We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
726
American Airlines Group
AAL
$10.6B
| $11.5M | 0.02% |
247,337
+143,162
| +137% | +$6.23M |
|
727
Qorvo
QRVO
$8.74B
| $11.5M | 0.02% |
218,480
+81,467
| +59% | +$4.43M |
|
|
TCF
728
DELISTED
TCF Financial Corporation Common Stock
TCF
| $11.5M | 0.02% |
211,942
+110,869
| +110% | +$5.4M |
|
729
Innospec
IOSP
$2.28B
| $11.4M | 0.02% |
167,099
-26,621
| -14% | -$1.71M |
|
|
RRD
730
DELISTED
RR Donnelley & Sons Co.
RRD
| $11.4M | 0.02% |
+700,738
| New | +$12.6M |
|
731
ScottsMiracle-Gro
SMG
$3.66B
| $11.4M | 0.02% |
119,654
+610
| +0.5% | +$54.7K |
|
732
Gartner
IT
$11.7B
| $11.4M | 0.02% |
112,748
-28,622
| -20% | -$2.77M |
|
|
FNSR
733
DELISTED
Finisar Corp
FNSR
| $11.4M | 0.02% |
374,998
+26,313
| +8% | +$808K |
|
734
Canadian Natural Resources
CNQ
$93.8B
| $11.3M | 0.02% |
725,229
+49,158
| +7% | +$779K |
|
735
LiveRamp
RAMP
$2.3B
| $11.3M | 0.02% |
422,480
+74,268
| +21% | +$1.93M |
|
736
Trimble
TRMB
$13.9B
| $11.2M | 0.02% |
371,182
+104,388
| +39% | +$2.99M |
|
737
Copa Holdings
CPA
$5.8B
| $11.2M | 0.02% |
+123,152
| New | +$11.2M |
|
738
Enel Chile
ENIC
$6.28B
| $11.2M | 0.02% |
2,454,990
-6,637
| -0.3% | -$31.9K |
|
|
CLC
739
DELISTED
Clarcor
CLC
| $11.2M | 0.02% |
135,216
+41,728
| +45% | +$2.94M |
|
|
ALE
740
DELISTED
Allete
ALE
| $11.1M | 0.02% |
173,560
+3,659
| +2% | +$224K |
|
|
GRMN
741
Garmin
GRMN
$60B
| $11.1M | 0.02% |
229,718
+67,345
| +41% | +$3.35M |
|
|
GWB
742
DELISTED
Great Western Bancorp, Inc.
GWB
| $11.1M | 0.02% |
253,725
+53,719
| +27% | +$2.01M |
|
|
CBI
743
DELISTED
Chicago Bridge & Iron Nv
CBI
| $11M | 0.02% |
+347,886
| New | +$10.9M |
|
|
LTM
744
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $11M | 0.02% |
1,349,955
-738,592
| -35% | -$6.57M |
|
745
MYR Group
MYRG
$5.25B
| $11M | 0.02% |
292,825
+53,702
| +22% | +$1.85M |
|
|
DCH
746
Dauch Corp
DCH
$1.51B
| $10.9M | 0.02% |
563,229
-21,535
| -4% | -$365K |
|
747
Avient
AVNT
$4.19B
| $10.8M | 0.01% |
337,437
+114,154
| +51% | +$3.67M |
|
|
STS
748
DELISTED
Supreme Industries Inc Class A
STS
| $10.6M | 0.01% |
676,476
+307,262
| +83% | +$4.62M |
|
749
Seagate
STX
$184B
| $10.6M | 0.01% |
277,355
+115,511
| +71% | +$4.31M |
|
|
RHT
750
DELISTED
Red Hat Inc
RHT
| $10.5M | 0.01% |
150,618
-86,735
| -37% | -$6.69M |
|
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.