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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
NWBO
2201
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$126K ﹤0.01%
39,500
– –
EGIO
2202
DELISTED
Edgio, Inc. Common Stock
EGIO
$121K ﹤0.01%
2,078
-6,491
-76% -$485K
BKS
2203
DELISTED
Barnes & Noble
BKS
$121K ﹤0.01%
13,941
-19,351
-58% -$228K
CCG
2204
DELISTED
CAMPUS CREST COMMUNITIES INC COM STK (MD)
CCG
$118K ﹤0.01%
+17,285
New +$112K
LMOS
2205
DELISTED
Lumos Networks Corp
LMOS
$117K ﹤0.01%
10,484
-9,173
-47% -$111K
GNMX
2206
DELISTED
Aevi Genomic Medicine Inc
GNMX
$114K ﹤0.01%
+18,927
New +$129K
CZR icon
2207
Caesars Entertainment
CZR
$6.14B
$112K ﹤0.01%
+10,175
New +$98.3K
SD
2208
DELISTED
SANDRIDGE ENERGY, INC.
SD
$112K ﹤0.01%
+562,815
New +$187K
LNW
2209
DELISTED
Light & Wonder
LNW
$109K ﹤0.01%
12,204
-47,005
-79% -$453K
OPCH icon
2210
Option Care Health
OPCH
$3.56B
$105K ﹤0.01%
15,068
– –
ACGN
2211
DELISTED
Aceragen Inc
ACGN
$102K ﹤0.01%
243
-163
-40% -$72.9K
VIVS
2212
VivoSim Labs
VIVS
$1.64M
$100K ﹤0.01%
168
– –
CTIC
2213
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$99K ﹤0.01%
8,070
– –
TWO
2214
Two Harbors Investment
TWO
$1.27B
$95K ﹤0.01%
+1,462
New +$99.8K
MWA icon
2215
Mueller Water Products
MWA
$4.16B
$92K ﹤0.01%
10,679
-35,589
-77% -$311K
FUEL
2216
DELISTED
Rocket Fuel Inc.
FUEL
$88K ﹤0.01%
+25,116
New +$101K
ODP
2217
DELISTED
ODP
ODP
$84K ﹤0.01%
+1,493
New +$99.4K
INSG icon
2218
Inseego
INSG
$90.5M
$81K ﹤0.01%
4,880
-3,697
-43% -$74.6K
MFA
2219
MFA Financial
MFA
$933M
$78K ﹤0.01%
+2,953
New +$81.5K
TRST
2220
Trustco Bank Corp NY
TRST
$938M
$77K ﹤0.01%
+2,515
New +$78.5K
UTIW
2221
DELISTED
UTI WORLDWIDE INC
UTIW
$77K ﹤0.01%
+10,908
New +$74.1K
PIR
2222
DELISTED
Pier 1 Imports, Inc.
PIR
$75K ﹤0.01%
+734
New +$98.1K
JIVE
2223
DELISTED
Jive Software, Inc.
JIVE
$73K ﹤0.01%
17,849
– –
CVEO icon
2224
Civeo
CVEO
$318M
$66K ﹤0.01%
+3,866
New +$84.9K
TECK icon
2225
Teck Resources
TECK
$32.6B
$62K ﹤0.01%
16,023
-12,101
-43% -$60K
87 88
89
90 91

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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.