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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
SMRT
2201
DELISTED
Stein Mart Inc
SMRT
$121K ﹤0.01%
22,051
-61,550
-74% -$356K
LAB icon
2202
Standard BioTools
LAB
$314M
$119K ﹤0.01%
+16,367
New +$103K
VNET
2203
VNET Group
VNET
$2.09B
$115K ﹤0.01%
16,414
– –
TRVN
2204
DELISTED
Trevena, Inc.
TRVN
$113K ﹤0.01%
31
-18
-37% -$64.4K
SPPI
2205
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$112K ﹤0.01%
25,248
– –
PFSW
2206
DELISTED
PFSweb, Inc.
PFSW
$111K ﹤0.01%
13,058
-5,030
-28% -$41.4K
CLAR icon
2207
Clarus
CLAR
$143M
$110K ﹤0.01%
20,610
-15,951
-44% -$88.9K
SID icon
2208
Companhia Siderúrgica Nacional
SID
$1.23B
$110K ﹤0.01%
33,917
+1,731
+5% +$5.63K
CMBT
2209
CMB.TECH NV
CMBT
$4.73B
$107K ﹤0.01%
13,436
-22,662
-63% -$172K
OPK icon
2210
Opko Health
OPK
$1.02B
$105K ﹤0.01%
+11,275
New +$117K
RXDX
2211
DELISTED
Ignyta, Inc.
RXDX
$105K ﹤0.01%
19,886
– –
SRGA
2212
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$89K ﹤0.01%
914
-1,106
-55% -$101K
EVRI
2213
DELISTED
Everi Holdings
EVRI
$64K ﹤0.01%
29,808
-92,930
-76% -$216K
CDMO
2214
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$59K ﹤0.01%
27,284
– –
NE
2215
DELISTED
Noble Corporation
NE
$59K ﹤0.01%
10,017
-183,372
-95% -$1.08M
TNDM icon
2216
Tandem Diabetes Care
TNDM
$1.56B
$57K ﹤0.01%
+2,665
New +$103K
ARWR icon
2217
Arrowhead Research
ARWR
$12.4B
$47K ﹤0.01%
+30,232
New +$129K
EGY icon
2218
Vaalco Energy
EGY
$594M
$47K ﹤0.01%
45,488
-30,375
-40% -$26.7K
CBK
2219
DELISTED
Christopher & Banks Corporation
CBK
$42K ﹤0.01%
18,047
-28,682
-61% -$49.1K
CTIC
2220
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$33K ﹤0.01%
8,070
– –
PWE
2221
DELISTED
Penn West Energy Petroleum Ltd
PWE
$25K ﹤0.01%
13,902
– –
PPP
2222
DELISTED
Primero Mining Corp
PPP
$14K ﹤0.01%
17,124
+5,467
+47% +$6.04K
AA icon
2223
Alcoa
AA
$13.2B
– –
-28,191
Closed -$687K
ACHC icon
2224
Acadia Healthcare
ACHC
$2.94B
– –
-4,498
Closed -$223K
AIN icon
2225
Albany International
AIN
$1.78B
– –
-9,615
Closed -$407K
87 88
89
90 91

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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.