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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
LNG icon
2026
Cheniere Energy
LNG
$52.9B
$339K ﹤0.01%
+8,176
New +$330K
SPWR
2027
DELISTED
SunPower Corporation Common Stock
SPWR
$339K ﹤0.01%
78,334
+24,712
+46% +$121K
KEYW
2028
DELISTED
The KEYW Holding Corporation
KEYW
$339K ﹤0.01%
28,719
+17,541
+157% +$207K
IPXL
2029
DELISTED
Impax Laboratories, Inc.
IPXL
$337K ﹤0.01%
25,429
-6,389
-20% -$109K
AD
2030
Array Digital Infrastructure
AD
$3.05B
$336K ﹤0.01%
7,679
-6,089
-44% -$231K
CAI
2031
DELISTED
CAI International, Inc.
CAI
$336K ﹤0.01%
38,717
-23,682
-38% -$207K
AMBR
2032
DELISTED
Amber Road Inc
AMBR
$333K ﹤0.01%
+36,694
New +$372K
AXON
2033
Axon Enterprise
AXON
$46.4B
$332K ﹤0.01%
+13,683
New +$338K
CPAY icon
2034
Corpay
CPAY
$25.7B
$332K ﹤0.01%
2,347
-980
-29% -$154K
VLRS
2035
Controladora Vuela Compania de Aviacion
VLRS
$939M
$331K ﹤0.01%
21,993
– –
ASC icon
2036
Ardmore Shipping
ASC
$683M
$330K ﹤0.01%
44,623
-58,313
-57% -$391K
HAE icon
2037
Haemonetics
HAE
$4B
$330K ﹤0.01%
8,202
-37,687
-82% -$1.42M
AXDX
2038
DELISTED
Accelerate Diagnostics
AXDX
$329K ﹤0.01%
+1,583
New +$376K
VNCE icon
2039
Vince Holding Corp
VNCE
$86.8M
$329K ﹤0.01%
8,116
-15,840
-66% -$755K
ZLTQ
2040
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$328K ﹤0.01%
+7,528
New +$303K
SHOR
2041
DELISTED
ShoreTel, Inc.
SHOR
$326K ﹤0.01%
45,654
-26,094
-36% -$187K
GBCI icon
2042
Glacier Bancorp
GBCI
$6.35B
$322K ﹤0.01%
+8,898
New +$286K
STAY
2043
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$320K ﹤0.01%
+19,799
New +$297K
AZZ icon
2044
AZZ Inc
AZZ
$4.54B
$319K ﹤0.01%
4,993
-2,283
-31% -$138K
NOAH
2045
Noah Holdings
NOAH
$603M
$319K ﹤0.01%
14,569
– –
FORM icon
2046
FormFactor
FORM
$9.17B
$318K ﹤0.01%
28,368
– –
STRP
2047
DELISTED
Straight Path Communications Inc.
STRP
$317K ﹤0.01%
+9,336
New +$258K
CSV icon
2048
Carriage Services
CSV
$569M
$316K ﹤0.01%
11,034
-2,520
-19% -$65.3K
HOUS
2049
DELISTED
Anywhere Real Estate
HOUS
$315K ﹤0.01%
12,227
-705
-5% -$17.4K
SNR
2050
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$310K ﹤0.01%
31,684
-30,005
-49% -$303K
80 81
82
83 84

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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.