We are live on ! Find out more
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
JAX
2301
DELISTED
J. Alexander's Holdings, Inc.
JAX
– –
-13,771
Closed -$140K
SQBG
2302
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-441
Closed -$141K
ALXN
2303
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-14,592
Closed -$1.79M
AT
2304
DELISTED
Atlantic Power Corporation
AT
– –
-53,235
Closed -$131K
TNAV
2305
DELISTED
Telenav Inc.
TNAV
– –
-22,470
Closed -$129K
JE
2306
DELISTED
Just Energy Group Inc
JE
– –
-9,501
Closed -$1.59M
TTPH
2307
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
– –
-517
Closed -$40K
AKRX
2308
DELISTED
Akorn Inc
AKRX
– –
-46,161
Closed -$1.26M
AGN
2309
DELISTED
Allergan plc
AGN
– –
-8,307
Closed -$1.91M
MDCO
2310
DELISTED
Medicines Co
MDCO
– –
-15,546
Closed -$587K
ALDR
2311
DELISTED
Alder Biopharmaceuticals
ALDR
– –
-23,319
Closed -$764K
BID
2312
DELISTED
Sotheby's
BID
– –
-6,067
Closed -$231K
CIVI
2313
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-10,404
Closed -$190K
FBR
2314
DELISTED
Fibria Celulose Sa
FBR
– –
-37,476
Closed -$265K
SONC
2315
DELISTED
Sonic Corp
SONC
– –
-14,738
Closed -$386K
SYNT
2316
DELISTED
Syntel Inc
SYNT
– –
-50,892
Closed -$2.13M
SHLM
2317
DELISTED
Schulman (A.) Inc
SHLM
– –
-23,550
Closed -$686K
PAY
2318
DELISTED
Verifone Systems Inc
PAY
– –
-321,899
Closed -$5.07M
CXRX
2319
DELISTED
Concordia International Corp. Common Stock
CXRX
– –
-10,396
Closed -$46K
LNCE
2320
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-9,962
Closed -$335K
ACTA
2321
DELISTED
Actua Corp
ACTA
– –
-12,100
Closed -$157K
TERP
2322
DELISTED
TerraForm Power, Inc
TERP
– –
-26,284
Closed -$366K
KITE
2323
DELISTED
Kite Pharma, Inc.
KITE
– –
-6,150
Closed -$344K
MYCC
2324
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-11,361
Closed -$164K
CCP
2325
DELISTED
Care Capital Properties, Inc.
CCP
– –
-30,643
Closed -$874K
91 92
93
94 95

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.