba
BABA
$308B
| $33.3M | 0.06% |
+409,913
| New | +$32.2M |
|
|
SCG
423
DELISTED
Scana
SCG
| $33.2M | 0.06% |
548,978
+158,082
| +40% | +$9.27M |
|
|
BRSL
424
Brightstar Lottery PLC
BRSL
$2.03B
| $33.1M | 0.06% |
2,047,595
+239,347
| +13% | +$3.83M |
|
425
Navient
NAVI
$853M
| $33.1M | 0.06% |
2,887,857
-1,603,857
| -36% | -$19.6M |
|
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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.