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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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.89T
| $782M | 1.37% |
29,712,800
-592,512
| -2% | -$16.9M |
|
2
Microsoft
MSFT
$2.84T
| $658M | 1.15% |
11,866,403
-535,660
| -4% | -$28.2M |
|
3
Pfizer
PFE
$140B
| $563M | 0.99% |
18,390,428
+560,455
| +3% | +$17.6M |
|
4
UnitedHealth
UNH
$382B
| $472M | 0.83% |
4,014,656
-564,458
| -12% | -$66M |
|
5
Northrop Grumman
NOC
$77B
| $450M | 0.79% |
2,385,257
-156,078
| -6% | -$28.6M |
|
|
AET
6
DELISTED
Aetna Inc
AET
| $425M | 0.74% |
3,932,825
+95,604
| +2% | +$10.3M |
|
|
7
Alphabet (Google) Class A
GOOGL
$3.91T
| $423M | 0.74% |
+10,884,520
| New | +$403M |
|
8
Valero Energy
VLO
$89.8B
| $421M | 0.74% |
5,953,011
-675,222
| -10% | -$46M |
|
9
Elevance Health
ELV
$81.9B
| $413M | 0.72% |
2,962,673
+473,066
| +19% | +$65.2M |
|
10
PepsiCo
PEP
$186B
| $413M | 0.72% |
4,129,990
+509,982
| +14% | +$50.9M |
|
11
Marathon Petroleum
MPC
$90.3B
| $404M | 0.71% |
7,789,797
-353,803
| -4% | -$18.5M |
|
12
Gilead Sciences
GILD
$161B
| $402M | 0.7% |
3,968,333
-800,138
| -17% | -$83.3M |
|
13
Public Service Enterprise Group
PEG
$39.8B
| $395M | 0.69% |
10,215,600
+1,421,303
| +16% | +$57M |
|
14
PNC Financial Services
PNC
$100B
| $386M | 0.68% |
4,049,177
+211,271
| +6% | +$19.6M |
|
15
Walmart Inc
WMT
$871B
| $385M | 0.67% |
18,829,440
+3,070,830
| +19% | +$61.6M |
|
16
Cisco
CSCO
$450B
| $383M | 0.67% |
14,098,662
+1,119,203
| +9% | +$30.9M |
|
17
Wells Fargo
WFC
$261B
| $368M | 0.64% |
6,762,152
-2,017,492
| -23% | -$110M |
|
18
Lowe's Companies
LOW
$116B
| $361M | 0.63% |
4,741,949
-545,112
| -10% | -$40.5M |
|
19
United Airlines
UAL
$38.4B
| $352M | 0.62% |
6,139,693
+2,037,178
| +50% | +$118M |
|
20
Nike
NKE
$61.9B
| $346M | 0.61% |
5,537,202
-654,294
| -11% | -$42.2M |
|
21
Cencora
COR
$60.3B
| $345M | 0.6% |
3,322,202
-119,550
| -3% | -$11.7M |
|
22
Amazon
AMZN
$2.5T
| $336M | 0.59% |
9,947,700
+1,238,860
| +14% | +$39M |
|
23
Amgen
AMGN
$203B
| $331M | 0.58% |
2,041,744
-692,683
| -25% | -$109M |
|
24
Allstate
ALL
$66.9B
| $330M | 0.58% |
5,311,061
+310,849
| +6% | +$19.3M |
|
25
Travelers Companies
TRV
$80.8B
| $327M | 0.57% |
2,901,274
+65,166
| +2% | +$7.24M |
|
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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.