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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
+6.22%
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
$72.5B
AUM Growth
+$7.15B
Cap. Flow
+$4.26B
Cap. Flow %
5.88%
Top 10 Hldgs %
8.86%
Holding
2,368
New
125
Increased
1,024
Reduced
1,006
Closed
145

Top Buys

Rank Stock Value
1
HPE icon
Hewlett Packard
HPE
+$483M
2
WFC icon
Wells Fargo
WFC
+$147M
3
DAL icon
Delta Air Lines
DAL
+$139M
4
STI
SunTrust Banks, Inc.
STI
+$129M
5
AFL icon
Aflac
AFL
+$128M

Top Sells

Rank Stock Value
1
MDLZ icon
Mondelez International
MDLZ
+$115M
2
CTSH icon
Cognizant
CTSH
+$107M
3
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
+$107M
4
DD icon
DuPont de Nemours
DD
+$90.3M
5
PEP icon
PepsiCo
PEP
+$69.5M

Sector Composition

Rank Sector Weight
1 Financials 16.35%
2 Technology 15.54%
3 Industrials 14.67%
4 Consumer Discretionary 11.73%
5 Healthcare 8.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EZPW icon
1976
Ezcorp Inc
EZPW
$1.71B
$421K ﹤0.01%
39,534
+25,001
+172% +$270K
AN icon
1977
AutoNation
AN
$6.92B
$413K ﹤0.01%
8,495
-184,310
-96% -$8.55M
XCRA
1978
DELISTED
Xcerra Corporation
XCRA
$413K ﹤0.01%
54,104
-23,723
-30% -$153K
NKTR icon
1979
Nektar Therapeutics
NKTR
$2.58B
$412K ﹤0.01%
2,237
-1,085
-33% -$221K
CNSL
1980
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$412K ﹤0.01%
15,345
+130
+0.9% +$3.4K
RNG icon
1981
RingCentral
RNG
$5.28B
$409K ﹤0.01%
19,863
-27,319
-58% -$597K
WDC icon
1982
Western Digital
WDC
$150B
$409K ﹤0.01%
7,959
-194,484
-96% -$8.97M
FNFV
1983
DELISTED
Fidelity Natl Financial, Inc.
FNFV
$409K ﹤0.01%
29,867
+73
+0.2% +$930
GLOG
1984
DELISTED
GASLOG LTD
GLOG
$408K ﹤0.01%
+25,364
New +$403K
NERV icon
1985
Minerva Neurosciences
NERV
$199M
$406K ﹤0.01%
4,315
+834
+24% +$85.1K
SFUN
1986
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$404K ﹤0.01%
+2,464
New +$406K
SDRL
1987
DELISTED
Seadrill Limited Common Stock
SDRL
$403K ﹤0.01%
440
+277
+170% +$203K
ARR
1988
Armour Residential REIT
ARR
$2.36B
$402K ﹤0.01%
+3,703
New +$411K
CBZ icon
1989
CBIZ
CBZ
$2.96B
$400K ﹤0.01%
29,197
-17,413
-37% -$211K
MLAB icon
1990
Mesa Laboratories
MLAB
$574M
$400K ﹤0.01%
3,262
-482
-13% -$60.2K
JOBS
1991
DELISTED
51job Inc
JOBS
$400K ﹤0.01%
11,828
– –
MOS icon
1992
The Mosaic Company
MOS
$7.33B
$396K ﹤0.01%
13,502
-361,517
-96% -$9.7M
MGI
1993
DELISTED
MoneyGram International, Inc. New
MGI
$395K ﹤0.01%
33,449
-30,526
-48% -$285K
GBL
1994
DELISTED
GAMCO Investors, Inc.
GBL
$393K ﹤0.01%
12,710
-14,268
-53% -$434K
KMG
1995
DELISTED
KMG Chemicals Inc
KMG
$391K ﹤0.01%
10,063
– –
PCTY icon
1996
Paylocity
PCTY
$7.98B
$390K ﹤0.01%
12,998
-7,869
-38% -$293K
BRG
1997
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$387K ﹤0.01%
28,203
-7,684
-21% -$98.2K
AME icon
1998
Ametek
AME
$58.2B
$386K ﹤0.01%
7,941
-2,314
-23% -$110K
ORBC
1999
DELISTED
ORBCOMM, Inc.
ORBC
$381K ﹤0.01%
46,105
– –
EVH icon
2000
Evolent Health
EVH
$447M
$380K ﹤0.01%
25,657
+14,723
+135% +$290K
78 79
80
81 82

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VGA
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AQR Capital Management's Q4 2016 Portfolio in Review

As of Q4 2016, AQR Capital Management held 2,368 positions worth $72.5B, up 11% from $65.3B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.

AQR Capital Management deployed $4.26B of net new capital in Q4 2016, opening 125 new positions and adding to 1,024 existing holdings. Its largest new stake was Yum China: 1,080,283 shares worth $28.2M.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.

On the sell side, the largest reduction was Mondelez International, an estimated $115M trimmed.

  • AQR Capital Management's largest Q4 2016 buy was Yum China: 1,080,283 shares worth $28.2M.
  • AQR Capital Management added most to Hewlett Packard in Q4 2016, an estimated $483M increase.
  • AQR Capital Management's biggest Q4 2016 reduction was Mondelez International, cutting an estimated $115M.
  • AQR Capital Management fully exited Lexmark Intl Inc in Q4 2016, selling an estimated $32.5M.
  • AQR Capital Management's ten largest holdings make up 8.9% of its $72.5B portfolio in Q4 2016.
  • AQR Capital Management opened 125 new positions and closed 145 in Q4 2016.
  • AQR Capital Management's portfolio value rose 11% quarter-over-quarter to $72.5B.

Based on AQR Capital Management's 13F filing for Q4 2016, filed 14 Feb 2017.