We are live on ! Find out more
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
CWEN icon
2251
Clearway Energy Class C
CWEN
$6.7B
– –
-16,063
Closed -$186K
DCI icon
2252
Donaldson
DCI
$11.4B
– –
-11,766
Closed -$330K
ESLT icon
2253
Elbit Systems
ESLT
$40.3B
– –
-2,887
Closed -$213K
ESPR
2254
DELISTED
Esperion Therapeutics
ESPR
– –
-60,167
Closed -$1.42M
EXAS
2255
DELISTED
Exact Sciences
EXAS
– –
-49,356
Closed -$888K
FBIO icon
2256
Fortress Biotech
FBIO
$88.7M
– –
-1,037
Closed -$40K
FRO icon
2257
Frontline
FRO
$8.85B
– –
-4,093
Closed -$55K
GLNG icon
2258
Golar LNG
GLNG
$5.13B
– –
-15,579
Closed -$464K
GLOB icon
2259
Globant
GLOB
$1.61B
– –
-8,017
Closed -$245K
GLRE icon
2260
Greenlight Captial
GLRE
$506M
– –
-9,194
Closed -$205K
GOGO icon
2261
Gogo Inc
GOGO
$492M
– –
-34,371
Closed -$525K
GORO icon
2262
Goldgroup Mining Inc.
GORO
$191M
– –
-19,223
Closed -$49K
HAE icon
2263
Haemonetics
HAE
$4B
– –
-8,397
Closed -$271K
HI
2264
DELISTED
Hillenbrand
HI
– –
-10,110
Closed -$263K
HMY icon
2265
Harmony Gold Mining
HMY
$12.3B
– –
-170,595
Closed -$103K
HSTM icon
2266
HealthStream
HSTM
$840M
– –
-10,553
Closed -$230K
HTLD icon
2267
Heartland Express
HTLD
$956M
– –
-16,692
Closed -$333K
HURN icon
2268
Huron Consulting
HURN
$2.42B
– –
-7,177
Closed -$449K
HZO icon
2269
MarineMax
HZO
$788M
– –
-31,411
Closed -$444K
IPAR icon
2270
Interparfums
IPAR
$3.94B
– –
-8,644
Closed -$214K
IRDM icon
2271
Iridium Communications
IRDM
$5.29B
– –
-47,183
Closed -$290K
KT icon
2272
KT
KT
$8.81B
– –
-71,624
Closed -$936K
KTOS icon
2273
Kratos Defense & Security Solutions
KTOS
$11.4B
– –
-113,537
Closed -$479K
LEE icon
2274
Lee Enterprises
LEE
$182M
– –
-1,375
Closed -$29K
LFUS icon
2275
Littelfuse
LFUS
$11.6B
– –
-3,911
Closed -$356K
89 90
91
92 93

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.