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 | |
|---|---|---|---|---|---|---|
|
76
Archer Daniels Midland
ADM
$36.9B
| $181M | 0.32% |
4,937,533
-3,130,465
| -39% | -$125M |
|
|
77
General Motors
GM
$76.8B
| $181M | 0.32% |
5,322,598
+3,445,667
| +184% | +$120M |
|
|
DFS
78
DELISTED
Discover Financial Services
DFS
| $176M | 0.31% |
3,289,376
+321,171
| +11% | +$17.8M |
|
79
Whirlpool
WHR
$2.82B
| $175M | 0.31% |
1,193,761
-52,127
| -4% | -$8.09M |
|
80
Huntington Ingalls Industries
HII
$12.8B
| $175M | 0.31% |
1,377,159
+205,347
| +18% | +$25.1M |
|
|
FL
81
DELISTED
Foot Locker
FL
| $174M | 0.3% |
2,672,982
+199,373
| +8% | +$13.3M |
|
|
CMA
82
DELISTED
Comerica
CMA
| $172M | 0.3% |
4,114,486
+577,452
| +16% | +$25.2M |
|
83
American Electric Power
AEP
$68.4B
| $171M | 0.3% |
2,941,124
+175,035
| +6% | +$9.92M |
|
84
Goodyear
GT
$1.85B
| $171M | 0.3% |
5,236,500
+2,659,522
| +103% | +$87.2M |
|
85
Everest Group
EG
$14.4B
| $170M | 0.3% |
928,393
+102,450
| +12% | +$18.6M |
|
86
Waste Management
WM
$91B
| $170M | 0.3% |
3,183,987
+601,868
| +23% | +$32M |
|
|
STI
87
DELISTED
SunTrust Banks, Inc.
STI
| $169M | 0.3% |
3,952,683
+1,268,399
| +47% | +$53.4M |
|
88
Lear
LEA
$8.18B
| $168M | 0.29% |
1,366,467
+300,238
| +28% | +$36.6M |
|
89
PG&E
PCG
$38.5B
| $163M | 0.29% |
3,063,186
-282,102
| -8% | -$15M |
|
90
DuPont de Nemours
DD
$19.2B
| $158M | 0.28% |
1,214,043
+436,953
| +56% | +$56.1M |
|
91
HF Sinclair
DINO
$14.5B
| $157M | 0.28% |
3,940,687
+2,354,374
| +148% | +$111M |
|
92
Pinnacle West Capital
PNW
$12.2B
| $157M | 0.27% |
2,428,824
+110,948
| +5% | +$7.06M |
|
|
BRCD
93
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $156M | 0.27% |
16,989,854
+1,900,897
| +13% | +$18.7M |
|
|
MDVN
94
DELISTED
MEDIVATION, INC.
MDVN
| $156M | 0.27% |
3,226,191
+762,402
| +31% | +$32.9M |
|
95
Cardinal Health
CAH
$55.4B
| $155M | 0.27% |
1,734,304
-92,087
| -5% | -$7.82M |
|
96
Bunge Global
BG
$20.8B
| $154M | 0.27% |
2,254,564
+722,985
| +47% | +$50.9M |
|
97
Equifax
EFX
$21.4B
| $153M | 0.27% |
1,372,307
+320,951
| +31% | +$34.7M |
|
98
Boeing
BA
$185B
| $153M | 0.27% |
1,056,357
+345,661
| +49% | +$49.8M |
|
99
IQVIA
IQV
$39.3B
| $152M | 0.27% |
2,219,079
+995,367
| +81% | +$68M |
|
100
ManpowerGroup
MAN
$2.63B
| $152M | 0.27% |
1,805,427
+275,032
| +18% | +$24M |
|
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.