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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
BXE
2326
DELISTED
Bellatrix Exploration Ltd.
BXE
– –
-8,434
Closed -$36K
INVN
2327
DELISTED
Invensense Inc
INVN
– –
-52,899
Closed -$393K
UAM
2328
DELISTED
Universal American Corp
UAM
– –
-19,738
Closed -$151K
PLKI
2329
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-5,011
Closed -$266K
TNGO
2330
DELISTED
Tangoe, Inc.
TNGO
– –
-14,901
Closed -$123K
LIOX
2331
DELISTED
Lionbridge Technologies
LIOX
– –
-23,819
Closed -$119K
VASC
2332
DELISTED
Vascular Solutions Inc
VASC
– –
-17,214
Closed -$830K
VA
2333
DELISTED
Virgin America Inc.
VA
– –
-10,044
Closed -$537K
TLN
2334
DELISTED
Talen Energy Corporation
TLN
– –
-109,603
Closed -$1.52M
EVDY
2335
DELISTED
Everyday Health, Inc.
EVDY
– –
-50,670
Closed -$389K
IM
2336
DELISTED
Ingram Micro
IM
– –
-83,764
Closed -$2.99M
EOCA
2337
DELISTED
Endesa Americas S.A.
EOCA
– –
-35,582
Closed -$487K
PPS
2338
DELISTED
Post Properties
PPS
– –
-19,764
Closed -$1.31M
AVG
2339
DELISTED
AVG Technologies N.V.
AVG
– –
-36,525
Closed -$914K
BLOX
2340
DELISTED
Infoblox Inc
BLOX
– –
-71,025
Closed -$1.87M
FLTX
2341
DELISTED
Fleetmatics Group PLC
FLTX
– –
-40,804
Closed -$2.45M
RSTI
2342
DELISTED
Rofin-Sinar Technologies Inc
RSTI
– –
-33,317
Closed -$1.07M
CPHD
2343
DELISTED
Cepheid Inc
CPHD
– –
-75,767
Closed -$3.99M
RAX
2344
DELISTED
Rackspace Hosting Inc
RAX
– –
-799,293
Closed -$25.3M
SGI
2345
DELISTED
Silicon Graphics Intl.
SGI
– –
-136,362
Closed -$1.05M
PSG
2346
DELISTED
Performance Sports Group Ltd.
PSG
– –
-157,543
Closed -$639K
PGND
2347
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
– –
-10,760
Closed -$435K
ITC
2348
DELISTED
ITC HOLDINGS CORP
ITC
– –
-25,504
Closed -$1.19M
SKUL
2349
DELISTED
SKULLCANDY INC
SKUL
– –
-129,673
Closed -$822K
PHIIK
2350
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
– –
-24,484
Closed -$445K
91 92 93
94
95

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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.