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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
SLH
2376
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
– –
-45,160
Closed -$2.44M
DMND
2377
DELISTED
DIAMOND FOODS, INC.
DMND
– –
-11,306
Closed -$349K
KING
2378
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
– –
-348,822
Closed -$4.72M
RENT
2379
DELISTED
RENTRAK CORP
RENT
– –
-5,098
Closed -$276K
MW
2380
DELISTED
THE MENS WAREHOUSE INC
MW
– –
-18,705
Closed -$795K
LBMH
2381
DELISTED
LIBERATOR MED HLDGS INC (NY)
LBMH
– –
-12,454
Closed -$29K
TC
2382
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
– –
-21,928
Closed -$10K
ALTR
2383
DELISTED
Altera Corp
ALTR
– –
-9,451
Closed -$473K
HUB.B
2384
DELISTED
HUBBELL INC CL-B
HUB.B
– –
-135,217
Closed -$11.5M
ZSPH
2385
DELISTED
ZS PHARMA INC COMS TK (DE)
ZSPH
– –
-16,298
Closed -$1.07M
CSG
2386
DELISTED
CHAMBERS STR PPTYS COM
CSG
– –
-229,016
Closed -$1.49M
UIL
2387
DELISTED
UIL HOLDINGS
UIL
– –
-32,128
Closed -$1.61M
BEE
2388
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
– –
-403,875
Closed -$5.57M
CYT
2389
DELISTED
CYTEC INDS INC
CYT
– –
-10,272
Closed -$759K
STNR
2390
DELISTED
STEINER LEISURE LTD
STNR
– –
-9,765
Closed -$617K
PGI
2391
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
– –
-19,263
Closed -$265K
PSEM
2392
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
– –
-119,432
Closed -$2.18M
SIAL
2393
DELISTED
SIGMA - ALDRICH CORP
SIAL
– –
-4,549
Closed -$632K
CYN
2394
DELISTED
CITY NATIONAL CORPORATION
CYN
– –
-5,054
Closed -$445K
CNW
2395
DELISTED
CON-WAY INC.
CNW
– –
-75,742
Closed -$3.59M
HCBK
2396
DELISTED
HUDSON CITY BANCORP INC
HCBK
– –
-92,700
Closed -$943K
HCC
2397
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
– –
-14,368
Closed -$1.11M
THOR
2398
DELISTED
THORATEC CORPORATION
THOR
– –
-3,708
Closed -$235K
HME
2399
DELISTED
HOME PROPERTIES, INC
HME
– –
-12,100
Closed -$904K
HILL
2400
DELISTED
DOT HILL SYSTEMS CORP
HILL
– –
-44,257
Closed -$431K
93 94 95
96
97

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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.