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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
BID
2126
DELISTED
Sotheby's
BID
$217K ﹤0.01%
+8,437
New +$256K
POWR
2127
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
$217K ﹤0.01%
14,419
-2,430
-14% -$32.6K
PNR icon
2128
Pentair
PNR
$11B
$216K ﹤0.01%
+6,501
New +$238K
TBNK
2129
DELISTED
Territorial Bancorp Inc.
TBNK
$216K ﹤0.01%
+7,788
New +$219K
CY
2130
DELISTED
Cypress Semiconductor
CY
$216K ﹤0.01%
+22,006
New +$219K
PAMT
2131
PAMT Corp
PAMT
$297M
$215K ﹤0.01%
31,188
-84,840
-73% -$722K
CVBF icon
2132
CVB Financial
CVBF
$3.99B
$214K ﹤0.01%
+12,661
New +$222K
GCAP
2133
DELISTED
Gain Capital Holdings, Inc.
GCAP
$213K ﹤0.01%
26,214
– –
LTS
2134
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$213K ﹤0.01%
77,211
-65,260
-46% -$181K
LVNTA
2135
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
$213K ﹤0.01%
+4,726
New +$203K
ABAX
2136
DELISTED
Abaxis Inc
ABAX
$213K ﹤0.01%
3,831
-8,831
-70% -$447K
TNC icon
2137
Tennant Co
TNC
$1.26B
$212K ﹤0.01%
3,766
-2,631
-41% -$155K
UNFI icon
2138
United Natural Foods
UNFI
$2.85B
$212K ﹤0.01%
+5,378
New +$252K
CLF icon
2139
Cleveland-Cliffs
CLF
$6.99B
$211K ﹤0.01%
133,676
+12,305
+10% +$30.2K
PLXS icon
2140
Plexus
PLXS
$7.23B
$209K ﹤0.01%
5,995
-1,461
-20% -$54.5K
DISCK
2141
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$208K ﹤0.01%
+8,228
New +$225K
DMRC icon
2142
Digimarc Corp
DMRC
$178M
$207K ﹤0.01%
5,672
-2,112
-27% -$67.7K
THFF icon
2143
First Financial Corp
THFF
$969M
$206K ﹤0.01%
+6,053
New +$211K
TR icon
2144
Tootsie Roll Industries
TR
$2.98B
$205K ﹤0.01%
+8,999
New +$207K
SIRO
2145
DELISTED
SIRONA DENTAL SYSTEMS INC COM STK
SIRO
$204K ﹤0.01%
1,860
-8,392
-82% -$898K
TLGT
2146
DELISTED
Teligent, Inc
TLGT
$203K ﹤0.01%
2,284
-941
-29% -$75.4K
EFII
2147
DELISTED
Electronics for Imaging
EFII
$203K ﹤0.01%
4,345
-4,135
-49% -$195K
RBC icon
2148
RBC Bearings
RBC
$18B
$201K ﹤0.01%
3,114
-2,831
-48% -$189K
CMRX
2149
DELISTED
Chimerix, Inc.
CMRX
$201K ﹤0.01%
22,389
-55,676
-71% -$2M
MTW icon
2150
Manitowoc
MTW
$675M
$200K ﹤0.01%
+14,408
New +$204K
84 85
86
87 88

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VGA
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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.