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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 | |
|---|---|---|---|---|---|---|
26
General Dynamics
GD
$105B
| $327M | 0.57% |
2,378,751
-49,777
| -2% | -$7.11M |
|
27
Home Depot
HD
$349B
| $322M | 0.56% |
2,434,302
-656,789
| -21% | -$83.6M |
|
|
28
LyondellBasell Industries
LYB
$19.8B
| $320M | 0.56% |
3,683,371
+1,404,452
| +62% | +$129M |
|
29
TSMC
TSM
$2.17T
| $311M | 0.54% |
13,659,984
+2,404,465
| +21% | +$54.1M |
|
30
Electronic Arts
EA
| $285M | 0.5% |
4,149,190
+23,373
| +0.6% | +$1.64M |
|
31
United Therapeutics
UTHR
$22.6B
| $280M | 0.49% |
1,788,772
+485,617
| +37% | +$70.7M |
|
32
Delta Air Lines
DAL
$60.5B
| $279M | 0.49% |
5,511,429
-524,433
| -9% | -$25.9M |
|
33
McKesson
MCK
$102B
| $278M | 0.49% |
1,409,723
+416,625
| +42% | +$78.7M |
|
34
Procter & Gamble
PG
$342B
| $274M | 0.48% |
3,449,140
-1,318,553
| -28% | -$101M |
|
35
Carnival Corporation Ltd
CCL
$39.4B
| $266M | 0.46% |
4,873,756
+720,571
| +17% | +$37.3M |
|
36
Johnson & Johnson
JNJ
$619B
| $263M | 0.46% |
2,560,922
-1,001,576
| -28% | -$101M |
|
|
37
CVS Health
CVS
$123B
| $256M | 0.45% |
2,614,112
-1,416,654
| -35% | -$139M |
|
38
KeyCorp
KEY
$24.3B
| $249M | 0.44% |
18,910,878
-894,059
| -5% | -$11.7M |
|
39
Biogen
BIIB
$30.5B
| $249M | 0.44% |
813,093
-167,066
| -17% | -$48M |
|
40
Kimberly-Clark
KMB
$36.1B
| $249M | 0.44% |
1,952,520
-195,772
| -9% | -$23.5M |
|
41
Edwards Lifesciences
EW
$51.5B
| $246M | 0.43% |
9,342,720
-3,297,678
| -26% | -$85.6M |
|
|
42
Southwest Airlines
LUV
$23B
| $243M | 0.42% |
5,634,408
-2,961,961
| -34% | -$131M |
|
|
43
Merck
MRK
$317B
| $243M | 0.42% |
4,812,985
-2,412,296
| -33% | -$122M |
|
44
Kroger
KR
$35.1B
| $235M | 0.41% |
5,622,094
-1,092,855
| -16% | -$42.4M |
|
45
Infosys
INFY
$50.1B
| $232M | 0.41% |
27,655,084
+1,203,510
| +5% | +$10.4M |
|
46
Citigroup
C
$224B
| $230M | 0.4% |
4,453,408
-568,040
| -11% | -$30.1M |
|
47
Zoetis
ZTS
$32.4B
| $229M | 0.4% |
4,785,475
-289,133
| -6% | -$13.1M |
|
|
48
Yum! Brands
YUM
$41.6B
| $229M | 0.4% |
4,361,261
+3,000,974
| +221% | +$157M |
|
49
Assurant
AIZ
$14.7B
| $228M | 0.4% |
2,832,461
+298,649
| +12% | +$24.6M |
|
50
JPMorgan Chase
JPM
$947B
| $227M | 0.4% |
3,437,071
-475,899
| -12% | -$31M |
|
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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.