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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
HT
2101
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$260K ﹤0.01%
12,115
-3,226
-21% -$62.9K
GWR
2102
DELISTED
Genesee & Wyoming Inc.
GWR
$259K ﹤0.01%
+3,730
New +$266K
DEA
2103
Easterly Government Properties
DEA
$1.18B
$254K ﹤0.01%
5,071
-9,312
-65% -$445K
CALD
2104
DELISTED
Callidus Software, Inc.
CALD
$254K ﹤0.01%
15,120
-17,425
-54% -$297K
ANIP icon
2105
ANI Pharmaceuticals
ANIP
$1.78B
$252K ﹤0.01%
+4,152
New +$254K
AYR
2106
DELISTED
Aircastle Ltd
AYR
$252K ﹤0.01%
12,069
-2,670
-18% -$56.3K
ECOL
2107
DELISTED
US Ecology, Inc.
ECOL
$251K ﹤0.01%
5,099
– –
COLB icon
2108
Columbia Banking Systems
COLB
$8.84B
$248K ﹤0.01%
+5,546
New +$209K
NFBK
2109
DELISTED
Northfield Bancorp
NFBK
$248K ﹤0.01%
12,423
-32
-0.3% -$573
ALNT icon
2110
Allient
ALNT
$1.92B
$247K ﹤0.01%
17,316
-11,954
-41% -$167K
LNW
2111
DELISTED
Light & Wonder
LNW
$247K ﹤0.01%
+17,612
New +$241K
NCLH icon
2112
Norwegian Cruise Line
NCLH
$8.84B
$247K ﹤0.01%
5,819
-62,287
-91% -$2.49M
MCFT icon
2113
MasterCraft Boat Holdings
MCFT
$590M
$246K ﹤0.01%
+16,903
New +$215K
TTSH
2114
DELISTED
Tile Shop Holdings
TTSH
$246K ﹤0.01%
12,585
-44,365
-78% -$827K
ATCO
2115
DELISTED
Atlas Corp.
ATCO
$245K ﹤0.01%
26,754
– –
BREW
2116
DELISTED
Craft Brew Alliance, Inc.
BREW
$245K ﹤0.01%
+14,468
New +$238K
PRIM icon
2117
Primoris Services
PRIM
$4.45B
$244K ﹤0.01%
10,711
-9,355
-47% -$206K
DATA
2118
DELISTED
Tableau Software, Inc.
DATA
$243K ﹤0.01%
5,776
-172,639
-97% -$8.04M
QTWO icon
2119
Q2 Holdings
QTWO
$3.92B
$242K ﹤0.01%
8,398
-7,915
-49% -$234K
FORR icon
2120
Forrester Research
FORR
$224M
$240K ﹤0.01%
5,593
+188
+3% +$7.48K
CWST icon
2121
Casella Waste Systems
CWST
$5.69B
$239K ﹤0.01%
19,224
+5,281
+38% +$62K
AAWW
2122
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$238K ﹤0.01%
4,560
-5,852
-56% -$276K
SGI
2123
Somnigroup International
SGI
$13.7B
$237K ﹤0.01%
+13,872
New +$207K
FINL
2124
DELISTED
Finish Line
FINL
$237K ﹤0.01%
12,617
-6,784
-35% -$148K
CYTK icon
2125
Cytokinetics
CYTK
$10.4B
$236K ﹤0.01%
19,422
-5,369
-22% -$57K
83 84
85
86 87

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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.