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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
INSM icon
2176
Insmed
INSM
$28.6B
$163K ﹤0.01%
12,350
– –
SGYP
2177
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$158K ﹤0.01%
25,940
– –
CSR
2178
Centerspace
CSR
$952M
$157K ﹤0.01%
2,202
– –
LPSN icon
2179
LivePerson
LPSN
$32.3M
$157K ﹤0.01%
1,385
-5,446
-80% -$673K
TAC icon
2180
TransAlta
TAC
$3.93B
$155K ﹤0.01%
27,954
-73,045
-72% -$349K
HALO icon
2181
Halozyme
HALO
$12.2B
$153K ﹤0.01%
15,546
-83
-0.5% -$909
BETR
2182
DELISTED
Amplify Snack Brands, Inc.
BETR
$150K ﹤0.01%
+16,982
New +$206K
XCO
2183
DELISTED
Exco Resources
XCO
$150K ﹤0.01%
11,434
– –
SPWH icon
2184
Sportsman's Warehouse
SPWH
$46M
$145K ﹤0.01%
15,403
– –
XIN
2185
DELISTED
Xinyuan Real Estate
XIN
$145K ﹤0.01%
2,922
+1,027
+54% +$56.3K
TPCO
2186
DELISTED
Tribune Publishing Company Common Stock
TPCO
$144K ﹤0.01%
+10,412
New +$145K
ACHN
2187
DELISTED
Achillion Pharmaceuticals
ACHN
$144K ﹤0.01%
34,987
– –
SIGM
2188
DELISTED
Sigma Designs Inc
SIGM
$144K ﹤0.01%
24,019
– –
AGEN
2189
Agenus
AGEN
$290M
$143K ﹤0.01%
+1,767
New +$174K
RDNT icon
2190
RadNet
RDNT
$5.69B
$140K ﹤0.01%
21,758
-6,260
-22% -$42.2K
SIOX
2191
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$139K ﹤0.01%
+1,399
New +$147K
SEDG icon
2192
SolarEdge
SEDG
$1.95B
$138K ﹤0.01%
+11,118
New +$154K
LRMR icon
2193
Larimar Therapeutics
LRMR
$432M
$137K ﹤0.01%
3,579
-7,296
-67% -$296K
BVN icon
2194
Compañía de Minas Buenaventura
BVN
$8.67B
$131K ﹤0.01%
+11,631
New +$139K
VIVS
2195
VivoSim Labs
VIVS
$1.64M
$128K ﹤0.01%
158
– –
CERS icon
2196
Cerus
CERS
$474M
$127K ﹤0.01%
29,083
– –
EHTH icon
2197
eHealth
EHTH
$43.9M
$125K ﹤0.01%
11,693
-35,527
-75% -$363K
GLBL
2198
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$124K ﹤0.01%
+31,435
New +$121K
BLDR icon
2199
Builders FirstSource
BLDR
$8.04B
$123K ﹤0.01%
11,212
-56,925
-84% -$618K
GGB icon
2200
Gerdau
GGB
$9.7B
$122K ﹤0.01%
48,839
+2,660
+6% +$7.25K
86 87
88
89 90

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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.