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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
(+11%)
Cap. Flow
+$4.26B
Cap. Flow
% of AUM
5.88%
Top 10 Holdings %
Top 10 Hldgs %
8.86%
Holding
2,368
New
125
Increased
1,024
Reduced
1,006
Closed
145
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Hewlett Packard
HPE
|
+$483M |
| 2 |
Wells Fargo
WFC
|
+$147M |
| 3 |
Delta Air Lines
DAL
|
+$139M |
| 4 |
STI
SunTrust Banks, Inc.
STI
|
+$129M |
| 5 |
Aflac
AFL
|
+$128M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mondelez International
MDLZ
|
+$115M |
| 2 |
Cognizant
CTSH
|
+$107M |
| 3 |
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
|
+$107M |
| 4 |
DuPont de Nemours
DD
|
+$90.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
NFX
376
DELISTED
Newfield Exploration
NFX
| $49.6M | 0.07% |
1,225,638
-77,760
| -6% | -$3.3M |
|
377
U-Haul Holding Co
UHAL
$14.6B
| $49.6M | 0.07% |
1,340,820
-47,980
| -3% | -$1.65M |
|
|
WBA
378
DELISTED
Walgreens Boots Alliance
WBA
| $49.5M | 0.07% |
598,173
+215,231
| +56% | +$17.8M |
|
379
Fair Isaac
FICO
$22.5B
| $49.4M | 0.07% |
414,132
+86,720
| +26% | +$10.3M |
|
380
Mastercard
MA
$493B
| $49.3M | 0.07% |
477,296
+198,893
| +71% | +$20.6M |
|
381
KeyCorp
KEY
$24.4B
| $48.8M | 0.07% |
2,669,856
+423,292
| +19% | +$6.67M |
|
382
Arch Capital
ACGL
$33.6B
| $48.5M | 0.07% |
1,687,779
-50,286
| -3% | -$1.37M |
|
383
Snap-on
SNA
$21.5B
| $48.5M | 0.07% |
283,167
-24,056
| -8% | -$3.91M |
|
384
Navient
NAVI
$853M
| $48.4M | 0.07% |
2,943,565
+1,045,966
| +55% | +$16.3M |
|
385
Agnico Eagle Mines
AEM
$90.5B
| $48.1M | 0.07% |
1,143,323
-76,178
| -6% | -$3.37M |
|
386
Booking.com
BKNG
$161B
| $48M | 0.07% |
818,650
+45,400
| +6% | +$2.71M |
|
|
SKX
387
DELISTED
Skechers
SKX
| $48M | 0.07% |
1,950,931
+130,163
| +7% | +$3M |
|
388
West Pharmaceutical
WST
$24.9B
| $47.9M | 0.07% |
564,839
+118,963
| +27% | +$9.35M |
|
|
DO
389
DELISTED
Diamond Offshore Drilling
DO
| $47.9M | 0.07% |
2,705,632
-937,359
| -26% | -$16.5M |
|
390
Jack Henry & Associates
JKHY
$11.1B
| $47.8M | 0.07% |
538,768
+53,793
| +11% | +$4.59M |
|
391
TC Energy
TRP
$65.9B
| $47.8M | 0.07% |
1,058,219
+417,767
| +65% | +$19M |
|
392
McCormick & Company Non-Voting
MKC
$14.2B
| $47.7M | 0.07% |
1,021,336
+67,618
| +7% | +$3.15M |
|
393
Kohl's
KSS
$2.19B
| $47.4M | 0.07% |
960,762
+289,080
| +43% | +$14.3M |
|
394
Lennox International
LII
$15.2B
| $47.4M | 0.07% |
309,150
+38,938
| +14% | +$5.95M |
|
395
Graphic Packaging
GPK
$3.58B
| $47M | 0.06% |
3,762,825
+795,179
| +27% | +$10.3M |
|
396
C.H. Robinson
CHRW
$17.5B
| $46.9M | 0.06% |
639,826
-12,403
| -2% | -$897K |
|
397
Prologis
PLD
$133B
| $46.7M | 0.06% |
885,367
+60,081
| +7% | +$3.05M |
|
398
Equity Residential
EQR
$25.1B
| $46.5M | 0.06% |
723,235
+2,927
| +0.4% | +$180K |
|
399
AutoZone
AZO
$51.1B
| $46.4M | 0.06% |
58,734
-14,280
| -20% | -$11M |
|
400
Ventas
VTR
$47.9B
| $46.3M | 0.06% |
741,031
+204,125
| +38% | +$12.9M |
|
Similar funds
VGA
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.