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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
SJI
2126
DELISTED
South Jersey Industries, Inc.
SJI
$236K ﹤0.01%
7,007
-4,075
-37% -$127K
WING icon
2127
Wingstop
WING
$3.18B
$231K ﹤0.01%
+7,803
New +$229K
KTOS icon
2128
Kratos Defense & Security Solutions
KTOS
$11.4B
$227K ﹤0.01%
+30,659
New +$207K
GLPI icon
2129
Gaming and Leisure Properties
GLPI
$12.8B
$226K ﹤0.01%
7,375
– –
PDS
2130
Precision Drilling
PDS
$974M
$223K ﹤0.01%
+2,038
New +$201K
VNDA icon
2131
Vanda Pharmaceuticals
VNDA
$302M
$223K ﹤0.01%
+13,973
New +$225K
DISCK
2132
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$220K ﹤0.01%
8,228
– –
PTHN
2133
DELISTED
Patheon N.V.
PTHN
$220K ﹤0.01%
+7,650
New +$211K
CALY
2134
Callaway Golf Company
CALY
$3.14B
$217K ﹤0.01%
19,804
+77
+0.4% +$873
PFGC icon
2135
Performance Food Group
PFGC
$18B
$216K ﹤0.01%
9,002
– –
EPE
2136
DELISTED
EP Energy Corporation
EPE
$214K ﹤0.01%
32,724
-1,498,543
-98% -$7.29M
GTT
2137
DELISTED
GTT Communications, Inc.
GTT
$214K ﹤0.01%
+7,438
New +$183K
ENSG icon
2138
The Ensign Group
ENSG
$10.7B
$213K ﹤0.01%
10,249
-3,544
-26% -$69.1K
SBH icon
2139
Sally Beauty Holdings
SBH
$1.58B
$213K ﹤0.01%
8,073
-54,109
-87% -$1.43M
VRNS icon
2140
Varonis Systems
VRNS
$5B
$213K ﹤0.01%
23,814
-1,314
-5% -$12.5K
NXPI icon
2141
NXP Semiconductors
NXPI
$60.4B
$210K ﹤0.01%
+2,143
New +$213K
SFLY
2142
DELISTED
Shutterfly, Inc.
SFLY
$209K ﹤0.01%
+4,169
New +$202K
AVAV icon
2143
AeroVironment
AVAV
$9.45B
$208K ﹤0.01%
+7,741
New +$201K
MPAA icon
2144
Motorcar Parts of America
MPAA
$258M
$208K ﹤0.01%
7,736
-2,574
-25% -$67.9K
APTS
2145
DELISTED
Preferred Apartment Communities, Inc.
APTS
$208K ﹤0.01%
13,944
– –
HLTH
2146
DELISTED
Nobilis Health Corp.
HLTH
$207K ﹤0.01%
98,794
-43,635
-31% -$119K
OCFC icon
2147
OceanFirst Financial
OCFC
$1.91B
$205K ﹤0.01%
+6,840
New +$159K
BCPC
2148
Balchem Corp
BCPC
$5.72B
$205K ﹤0.01%
2,439
-3,407
-58% -$269K
MTDR icon
2149
Matador Resources
MTDR
$6.09B
$204K ﹤0.01%
+7,927
New +$192K
SHOP icon
2150
Shopify
SHOP
$195B
$203K ﹤0.01%
+47,080
New +$198K
84 85
86
87 88

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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.