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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 | |
|---|---|---|---|---|---|---|
126
Lockheed Martin
LMT
$136B
| $118M | 0.21% |
545,416
-107,308
| -16% | -$23.3M |
|
127
Magna International
MGA
$18.8B
| $118M | 0.21% |
2,924,845
+211,073
| +8% | +$9.82M |
|
128
Phillips 66
PSX
$81.4B
| $118M | 0.21% |
1,440,619
+210,313
| +17% | +$18.1M |
|
129
Bath & Body Works
BBWI
$4.1B
| $117M | 0.2% |
1,504,848
-106,865
| -7% | -$8.28M |
|
130
Philip Morris
PM
$295B
| $115M | 0.2% |
1,306,161
-215,520
| -14% | -$18.7M |
|
131
CSX Corp
CSX
$93.1B
| $114M | 0.2% |
13,208,118
+275,202
| +2% | +$2.5M |
|
132
Verizon
VZ
$196B
| $113M | 0.2% |
2,451,495
+249,436
| +11% | +$11.3M |
|
133
Agilent Technologies
A
$41.2B
| $113M | 0.2% |
2,694,450
+651,204
| +32% | +$25.2M |
|
|
IM
134
DELISTED
Ingram Micro
IM
| $113M | 0.2% |
3,706,260
+1,587,978
| +75% | +$48M |
|
135
McDonald's
MCD
$195B
| $112M | 0.2% |
950,208
+311,544
| +49% | +$34.8M |
|
136
Capri Holdings
CPRI
$1.74B
| $111M | 0.19% |
2,777,905
+323,390
| +13% | +$13.3M |
|
137
Quest Diagnostics
DGX
$26.3B
| $111M | 0.19% |
1,563,528
+1,187,980
| +316% | +$79.9M |
|
|
LLL
138
DELISTED
L3 Technologies, Inc.
LLL
| $111M | 0.19% |
927,309
+24,391
| +3% | +$2.9M |
|
139
Costco
COST
$420B
| $111M | 0.19% |
685,751
-75,776
| -10% | -$12M |
|
140
Cognizant
CTSH
$26B
| $110M | 0.19% |
1,840,290
+476,208
| +35% | +$30.7M |
|
|
VIAB
141
DELISTED
Viacom Inc. Class B
VIAB
| $109M | 0.19% |
2,651,091
-268,106
| -9% | -$12.6M |
|
142
HP
HPQ
$27.5B
| $108M | 0.19% |
9,130,549
-8,303,927
| -48% | -$106M |
|
143
3M
MMM
$94.3B
| $108M | 0.19% |
854,040
-251,960
| -23% | -$32.4M |
|
144
NVIDIA
NVDA
$5.42T
| $105M | 0.18% |
127,981,960
+74,679,640
| +140% | +$56.3M |
|
145
Universal Health Services
UHS
$10.5B
| $105M | 0.18% |
878,568
+271,447
| +45% | +$33.2M |
|
146
VeriSign
VRSN
$26.6B
| $105M | 0.18% |
1,196,952
+719,860
| +151% | +$60M |
|
147
Alaska Air
ALK
$5.58B
| $104M | 0.18% |
1,293,111
-205,173
| -14% | -$16.3M |
|
148
IBM
IBM
$224B
| $102M | 0.18% |
777,798
+177,557
| +30% | +$23.9M |
|
149
Jabil
JBL
$35.8B
| $102M | 0.18% |
4,379,815
+704,893
| +19% | +$16.8M |
|
150
Coca-Cola
KO
$375B
| $102M | 0.18% |
2,371,134
-1,798,252
| -43% | -$76.3M |
|
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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.