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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
MDR
2226
DELISTED
McDermott International
MDR
$62K ﹤0.01%
6,143
-6,116
-50% -$83.8K
HLIT icon
2227
Harmonic Inc
HLIT
$1.28B
$61K ﹤0.01%
14,988
-66,052
-82% -$352K
SB icon
2228
Safe Bulkers
SB
$774M
$58K ﹤0.01%
71,525
-198,395
-74% -$416K
SSE
2229
DELISTED
SEVENTY SEVEN ENERGY INC COM
SSE
$57K ﹤0.01%
+54,448
New +$66.7K
GGB icon
2230
Gerdau
GGB
$9.7B
$47K ﹤0.01%
49,650
+1,392
+3% +$1.61K
SBS icon
2231
Sabesp
SBS
$18.7B
$46K ﹤0.01%
52,045
-358,244
-87% -$322K
SID icon
2232
Companhia Siderúrgica Nacional
SID
$1.23B
$39K ﹤0.01%
39,735
-165
-0.4% -$203
IO
2233
DELISTED
ION Geophysical Corporation
IO
$35K ﹤0.01%
4,604
-18,955
-80% -$135K
MNKD icon
2234
MannKind Corp
MNKD
$1.32B
$17K ﹤0.01%
2,364
-3,016
-56% -$37.1K
MTL
2235
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$16K ﹤0.01%
9,750
– –
PWE
2236
DELISTED
Penn West Energy Petroleum Ltd
PWE
$14K ﹤0.01%
16,572
-117,799
-88% -$125K
SPDC
2237
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$2K ﹤0.01%
25,500
– –
AER icon
2238
AerCap
AER
$23.8B
– –
-14,200
Closed -$543K
AMH icon
2239
American Homes 4 Rent
AMH
$12.5B
– –
-11,100
Closed -$178K
ARCC icon
2240
Ares Capital
ARCC
$14.4B
– –
-10,700
Closed -$155K
ASMB icon
2241
Assembly Biosciences
ASMB
$529M
– –
-1,644
Closed -$189K
BMI icon
2242
Badger Meter
BMI
$4.03B
– –
-7,476
Closed -$217K
BNED icon
2243
Barnes & Noble Education
BNED
$443M
– –
-198
Closed -$252K
CATX icon
2244
Perspective Therapeutics
CATX
$342M
– –
-7,216
Closed -$101K
CFFN icon
2245
Capitol Federal Financial
CFFN
$1.1B
– –
-10,301
Closed -$125K
CHRD icon
2246
Chord Energy
CHRD
$7.39B
– –
-61,551
Closed -$534K
CMT icon
2247
Core Molding Technologies
CMT
$234M
– –
-53,640
Closed -$990K
CNTY icon
2248
Century Casinos
CNTY
$34M
– –
-14,749
Closed -$91K
CPSS icon
2249
Consumer Portfolio Services
CPSS
$206M
– –
-14,083
Closed -$70K
CVCO icon
2250
Cavco Industries
CVCO
$4.55B
– –
-4,309
Closed -$293K
88 89
90
91 92

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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.