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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
RYL
2401
DELISTED
RYLAND GROUP INC
RYL
– –
-17,030
Closed -$695K
STRZA
2402
DELISTED
Starz - Series A
STRZA
– –
-7,100
Closed -$265K
CMCSK
2403
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
– –
-34,026
Closed -$1.95M
MRGE
2404
DELISTED
MERGE HEALTHCARE INC COM STK (WI)
MRGE
– –
-118,856
Closed -$844K
CKH
2405
DELISTED
Seacor Holdings Inc.
CKH
– –
-6,411
Closed -$371K
MTSC
2406
DELISTED
MTS Systems Corp
MTSC
– –
-4,426
Closed -$266K
AST
2407
DELISTED
Asterias Biotherapeutics Inc. Series A
AST
– –
-50,032
Closed -$194K
BOBE
2408
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-6,088
Closed -$264K
FRP
2409
DELISTED
Fairpoint Communications, Inc.
FRP
– –
-18,251
Closed -$281K
SCTY
2410
DELISTED
SolarCity Corporation
SCTY
– –
-7,587
Closed -$324K
KNGT
2411
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
– –
-20,773
Closed -$499K
RESI
2412
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-14,914
Closed -$208K
SWFT
2413
DELISTED
Swift Transportation Company
SWFT
– –
-16,700
Closed -$251K
KEG
2414
DELISTED
KEY ENERGY SERVICES INC
KEG
– –
-179,558
Closed -$84K
HRG
2415
DELISTED
HRG Group, Inc.
HRG
– –
-34,356
Closed -$403K
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.