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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 | |
|---|---|---|---|---|---|---|
|
ATVI
101
DELISTED
Activision Blizzard
ATVI
| $151M | 0.26% |
3,905,730
+792,464
| +25% | +$28.6M |
|
102
Comcast
CMCSA
$90B
| $150M | 0.26% |
5,306,452
+1,570,470
| +42% | +$47.3M |
|
103
Dr. Reddy's Laboratories
RDY
$10.2B
| $148M | 0.26% |
16,036,570
+3,223,600
| +25% | +$35.3M |
|
104
iShares Russell 3000 ETF
IWV
$20.3B
| $148M | 0.26% |
1,233,170
+437,505
| +55% | +$53.2M |
|
105
TJX Companies
TJX
$178B
| $145M | 0.25% |
4,095,446
-210,592
| -5% | -$7.5M |
|
|
BCR
106
DELISTED
CR Bard Inc.
BCR
| $144M | 0.25% |
762,108
+273,307
| +56% | +$51.2M |
|
107
Cintas
CTAS
$81.3B
| $143M | 0.25% |
6,271,252
-26,692
| -0.4% | -$608K |
|
|
CTXS
108
DELISTED
Citrix Systems Inc
CTXS
| $141M | 0.25% |
2,341,278
+1,103,667
| +89% | +$67.8M |
|
109
Aptiv
APTV
$10.3B
| $138M | 0.24% |
1,608,378
-590,899
| -27% | -$49.4M |
|
110
Xerox
XRX
$425M
| $138M | 0.24% |
4,921,785
+1,431,457
| +41% | +$38.5M |
|
111
First Solar
FSLR
$26.9B
| $137M | 0.24% |
2,082,986
+1,066,895
| +105% | +$59.8M |
|
112
Flex
FLEX
$44.8B
| $137M | 0.24% |
16,236,684
+350,380
| +2% | +$2.96M |
|
113
Accenture
ACN
$108B
| $137M | 0.24% |
1,307,348
+479,650
| +58% | +$50.6M |
|
114
Avery Dennison
AVY
$13.4B
| $136M | 0.24% |
2,169,763
+403,191
| +23% | +$25.5M |
|
115
Avnet
AVT
$7.92B
| $136M | 0.24% |
3,169,550
+1,504,792
| +90% | +$67.7M |
|
116
Amdocs
DOX
$6.22B
| $131M | 0.23% |
2,393,459
+662,902
| +38% | +$38M |
|
117
Conagra Brands
CAG
$7.23B
| $130M | 0.23% |
3,963,287
+2,144,598
| +118% | +$68.5M |
|
118
MetLife
MET
$62.1B
| $127M | 0.22% |
2,962,520
-57,971
| -2% | -$2.55M |
|
119
Centene
CNC
$32.5B
| $125M | 0.22% |
3,808,942
-213,120
| -5% | -$6.31M |
|
120
Unum
UNM
$14.3B
| $125M | 0.22% |
3,742,943
+64,314
| +2% | +$2.22M |
|
121
Lincoln National
LNC
$8.81B
| $123M | 0.22% |
2,455,942
+65,614
| +3% | +$3.43M |
|
122
Aflac
AFL
$62.6B
| $122M | 0.21% |
4,068,128
+658,278
| +19% | +$20.5M |
|
123
Oracle
ORCL
$423B
| $121M | 0.21% |
3,299,288
-278,515
| -8% | -$10.6M |
|
|
TSS
124
DELISTED
Total System Services, Inc.
TSS
| $119M | 0.21% |
2,394,964
+1,642,917
| +218% | +$85.7M |
|
125
Tyson Foods
TSN
$20.4B
| $119M | 0.21% |
2,227,563
+1,509,054
| +210% | +$72.5M |
|
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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.