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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 | |
|---|---|---|---|---|---|---|
176
Entergy
ETR
$50B
| $89.9M | 0.16% |
2,630,208
+20,548
| +0.8% | +$690K |
|
177
AGCO
AGCO
$7.2B
| $89.6M | 0.16% |
1,974,785
+1,183,369
| +150% | +$55.9M |
|
178
Western Digital
WDC
$150B
| $89.1M | 0.16% |
1,962,379
-548,385
| -22% | -$28M |
|
179
Dollar General
DG
$27.9B
| $88.2M | 0.15% |
1,227,883
-409,845
| -25% | -$27.8M |
|
180
The Mosaic Company
MOS
$7.33B
| $87.1M | 0.15% |
3,158,012
+113,099
| +4% | +$3.61M |
|
181
Owens Corning
OC
$12.4B
| $86.8M | 0.15% |
1,846,373
+1,190,125
| +181% | +$54.6M |
|
182
Nasdaq
NDAQ
$52.9B
| $86.3M | 0.15% |
4,452,780
+1,512,909
| +51% | +$28.8M |
|
183
Canadian Imperial Bank of Commerce
CM
$108B
| $85.4M | 0.15% |
2,601,716
-241,032
| -8% | -$8.84M |
|
184
AT&T
T
$163B
| $85.2M | 0.15% |
3,277,028
-40,989
| -1% | -$1.04M |
|
185
Royal Bank of Canada
RY
$293B
| $85.1M | 0.15% |
1,594,612
-641,775
| -29% | -$36M |
|
|
CSC
186
DELISTED
Computer Sciences
CSC
| $84.8M | 0.15% |
2,596,384
-1,459,054
| -36% | -$42.6M |
|
|
IDTI
187
DELISTED
Integrated Device Technology I
IDTI
| $84.8M | 0.15% |
3,219,490
-254,537
| -7% | -$6.52M |
|
188
Akamai
AKAM
$15.9B
| $84.5M | 0.15% |
1,606,011
+215,512
| +15% | +$13.2M |
|
189
Clorox
CLX
$12.7B
| $84.5M | 0.15% |
666,267
+198,834
| +43% | +$24.7M |
|
190
Reinsurance Group of America
RGA
$16.1B
| $83.5M | 0.15% |
976,484
+99,982
| +11% | +$9.05M |
|
191
O'Reilly Automotive
ORLY
$76.3B
| $83.3M | 0.15% |
4,931,505
+1,366,950
| +38% | +$23.7M |
|
192
Broadcom
AVGO
$2.04T
| $82.9M | 0.15% |
5,713,690
+2,557,550
| +81% | +$33.2M |
|
193
Bristol-Myers Squibb
BMY
$132B
| $82.2M | 0.14% |
1,194,913
-761,854
| -39% | -$50.3M |
|
|
TECD
194
DELISTED
Tech Data Corp
TECD
| $82.2M | 0.14% |
1,238,093
+539,587
| +77% | +$38.5M |
|
195
Skyworks Solutions
SWKS
$10.6B
| $82.1M | 0.14% |
1,068,155
-357,108
| -25% | -$28.6M |
|
196
Walt Disney
DIS
$181B
| $81.3M | 0.14% |
773,705
+41,069
| +6% | +$4.58M |
|
197
Suncor Energy
SU
$70.3B
| $81.2M | 0.14% |
3,157,684
-1,213,405
| -28% | -$33.5M |
|
|
CA
198
DELISTED
CA, Inc.
CA
| $80.3M | 0.14% |
2,810,608
+83,273
| +3% | +$2.34M |
|
199
ExxonMobil
XOM
$634B
| $80.1M | 0.14% |
1,028,129
-221,476
| -18% | -$17.7M |
|
200
AbbVie
ABBV
$435B
| $80.1M | 0.14% |
1,351,472
+125,319
| +10% | +$7.22M |
|
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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.