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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 | |
|---|---|---|---|---|---|---|
751
Fortis
FTS
$28.7B
| $10.5M | 0.01% |
+338,602
| New | +$10.5M |
|
752
Herc Holdings
HRI
$5.61B
| $10.5M | 0.01% |
+260,306
| New | +$9.39M |
|
753
OraSure Technologies
OSUR
$279M
| $10.4M | 0.01% |
1,190,046
+74,417
| +7% | +$614K |
|
754
First Citizens BancShares
FCNCA
$25.3B
| $10.3M | 0.01% |
28,973
+11,338
| +64% | +$3.7M |
|
755
Hanmi Financial
HAFC
$946M
| $10.3M | 0.01% |
294,653
+117,043
| +66% | +$3.42M |
|
756
American Public Education
APEI
$940M
| $10.3M | 0.01% |
418,599
+104,119
| +33% | +$2.33M |
|
757
Avista
AVA
$3.24B
| $10.3M | 0.01% |
256,473
+522
| +0.2% | +$21.1K |
|
758
MaxLinear
MXL
$6.8B
| $10.2M | 0.01% |
470,153
-85,891
| -15% | -$1.78M |
|
759
NBT Bancorp
NBTB
$2.74B
| $10.1M | 0.01% |
241,234
-14,169
| -6% | -$527K |
|
760
KT
KT
$8.81B
| $10M | 0.01% |
709,785
+430,662
| +154% | +$6.48M |
|
|
BERY
761
DELISTED
Berry Global Group, Inc.
BERY
| $9.99M | 0.01% |
223,275
-220,993
| -50% | -$9.46M |
|
762
Markel Group
MKL
$23.2B
| $9.99M | 0.01% |
11,044
-1,726
| -14% | -$1.54M |
|
763
United Fire Group
UFCS
$1.4B
| $9.98M | 0.01% |
202,974
+5,821
| +3% | +$258K |
|
764
OGE Energy
OGE
$9.71B
| $9.91M | 0.01% |
296,133
+9,424
| +3% | +$298K |
|
765
Essex Property Trust
ESS
$18.5B
| $9.87M | 0.01% |
42,470
-2,536
| -6% | -$548K |
|
|
CNR
766
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $9.86M | 0.01% |
630,038
-73,455
| -10% | -$1.15M |
|
767
Sempra
SRE
$54.8B
| $9.83M | 0.01% |
195,290
+13,012
| +7% | +$662K |
|
768
First Industrial Realty Trust
FR
$8.44B
| $9.8M | 0.01% |
349,453
-11,716
| -3% | -$312K |
|
769
Kimco Realty
KIM
$16.4B
| $9.78M | 0.01% |
388,793
-106,752
| -22% | -$2.81M |
|
770
International Flavors & Fragrances
IFF
$21.9B
| $9.77M | 0.01% |
82,945
-3,843
| -4% | -$482K |
|
|
RAD
771
DELISTED
Rite Aid Corporation
RAD
| $9.74M | 0.01% |
59,133
+6
| +0% | +$907 |
|
|
SIR
772
DELISTED
SELECT INCOME REIT
SIR
| $9.74M | 0.01% |
879,454
+67,977
| +8% | +$742K |
|
773
Brady Corp
BRC
$4.57B
| $9.71M | 0.01% |
258,526
+7,696
| +3% | +$277K |
|
774
REX American Resources
REX
$1.41B
| $9.7M | 0.01% |
589,452
+218,082
| +59% | +$3.24M |
|
|
TOWR
775
DELISTED
Tower International, Inc.
TOWR
| $9.7M | 0.01% |
342,096
+83,571
| +32% | +$2.1M |
|
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.