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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
QNST icon
2276
QuinStreet
QNST
$1.21B
– –
-28,630
Closed -$86K
RGP icon
2277
Resources Connection
RGP
$145M
– –
-386,263
Closed -$5.77M
RMBS icon
2278
Rambus
RMBS
$11B
– –
-32,988
Closed -$412K
SIG icon
2279
Signet Jewelers
SIG
$3.76B
– –
-7,140
Closed -$532K
SNCR
2280
DELISTED
Synchronoss Technologies
SNCR
– –
-1,092
Closed -$405K
SPSC icon
2281
SPS Commerce
SPSC
$2.64B
– –
-19,946
Closed -$732K
TECH icon
2282
Bio-Techne
TECH
$11.3B
– –
-18,808
Closed -$515K
TTNP
2283
DELISTED
Titan Pharmaceuticals
TTNP
– –
-14
Closed -$305K
TYL icon
2284
Tyler Technologies
TYL
$12.8B
– –
-63,929
Closed -$10.9M
W icon
2285
Wayfair
W
$14.6B
– –
-19,497
Closed -$768K
WOLF icon
2286
Wolfspeed
WOLF
$1.71B
– –
-46,210
Closed -$1.19M
WT icon
2287
WisdomTree
WT
$3.22B
– –
-23,407
Closed -$241K
WW
2288
DELISTED
WW International
WW
– –
-42,277
Closed -$436K
TVRD
2289
Tvardi Therapeutics
TVRD
$23.4M
– –
-1,163
Closed -$349K
ITCI
2290
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-18,864
Closed -$287K
INFN
2291
DELISTED
Infinera Corporation Common Stock
INFN
– –
-339,472
Closed -$3.07M
PRMW
2292
DELISTED
Primo Water Corporation
PRMW
– –
-12,926
Closed -$184K
FRGI
2293
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-22,145
Closed -$531K
LTRPA
2294
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-12,850
Closed -$281K
KDNY
2295
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-3,784
Closed -$235K
DBD
2296
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-11,749
Closed -$291K
CNCE
2297
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-15,125
Closed -$153K
USAK
2298
DELISTED
USA Truck Inc
USAK
– –
-20,279
Closed -$208K
EPAY
2299
DELISTED
Bottomline Technologies Inc
EPAY
– –
-32,025
Closed -$747K
GPX
2300
DELISTED
GP Strategies Corp.
GPX
– –
-9,301
Closed -$229K
90 91
92
93 94

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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.