We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
951
Cenovus Energy
CVE
$54.1B
| $4.36M | 0.01% |
346,042
+164,930
| +91% | +$2.43M |
|
952
Wabtec
WAB
$49.3B
| $4.35M | 0.01% |
61,112
+18,107
| +42% | +$1.45M |
|
953
Acadia Healthcare
ACHC
$2.95B
| $4.34M | 0.01% |
69,433
+40,701
| +142% | +$2.65M |
|
|
DRE
954
DELISTED
Duke Realty Corp.
DRE
| $4.32M | 0.01% |
205,437
-14,778
| -7% | -$303K |
|
|
TBI
955
Trueblue
TBI
$317M
| $4.29M | 0.01% |
166,723
+111,301
| +201% | +$3M |
|
|
SNI
956
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $4.29M | 0.01% |
77,698
-35,867
| -32% | -$2.02M |
|
957
Western Alliance Bancorporation
WAL
$8.76B
| $4.28M | 0.01% |
119,366
-14,398
| -11% | -$519K |
|
|
FMBI
958
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $4.27M | 0.01% |
231,697
-39,728
| -15% | -$733K |
|
959
Ford
F
$55.6B
| $4.23M | 0.01% |
+299,945
| New | +$4.34M |
|
960
iShares MSCI Taiwan ETF
EWT
$11B
| $4.21M | 0.01% |
165,043
-633
| -0.4% | -$17.3K |
|
961
Cincinnati Financial
CINF
$26.9B
| $4.2M | 0.01% |
70,898
+34,745
| +96% | +$2.06M |
|
|
FNHC
962
DELISTED
FedNat Holding Company Common Stock
FNHC
| $4.17M | 0.01% |
141,154
-48,610
| -26% | -$1.42M |
|
963
UFP Industries
UFPI
$5.04B
| $4.17M | 0.01% |
182,982
+94,227
| +106% | +$2.24M |
|
964
Coherent
COHR
$64.4B
| $4.16M | 0.01% |
224,320
+49,590
| +28% | +$894K |
|
|
FNFG
965
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $4.16M | 0.01% |
382,996
-95,765
| -20% | -$1.02M |
|
966
Neurocrine Biosciences
NBIX
$16.6B
| $4.12M | 0.01% |
72,846
-61,128
| -46% | -$3.11M |
|
967
Entravision Communication
EVC
$1.04B
| $4.11M | 0.01% |
532,625
-108,164
| -17% | -$879K |
|
968
Nelnet
NNI
$4.52B
| $4.07M | 0.01% |
121,090
-42,339
| -26% | -$1.42M |
|
969
Bassett Furniture
BSET
$174M
| $4.05M | 0.01% |
161,545
+24,849
| +18% | +$740K |
|
970
Check Point Software Technologies
CHKP
$13.3B
| $4.04M | 0.01% |
49,590
| – | – |
|
|
PRXL
971
DELISTED
Parexel International Corp
PRXL
| $4.03M | 0.01% |
+59,081
| New | +$3.84M |
|
972
Microchip Technology
MCHP
$44.5B
| $4.02M | 0.01% |
172,764
+33,370
| +24% | +$783K |
|
973
Landstar System
LSTR
$6.15B
| $4.01M | 0.01% |
68,347
+6,342
| +10% | +$391K |
|
974
Clean Harbors
CLH
$16.5B
| $4M | 0.01% |
+96,143
| New | +$4.18M |
|
|
AVG
975
DELISTED
AVG Technologies N.V.
AVG
| $4M | 0.01% |
199,576
-7,372
| -4% | -$155K |
|
Similar funds
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.