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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 | |
|---|---|---|---|---|---|---|
151
JetBlue
JBLU
$2.29B
| $102M | 0.18% |
4,490,508
+2,779,604
| +162% | +$69.2M |
|
152
Stellantis
STLA
$20.8B
| $101M | 0.18% |
11,032,790
+1,900,581
| +21% | +$17.8M |
|
|
TTM
153
DELISTED
Tata Motors Limited
TTM
| $101M | 0.18% |
3,412,118
-1,197,208
| -26% | -$34.8M |
|
|
AGN
154
DELISTED
Allergan plc
AGN
| $100M | 0.18% |
321,518
+242,188
| +305% | +$72.1M |
|
155
Fidelity National Information Services
FIS
$22.1B
| $99.4M | 0.17% |
1,640,577
+44,521
| +3% | +$2.94M |
|
156
Ross Stores
ROST
$81.9B
| $98.6M | 0.17% |
1,832,308
-1,482,275
| -45% | -$75.7M |
|
|
SKX
157
DELISTED
Skechers
SKX
| $98.3M | 0.17% |
3,253,239
+1,487,379
| +84% | +$49.7M |
|
158
Simon Property Group
SPG
$72.3B
| $97.3M | 0.17% |
500,439
+2,137
| +0.4% | +$414K |
|
159
Colgate-Palmolive
CL
$74.4B
| $96.7M | 0.17% |
1,450,869
+107,184
| +8% | +$7.13M |
|
160
D.R. Horton
DHI
$42.3B
| $96.6M | 0.17% |
3,014,387
+1,793,840
| +147% | +$56M |
|
161
Hartford Financial Services
HIG
$39.3B
| $96.5M | 0.17% |
2,220,894
+644,747
| +41% | +$29.6M |
|
|
JNPR
162
DELISTED
Juniper Networks
JNPR
| $96.4M | 0.17% |
3,493,425
+2,876,395
| +466% | +$85.1M |
|
|
TGNA
163
DELISTED
TEGNA Inc
TGNA
| $96.1M | 0.17% |
5,886,264
-407,489
| -6% | -$6.89M |
|
|
XL
164
DELISTED
XL Group Ltd.
XL
| $95.8M | 0.17% |
2,445,749
+1,059,742
| +76% | +$40.2M |
|
165
US Bancorp
USB
$99.6B
| $95.5M | 0.17% |
2,238,063
+280,000
| +14% | +$12M |
|
166
Expedia Group
EXPE
$37.3B
| $95.5M | 0.17% |
768,244
-284,175
| -27% | -$36M |
|
|
XLNX
167
DELISTED
Xilinx Inc
XLNX
| $94.6M | 0.17% |
2,013,547
+382,237
| +23% | +$18.1M |
|
168
Hormel Foods
HRL
$13.8B
| $94.1M | 0.16% |
2,379,656
-631,394
| -21% | -$22.5M |
|
|
SPLS
169
DELISTED
Staples Inc
SPLS
| $94M | 0.16% |
9,931,177
+622,719
| +7% | +$7.31M |
|
|
IPG
170
DELISTED
Interpublic Group of Companies
IPG
| $93.1M | 0.16% |
4,000,278
+23,296
| +0.6% | +$523K |
|
|
CELG
171
DELISTED
Celgene Corp
CELG
| $91.9M | 0.16% |
767,138
-769,476
| -50% | -$89M |
|
172
Royal Caribbean
RCL
$85.6B
| $91.2M | 0.16% |
900,759
-249,658
| -22% | -$23.8M |
|
|
FISV
173
Fiserv Inc
FISV
$27.9B
| $90.5M | 0.16% |
1,979,342
+28,834
| +1% | +$1.35M |
|
174
Texas Instruments
TXN
$261B
| $90.4M | 0.16% |
1,649,301
+736,231
| +81% | +$41.1M |
|
175
DTE Energy
DTE
$29.1B
| $90.1M | 0.16% |
1,320,687
-538,761
| -29% | -$37.1M |
|
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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.