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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 | |
|---|---|---|---|---|---|---|
|
GK
801
DELISTED
G&K Services Inc
GK
| $7.22M | 0.01% |
114,799
-7,641
| -6% | -$508K |
|
802
Interface
TILE
$2.22B
| $7.19M | 0.01% |
375,615
+89,904
| +31% | +$1.86M |
|
803
RB Global
RBA
$17.5B
| $7.16M | 0.01% |
298,183
+72,779
| +32% | +$1.87M |
|
|
PPL
804
PPL Corp
PPL
$26.7B
| $7.14M | 0.01% |
209,099
+69,586
| +50% | +$2.35M |
|
|
DATA
805
DELISTED
Tableau Software, Inc.
DATA
| $7.13M | 0.01% |
75,726
-181,069
| -71% | -$16.3M |
|
806
IPG Photonics
IPGP
$3.84B
| $7.1M | 0.01% |
79,658
+56,047
| +237% | +$4.8M |
|
807
John B. Sanfilippo & Son
JBSS
$972M
| $7.09M | 0.01% |
131,320
+1,155
| +0.9% | +$65.1K |
|
|
ESV
808
DELISTED
Ensco Rowan plc
ESV
| $7.07M | 0.01% |
114,806
+13,988
| +14% | +$914K |
|
809
iShares MSCI Emerging Markets ETF
EEM
$30B
| $7.04M | 0.01% |
218,782
+74,756
| +52% | +$2.56M |
|
810
Macerich
MAC
$6.92B
| $7.02M | 0.01% |
86,973
+13,208
| +18% | +$1.06M |
|
|
MON
811
DELISTED
Monsanto Co
MON
| $7M | 0.01% |
71,074
+29,130
| +69% | +$2.74M |
|
812
Moody's
MCO
$82.7B
| $6.98M | 0.01% |
69,601
-59,021
| -46% | -$5.91M |
|
813
Expeditors International
EXPD
$23.2B
| $6.97M | 0.01% |
154,514
+135,531
| +714% | +$6.57M |
|
814
Bank of Hawaii
BOH
$3.13B
| $6.86M | 0.01% |
109,094
+15,847
| +17% | +$1.04M |
|
|
CAM
815
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $6.83M | 0.01% |
108,094
-441,425
| -80% | -$29.2M |
|
816
Wendy's
WEN
$1.46B
| $6.82M | 0.01% |
+633,427
| New | +$6.24M |
|
817
Abercrombie & Fitch
ANF
$5B
| $6.81M | 0.01% |
252,289
+79,947
| +46% | +$1.86M |
|
818
Heritage Insurance Holdings
HRTG
$991M
| $6.76M | 0.01% |
309,664
+45,895
| +17% | +$1.01M |
|
819
TC Energy
TRP
$65.9B
| $6.76M | 0.01% |
207,664
-246,955
| -54% | -$8.18M |
|
|
PDCO
820
DELISTED
Patterson Companies, Inc.
PDCO
| $6.75M | 0.01% |
149,204
+11,657
| +8% | +$536K |
|
821
Flowserve
FLS
$10.2B
| $6.74M | 0.01% |
160,053
+141,248
| +751% | +$6.23M |
|
|
EV
822
DELISTED
Eaton Vance Corp.
EV
| $6.73M | 0.01% |
207,568
+25,384
| +14% | +$890K |
|
823
Spectrum Brands
SPB
$2.07B
| $6.73M | 0.01% |
66,087
+3,669
| +6% | +$351K |
|
824
HDFC Bank
HDB
$121B
| $6.73M | 0.01% |
436,784
+22,896
| +6% | +$346K |
|
|
WCN
825
Waste Connections
WCN
$42B
| $6.71M | 0.01% |
178,752
+88,612
| +98% | +$3.18M |
|
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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.