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AQR Capital Management

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
Cap. Flow
+$5.14B
Cap. Flow %
9%
Top 10 Hldgs %
8.79%
Holding
2,416
New
255
Increased
1,207
Reduced
743
Closed
179

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$403M
2
CFG icon
Citizens Financial Group
CFG
+$190M
3
YUM icon
Yum! Brands
YUM
+$157M
4
LYB icon
LyondellBasell Industries
LYB
+$129M
5
GM icon
General Motors
GM
+$120M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$233M
2
CVS icon
CVS Health
CVS
+$139M
3
LUV icon
Southwest Airlines
LUV
+$131M
4
ADM icon
Archer Daniels Midland
ADM
+$125M
5
MRK icon
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
KND
2076
DELISTED
Kindred Healthcare
KND
$256K ﹤0.01%
+21,488
New +$278K
BCRX icon
2077
BioCryst Pharmaceuticals
BCRX
$2.4B
$254K ﹤0.01%
24,564
-29,252
-54% -$291K
TTEK icon
2078
Tetra Tech
TTEK
$9.07B
$252K ﹤0.01%
+48,455
New +$259K
SASR
2079
DELISTED
Sandy Spring Bancorp Inc
SASR
$252K ﹤0.01%
+9,362
New +$258K
OUT icon
2080
Outfront Media
OUT
$5.5B
$251K ﹤0.01%
+11,666
New +$262K
RRC icon
2081
Range Resources
RRC
$8.95B
$251K ﹤0.01%
+10,203
New +$303K
ENVA icon
2082
Enova International
ENVA
$6.29B
$250K ﹤0.01%
37,773
+21,745
+136% +$201K
MODV
2083
DELISTED
ModivCare
MODV
$250K ﹤0.01%
5,330
-6,906
-56% -$331K
NXGN
2084
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$248K ﹤0.01%
+15,383
New +$225K
SGNT
2085
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$248K ﹤0.01%
+15,590
New +$245K
MTH icon
2086
Meritage Homes
MTH
$4.86B
$247K ﹤0.01%
14,520
-3,672
-20% -$67.2K
FCE.A
2087
DELISTED
Forest City Realty Trust, Inc.
FCE.A
$246K ﹤0.01%
+11,230
New +$245K
IIP
2088
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$246K ﹤0.01%
38,332
-20,830
-35% -$134K
ESI icon
2089
Element Solutions
ESI
$9.23B
$245K ﹤0.01%
+19,105
New +$232K
DIN icon
2090
Dine Brands
DIN
$452M
$244K ﹤0.01%
2,887
-9,665
-77% -$828K
KRG icon
2091
Kite Realty
KRG
$5.36B
$244K ﹤0.01%
+9,402
New +$244K
APEX
2092
DELISTED
Apex Global Brands Inc. Common Stock
APEX
$243K ﹤0.01%
469
+36
+8% +$19K
CBMG
2093
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
$242K ﹤0.01%
11,293
-3,845
-25% -$81.3K
MCS icon
2094
Marcus Corp
MCS
$945M
$241K ﹤0.01%
+12,727
New +$254K
ARAV
2095
DELISTED
Aravive, Inc. Common Stock
ARAV
$241K ﹤0.01%
3,238
+349
+12% +$23.4K
ARRY
2096
DELISTED
Array Biopharma Inc
ARRY
$240K ﹤0.01%
56,883
-49,817
-47% -$227K
BRS
2097
DELISTED
Bristow Group, Inc.
BRS
$240K ﹤0.01%
9,253
-2,428
-21% -$73K
CNH
2098
CNH Industrial
CNH
$17.5B
$237K ﹤0.01%
39,513
+758
+2% +$4.58K
LIOX
2099
DELISTED
Lionbridge Technologies
LIOX
$237K ﹤0.01%
48,304
+10,404
+27% +$54.2K
SCSC icon
2100
Scansource
SCSC
$1.12B
$236K ﹤0.01%
7,313
+1
+0% +$37
82 83
84
85 86

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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.