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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
TREE icon
2151
LendingTree
TREE
$451M
$203K ﹤0.01%
2,001
-1,711
-46% -$163K
LSXMK
2152
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$203K ﹤0.01%
7,851
– –
SCHW
2153
Charles Schwab
SCHW
$187B
$200K ﹤0.01%
5,057
-283,996
-98% -$10.1M
VAL
2154
DELISTED
Valspar
VAL
$200K ﹤0.01%
1,934
– –
MITL
2155
DELISTED
Mitel Networks Corporation
MITL
$197K ﹤0.01%
+28,962
New +$201K
NSM
2156
DELISTED
Nationstar Mortgage Holdings
NSM
$197K ﹤0.01%
+10,920
New +$180K
PGTI
2157
DELISTED
PGT, Inc.
PGTI
$191K ﹤0.01%
16,718
-6,630
-28% -$72.2K
PACB icon
2158
Pacific Biosciences
PACB
$370M
$190K ﹤0.01%
50,029
-73,760
-60% -$536K
GNMK
2159
DELISTED
GenMark Diagnostics, Inc
GNMK
$189K ﹤0.01%
+15,418
New +$183K
CAMP
2160
DELISTED
CalAmp Corp.
CAMP
$185K ﹤0.01%
+555
New +$183K
KRO icon
2161
KRONOS Worldwide
KRO
$989M
$184K ﹤0.01%
+15,426
New +$156K
CLNE icon
2162
Clean Energy Fuels
CLNE
$346M
$182K ﹤0.01%
+63,661
New +$240K
AXGN icon
2163
Axogen
AXGN
$2.5B
$180K ﹤0.01%
+20,000
New +$172K
STNG icon
2164
Scorpio Tankers
STNG
$3.81B
$180K ﹤0.01%
3,963
-21,716
-85% -$936K
SREV
2165
DELISTED
ServiceSource International, Inc.
SREV
$179K ﹤0.01%
31,532
– –
TLYS icon
2166
Tilly's
TLYS
$128M
$178K ﹤0.01%
13,462
-91,873
-87% -$1.02M
AUTO
2167
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$178K ﹤0.01%
13,269
-35,832
-73% -$534K
IAG icon
2168
IAMGOLD
IAG
$10.5B
$175K ﹤0.01%
45,137
+33,282
+281% +$124K
DAKT icon
2169
Daktronics
DAKT
$1.04B
$173K ﹤0.01%
+16,188
New +$155K
GCAP
2170
DELISTED
Gain Capital Holdings, Inc.
GCAP
$172K ﹤0.01%
26,214
– –
TXMD icon
2171
TherapeuticsMD
TXMD
$24M
$171K ﹤0.01%
593
-764
-56% -$237K
VATE icon
2172
INNOVATE Corp
VATE
$165M
$171K ﹤0.01%
2,886
– –
PNK
2173
DELISTED
Pinnacle Entertainment Inc.
PNK
$170K ﹤0.01%
11,730
-7,460
-39% -$99.7K
NGD
2174
DELISTED
New Gold Inc
NGD
$168K ﹤0.01%
47,752
+12,572
+36% +$47.7K
LMOS
2175
DELISTED
Lumos Networks Corp
LMOS
$164K ﹤0.01%
10,484
– –
85 86
87
88 89

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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.