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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 | |
|---|---|---|---|---|---|---|
|
K
501
DELISTED
Kellanova
K
| $30.7M | 0.04% |
444,150
+90,734
| +26% | +$6.31M |
|
|
RICE
502
DELISTED
Rice Energy Inc.
RICE
| $30.7M | 0.04% |
1,435,976
+1,210,125
| +536% | +$28.8M |
|
503
Huntington Bancshares
HBAN
$35.5B
| $30.4M | 0.04% |
2,298,616
-286,091
| -11% | -$3.33M |
|
504
Zions Bancorporation
ZION
$10.3B
| $30.2M | 0.04% |
701,014
+685,353
| +4,376% | +$25.3M |
|
|
MENT
505
DELISTED
Mentor Graphics Corp
MENT
| $30.2M | 0.04% |
817,606
-1,201,092
| -59% | -$39.2M |
|
506
Invesco
IVZ
$13.9B
| $30.1M | 0.04% |
993,081
-166,649
| -14% | -$5.13M |
|
|
CADE
507
DELISTED
Cadence Bank
CADE
| $30.1M | 0.04% |
968,315
+320,190
| +49% | +$8.58M |
|
|
SBNY
508
DELISTED
Signature Bank
SBNY
| $30M | 0.04% |
199,929
-139,386
| -41% | -$19M |
|
509
Cenovus Energy
CVE
$52.1B
| $29.8M | 0.04% |
1,969,113
-2,777,546
| -59% | -$41.8M |
|
510
Franco-Nevada
FNV
$46B
| $29.8M | 0.04% |
497,213
-32,402
| -6% | -$1.98M |
|
511
Transocean
RIG
$5.82B
| $29.7M | 0.04% |
2,018,107
-3,483,187
| -63% | -$41.3M |
|
512
Lincoln Electric
LECO
$15.4B
| $29.4M | 0.04% |
383,787
-115,872
| -23% | -$8.3M |
|
513
Humana
HUM
$46.2B
| $29.2M | 0.04% |
143,247
+1,975
| +1% | +$377K |
|
|
514
Cognizant
CTSH
$26B
| $29.2M | 0.04% |
521,521
-1,993,557
| -79% | -$107M |
|
|
DNB
515
DELISTED
Dun & Bradstreet
DNB
| $29.2M | 0.04% |
240,761
+82,099
| +52% | +$10.1M |
|
516
News Corp Class A
NWSA
$15.4B
| $29M | 0.04% |
2,531,298
-2,371,598
| -48% | -$29.3M |
|
517
Canadian National Railway
CNI
$76.6B
| $28.7M | 0.04% |
426,569
+159,147
| +60% | +$10.5M |
|
|
VISN
518
Vistance Networks Inc
VISN
$2.52B
| $28.6M | 0.04% |
769,740
+762,032
| +9,886% | +$26M |
|
519
Dell
DELL
$293B
| $28.4M | 0.04% |
1,844,147
+1,021,153
| +124% | +$14.6M |
|
520
Yum China
YUMC
$16.3B
| $28.2M | 0.04% |
+1,080,283
| New | +$29.4M |
|
521
MGM Resorts International
MGM
$11.2B
| $28.2M | 0.04% |
976,917
-184,446
| -16% | -$5.11M |
|
522
TE Connectivity
TEL
$62.6B
| $28.2M | 0.04% |
406,417
-357,659
| -47% | -$23.7M |
|
|
MJN
523
DELISTED
Mead Johnson Nutrition Company
MJN
| $28M | 0.04% |
396,021
-24,332
| -6% | -$1.81M |
|
524
Woodward
WWD
$21.4B
| $27.7M | 0.04% |
401,498
+146,261
| +57% | +$9.45M |
|
525
Sanmina
SANM
$10.9B
| $27.5M | 0.04% |
750,626
+29,083
| +4% | +$920K |
|
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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.