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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 | |
|---|---|---|---|---|---|---|
576
Cooper-Standard Automotive
CPS
$558M
| $22M | 0.03% |
213,213
+4,693
| +2% | +$452K |
|
577
L3Harris
LHX
$53.4B
| $22M | 0.03% |
214,607
-2,071
| -1% | -$205K |
|
|
VAR
578
DELISTED
Varian Medical Systems, Inc.
VAR
| $22M | 0.03% |
279,225
-4,718
| -2% | -$382K |
|
579
Automatic Data Processing
ADP
$108B
| $21.9M | 0.03% |
213,196
-29,892
| -12% | -$2.79M |
|
|
ESRX
580
DELISTED
Express Scripts Holding Company
ESRX
| $21.9M | 0.03% |
318,423
-189,283
| -37% | -$13.6M |
|
|
CDK
581
DELISTED
CDK Global, Inc.
CDK
| $21.8M | 0.03% |
365,960
+180,208
| +97% | +$10.3M |
|
582
Factset
FDS
$10.2B
| $21.6M | 0.03% |
132,390
-12,621
| -9% | -$2.01M |
|
|
WCN
583
Waste Connections
WCN
$42B
| $21.6M | 0.03% |
412,919
+117,411
| +40% | +$5.93M |
|
584
Dover
DOV
$28.4B
| $21.6M | 0.03% |
356,083
-35,468
| -9% | -$2.05M |
|
585
Cinemark Holdings
CNK
$4.32B
| $21.5M | 0.03% |
561,362
+94,816
| +20% | +$3.77M |
|
|
HRC
586
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $21.5M | 0.03% |
383,060
+74,462
| +24% | +$4.22M |
|
587
Belden
BDC
$5.19B
| $21.4M | 0.03% |
286,399
+103,321
| +56% | +$7.36M |
|
588
New York Times
NYT
$10.2B
| $21.2M | 0.03% |
1,597,656
+78,468
| +5% | +$970K |
|
589
Paychex
PAYX
$42.7B
| $21M | 0.03% |
345,330
+52,169
| +18% | +$3.01M |
|
590
WEC Energy
WEC
$35.1B
| $21M | 0.03% |
357,272
+57,175
| +19% | +$3.28M |
|
|
SE
591
DELISTED
Spectra Energy Corp Wi
SE
| $20.9M | 0.03% |
508,630
+82,404
| +19% | +$3.41M |
|
592
SLB Ltd
SLB
$75B
| $20.9M | 0.03% |
248,668
+157,555
| +173% | +$12.9M |
|
|
BHI
593
DELISTED
Baker Hughes
BHI
| $20.8M | 0.03% |
320,599
-379,784
| -54% | -$22.5M |
|
594
Xylem
XYL
$28.1B
| $20.8M | 0.03% |
420,482
-145,419
| -26% | -$7.37M |
|
595
RPM International
RPM
$15B
| $20.7M | 0.03% |
385,372
+108,726
| +39% | +$5.57M |
|
|
PBCT
596
DELISTED
People's United Financial Inc
PBCT
| $20.4M | 0.03% |
1,054,102
-324,325
| -24% | -$5.73M |
|
597
EOG Resources
EOG
$70.7B
| $20.3M | 0.03% |
201,198
+177,204
| +739% | +$17.3M |
|
598
W.R. Berkley
WRB
$26.6B
| $20.2M | 0.03% |
1,024,734
-31,061
| -3% | -$558K |
|
|
XEC
599
DELISTED
CIMAREX ENERGY CO
XEC
| $20.1M | 0.03% |
147,745
+39,457
| +36% | +$5.28M |
|
|
WCC
600
WESCO International
WCC
$17.7B
| $20.1M | 0.03% |
301,459
+222,769
| +283% | +$14.1M |
|
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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.