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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 | |
|---|---|---|---|---|---|---|
|
HMSY
1026
DELISTED
HMS Holdings Corp.
HMSY
| $5.19M | 0.01% |
285,697
+26,658
| +10% | +$519K |
|
1027
Manhattan Associates
MANH
$11.4B
| $5.18M | 0.01% |
97,761
-360,229
| -79% | -$19.2M |
|
|
SBY
1028
DELISTED
Silver Bay Realty Trust Corp.
SBY
| $5.17M | 0.01% |
301,886
+32,296
| +12% | +$555K |
|
|
CERN
1029
DELISTED
Cerner Corp
CERN
| $5.17M | 0.01% |
109,122
-35,984
| -25% | -$1.91M |
|
|
BPFH
1030
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $5.16M | 0.01% |
311,539
+157,791
| +103% | +$2.28M |
|
1031
Bausch Health
BHC
$2.34B
| $5.15M | 0.01% |
354,661
-62,505
| -15% | -$1.15M |
|
1032
Agios Pharmaceuticals
AGIO
$1.93B
| $5.14M | 0.01% |
123,303
-10,003
| -8% | -$525K |
|
1033
Orthofix Medical
OFIX
$419M
| $5.14M | 0.01% |
142,170
-138
| -0.1% | -$5.24K |
|
1034
Ryman Hospitality Properties
RHP
$7.63B
| $5.14M | 0.01% |
81,596
+1,349
| +2% | +$74.8K |
|
|
GES
1035
DELISTED
Guess Inc
GES
| $5.14M | 0.01% |
424,432
-363,879
| -46% | -$5.11M |
|
|
SC
1036
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $5.11M | 0.01% |
378,642
+264,720
| +232% | +$3.49M |
|
1037
Blackrock
BLK
$176B
| $5.11M | 0.01% |
13,419
+4,530
| +51% | +$1.66M |
|
1038
Astec Industries
ASTE
$1.02B
| $5.09M | 0.01% |
75,517
+30,891
| +69% | +$1.93M |
|
|
SYNH
1039
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $5.08M | 0.01% |
96,650
-57,523
| -37% | -$2.78M |
|
1040
Cathay General Bancorp
CATY
$4.24B
| $5.08M | 0.01% |
133,501
+28,232
| +27% | +$955K |
|
1041
Selective Insurance
SIGI
$5.73B
| $5.06M | 0.01% |
117,483
-4,962
| -4% | -$200K |
|
1042
Williams Companies
WMB
$86.1B
| $5M | 0.01% |
160,596
-334,581
| -68% | -$10.1M |
|
1043
Zoetis
ZTS
$30B
| $4.98M | 0.01% |
93,103
+15,706
| +20% | +$798K |
|
|
LBY
1044
DELISTED
Libbey, Inc.
LBY
| $4.98M | 0.01% |
255,920
-3,728
| -1% | -$67.3K |
|
1045
BancFirst
BANF
$3.8B
| $4.97M | 0.01% |
106,746
+61,324
| +135% | +$2.46M |
|
|
RATE
1046
DELISTED
Bankrate Inc
RATE
| $4.94M | 0.01% |
447,101
-225,976
| -34% | -$2.14M |
|
|
ACH
1047
Accendra Health
ACH
$214M
| $4.94M | 0.01% |
139,937
-222,488
| -61% | -$7.52M |
|
1048
Wintrust Financial
WTFC
$10.7B
| $4.93M | 0.01% |
67,875
+35,686
| +111% | +$2.22M |
|
1049
Eldorado Gold
EGO
$9.89B
| $4.92M | 0.01% |
305,679
-350,531
| -53% | -$5.51M |
|
|
MNR
1050
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $4.9M | 0.01% |
321,751
+4,031
| +1% | +$55.7K |
|
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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.