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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 | |
|---|---|---|---|---|---|---|
|
PARA
501
DELISTED
Paramount Global Class B
PARA
| $24.5M | 0.04% |
520,624
+354,461
| +213% | +$16.6M |
|
502
Intercontinental Exchange
ICE
$84.4B
| $24.3M | 0.04% |
473,720
+47,285
| +11% | +$2.38M |
|
503
Factset
FDS
$10.2B
| $24.1M | 0.04% |
147,990
+42,906
| +41% | +$7.2M |
|
504
Atmos Energy
ATO
$28.8B
| $24M | 0.04% |
380,887
-1,651
| -0.4% | -$101K |
|
505
Precigen
PGEN
$2.59B
| $23.9M | 0.04% |
799,512
+585,330
| +273% | +$19.7M |
|
|
WOOF
506
DELISTED
VCA Inc.
WOOF
| $23.8M | 0.04% |
433,587
+244,829
| +130% | +$13.4M |
|
507
Booz Allen Hamilton
BAH
$9.15B
| $23.8M | 0.04% |
772,852
-211,198
| -21% | -$6.13M |
|
|
CHS
508
DELISTED
Chicos FAS, Inc.
CHS
| $23.7M | 0.04% |
2,224,557
+338,927
| +18% | +$4.39M |
|
509
W.W. Grainger
GWW
$60.2B
| $23.7M | 0.04% |
117,082
+23,509
| +25% | +$4.83M |
|
510
H&R Block
HRB
$5.86B
| $23.3M | 0.04% |
698,527
-930,394
| -57% | -$33.1M |
|
|
DNY
511
DELISTED
DONNELLEY R R & SONS CO
DNY
| $23.3M | 0.04% |
1,580,064
+1,132,040
| +253% | +$16.7M |
|
|
ENH
512
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $23.1M | 0.04% |
361,559
+44,943
| +14% | +$2.89M |
|
513
Western Union
WU
$2.21B
| $22.9M | 0.04% |
1,279,740
+586,203
| +85% | +$11.1M |
|
514
Palo Alto Networks
PANW
$297B
| $22.6M | 0.04% |
771,144
+534,576
| +226% | +$15.4M |
|
|
BBBY
515
DELISTED
Bed Bath & Beyond Inc
BBBY
| $22.6M | 0.04% |
467,776
+55,680
| +14% | +$3.09M |
|
516
Honeywell
HON
$78B
| $22.5M | 0.04% |
241,835
+76,782
| +47% | +$7.04M |
|
517
Yelp
YELP
$1.41B
| $22.4M | 0.04% |
779,033
-22,056
| -3% | -$580K |
|
518
Credicorp
BAP
$30.7B
| $22.4M | 0.04% |
230,492
+19,902
| +9% | +$2.16M |
|
519
Humana
HUM
$46.2B
| $22.4M | 0.04% |
125,453
-13,706
| -10% | -$2.41M |
|
520
Autoliv
ALV
$9B
| $22.4M | 0.04% |
248,791
-37,656
| -13% | -$3.3M |
|
|
VAR
521
DELISTED
Varian Medical Systems, Inc.
VAR
| $22.3M | 0.04% |
315,107
+108,686
| +53% | +$7.51M |
|
|
GG
522
DELISTED
Goldcorp Inc
GG
| $22.1M | 0.04% |
1,922,025
-26,842
| -1% | -$341K |
|
523
Autodesk
ADSK
$52.6B
| $22.1M | 0.04% |
362,853
-54,373
| -13% | -$3.16M |
|
524
Vishay Intertechnology
VSH
$5.43B
| $22M | 0.04% |
1,825,101
+1,457,018
| +396% | +$16.5M |
|
525
DexCom
DXCM
$32B
| $22M | 0.04% |
1,073,880
+715,432
| +200% | +$14.9M |
|
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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.