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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 | |
|---|---|---|---|---|---|---|
476
Northern Trust
NTRS
$33.9B
| $34.3M | 0.05% |
384,734
+98,832
| +35% | +$7.85M |
|
|
ESL
477
DELISTED
Esterline Technologies
ESL
| $34.3M | 0.05% |
384,046
+73,286
| +24% | +$5.99M |
|
478
Starbucks
SBUX
$120B
| $34.2M | 0.05% |
615,570
+137,659
| +29% | +$7.63M |
|
|
INVX
479
Innovex International
INVX
$1.97B
| $34M | 0.05% |
566,576
+87,939
| +18% | +$4.89M |
|
|
ODP
480
DELISTED
ODP
ODP
| $33.8M | 0.05% |
747,343
+105,003
| +16% | +$4.35M |
|
|
CHS
481
DELISTED
Chicos FAS, Inc.
CHS
| $33.7M | 0.05% |
2,339,645
+301,708
| +15% | +$4.16M |
|
482
American Express
AXP
$230B
| $33.6M | 0.05% |
454,102
+390,563
| +615% | +$27M |
|
|
NSR
483
DELISTED
Neustar Inc
NSR
| $33.6M | 0.05% |
1,006,750
-183,496
| -15% | -$4.86M |
|
|
AUY
484
DELISTED
Yamana Gold, Inc.
AUY
| $33.5M | 0.05% |
11,932,749
-3,199,444
| -21% | -$10.5M |
|
485
Nike
NKE
$61.9B
| $33.5M | 0.05% |
659,183
-897,874
| -58% | -$46.1M |
|
486
Minerals Technologies
MTX
$2.34B
| $32.9M | 0.05% |
426,519
-10,794
| -2% | -$800K |
|
487
Labcorp
LH
$25.9B
| $32.9M | 0.05% |
298,607
+52,386
| +21% | +$5.82M |
|
488
Fortune Brands Innovations
FBIN
$6.06B
| $32.7M | 0.05% |
716,004
+115,948
| +19% | +$5.47M |
|
489
Vail Resorts
MTN
$5.3B
| $32.6M | 0.05% |
202,182
+148,460
| +276% | +$23.6M |
|
|
VSM
490
DELISTED
Versum Materials, Inc.
VSM
| $32.6M | 0.04% |
+1,160,368
| New | +$28.9M |
|
491
Helmerich & Payne
HP
$3.71B
| $32.4M | 0.04% |
418,811
-92,284
| -18% | -$6.55M |
|
492
Patterson-UTI
PTEN
$3.76B
| $32.2M | 0.04% |
1,194,768
-27,188
| -2% | -$671K |
|
493
GameStop
GME
$8.6B
| $31.8M | 0.04% |
5,038,332
-387,048
| -7% | -$2.39M |
|
|
ENIA
494
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $31.5M | 0.04% |
3,834,974
+1,789,657
| +88% | +$14.9M |
|
|
TCF
495
DELISTED
TCF Financial Corporation
TCF
| $31.4M | 0.04% |
1,605,430
+153,710
| +11% | +$2.53M |
|
496
Dillards
DDS
$9.56B
| $31.4M | 0.04% |
501,390
-22,175
| -4% | -$1.46M |
|
497
Devon Energy
DVN
$47.3B
| $31.4M | 0.04% |
687,626
+184,491
| +37% | +$8.15M |
|
|
MZTI
498
The Marzetti Company
MZTI
$3.11B
| $31.2M | 0.04% |
220,388
-3,854
| -2% | -$521K |
|
499
America Movil
AMX
$71.2B
| $31.2M | 0.04% |
2,478,748
+1,320,098
| +114% | +$16M |
|
500
SPX Corp
SPXC
$10.8B
| $30.8M | 0.04% |
1,297,518
-262,780
| -17% | -$5.76M |
|
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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.