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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
CAA
2051
DELISTED
CalAtlantic Group, Inc.
CAA
$309K ﹤0.01%
9,083
-1,064
-10% -$35.2K
ASCMA
2052
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
$308K ﹤0.01%
18,959
-6,862
-27% -$136K
BYD icon
2053
Boyd Gaming
BYD
$6.06B
$307K ﹤0.01%
15,214
-34,887
-70% -$672K
FMC icon
2054
FMC
FMC
$1.33B
$307K ﹤0.01%
+6,255
New +$286K
CTT
2055
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$305K ﹤0.01%
27,062
– –
TWI icon
2056
Titan International
TWI
$475M
$304K ﹤0.01%
+27,144
New +$297K
WWE
2057
DELISTED
World Wrestling Entertainment
WWE
$302K ﹤0.01%
16,391
-34,114
-68% -$646K
IVC
2058
DELISTED
Invacare Corporation
IVC
$302K ﹤0.01%
23,134
– –
PKD
2059
DELISTED
Parker Drilling Company
PKD
$300K ﹤0.01%
7,702
-793
-9% -$27.1K
HZNP
2060
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$300K ﹤0.01%
18,541
-33,597
-64% -$609K
HQY icon
2061
HealthEquity
HQY
$8.75B
$293K ﹤0.01%
+7,232
New +$280K
ENVA icon
2062
Enova International
ENVA
$6.29B
$291K ﹤0.01%
23,174
-5,011
-18% -$54.1K
SCHL icon
2063
Scholastic
SCHL
$792M
$290K ﹤0.01%
6,109
-4,009
-40% -$170K
NPKI
2064
NPK International
NPKI
$1.14B
$290K ﹤0.01%
38,631
-13,229
-26% -$96K
BPMC
2065
DELISTED
Blueprint Medicines
BPMC
$289K ﹤0.01%
+10,291
New +$310K
ATI icon
2066
ATI
ATI
$31B
$286K ﹤0.01%
+17,933
New +$298K
CIR
2067
DELISTED
CIRCOR International, Inc
CIR
$286K ﹤0.01%
4,413
+15
+0.3% +$894
ECOM
2068
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$283K ﹤0.01%
19,704
-24,442
-55% -$325K
COWN
2069
DELISTED
Cowen Inc. Class A Common Stock
COWN
$283K ﹤0.01%
18,264
-1
-0% -$14
AGI icon
2070
Alamos Gold
AGI
$13.9B
$281K ﹤0.01%
40,736
-82,756
-67% -$581K
ARRS
2071
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$281K ﹤0.01%
9,320
-4,071
-30% -$118K
CNS icon
2072
Cohen & Steers
CNS
$4.3B
$279K ﹤0.01%
8,315
+92
+1% +$3.36K
VCRA
2073
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$276K ﹤0.01%
14,939
-4,681
-24% -$83.5K
IMGN
2074
DELISTED
Immunogen Inc
IMGN
$275K ﹤0.01%
134,939
-30,494
-18% -$61.2K
AXAS
2075
DELISTED
Abraxas Petroleum Corp
AXAS
$275K ﹤0.01%
+5,354
New +$211K
81 82
83
84 85

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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.