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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
SQM icon
2301
Sociedad Química y Minera de Chile
SQM
$20.6B
– –
-20,967
Closed -$297K
SR icon
2302
Spire
SR
$4.85B
– –
-8,474
Closed -$462K
SRI icon
2303
Stoneridge
SRI
$213M
– –
-10,803
Closed -$133K
STGW icon
2304
Stagwell
STGW
$2.24B
– –
-19,289
Closed -$355K
STRT icon
2305
STRATTEC Security
STRT
$361M
– –
-4,005
Closed -$253K
TEX icon
2306
Terex
TEX
$7.74B
– –
-81,488
Closed -$1.46M
TGTX icon
2307
TG Therapeutics
TGTX
$7.62B
– –
-53,123
Closed -$535K
TPST icon
2308
Tempest Therapeutics
TPST
$14.6M
– –
-11
Closed -$277K
TREX icon
2309
Trex
TREX
$5.01B
– –
-95,760
Closed -$798K
TZOO icon
2310
Travelzoo
TZOO
$75.4M
– –
-11,367
Closed -$94K
UGP icon
2311
Ultrapar
UGP
$6.54B
– –
-23,320
Closed -$195K
UMBF icon
2312
UMB Financial
UMBF
$11.1B
– –
-4,200
Closed -$213K
VSEC icon
2313
VSE Corp
VSEC
$6.12B
– –
-11,664
Closed -$234K
VTOL icon
2314
Bristow Group
VTOL
$1.36B
– –
-5,227
Closed -$156K
WLDN icon
2315
Willdan Group
WLDN
$1.3B
– –
-16,746
Closed -$170K
XPO icon
2316
XPO
XPO
$23.7B
– –
-75,309
Closed -$621K
Z icon
2317
Zillow
Z
$7.56B
– –
-14,870
Closed -$401K
PRKS icon
2318
United Parks & Resorts
PRKS
$2.12B
– –
-130,247
Closed -$2.32M
TBRG
2319
DELISTED
TruBridge
TBRG
– –
-5,014
Closed -$211K
ONIT
2320
Onity Group
ONIT
$332M
– –
-4,836
Closed -$487K
BCOV
2321
DELISTED
Brightcove, Inc.
BCOV
– –
-72,718
Closed -$357K
VTNR
2322
DELISTED
Vertex Energy, Inc
VTNR
– –
-15,052
Closed -$32K
SUNW
2323
DELISTED
Sunworks, Inc.
SUNW
– –
-2,715
Closed -$52K
SRC
2324
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-8,342
Closed -$342K
AAIC
2325
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-10,368
Closed -$146K
91 92
93
94 95

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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.