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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 | |
|---|---|---|---|---|---|---|
1201
Natural Health Trends
NHTC
$14.8M
| $3.31M | ﹤0.01% |
133,235
-20,406
| -13% | -$514K |
|
|
RPAI
1202
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $3.31M | ﹤0.01% |
215,792
+29,437
| +16% | +$453K |
|
1203
1st Source
SRCE
$2.12B
| $3.3M | ﹤0.01% |
73,980
+25,313
| +52% | +$978K |
|
1204
Enviri
NVRI
$620M
| $3.3M | ﹤0.01% |
242,604
+38,699
| +19% | +$464K |
|
1205
Invesco Mortgage Capital
IVR
$805M
| $3.29M | ﹤0.01% |
22,517
+70
| +0.3% | +$10.4K |
|
1206
First Busey Corp
BUSE
$2.56B
| $3.29M | ﹤0.01% |
106,808
+41,671
| +64% | +$1.08M |
|
|
ROIC
1207
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $3.28M | ﹤0.01% |
155,368
-20,111
| -11% | -$412K |
|
|
BRKL
1208
DELISTED
Brookline Bancorp
BRKL
| $3.28M | ﹤0.01% |
199,913
-12,577
| -6% | -$180K |
|
|
SRC
1209
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $3.27M | ﹤0.01% |
67,172
+28,631
| +74% | +$1.46M |
|
|
MSCC
1210
DELISTED
Microsemi Corp
MSCC
| $3.27M | ﹤0.01% |
60,492
+33,835
| +127% | +$1.65M |
|
|
FRAN
1211
DELISTED
Francesca's Holdings Corporation
FRAN
| $3.26M | ﹤0.01% |
15,077
-7,867
| -34% | -$1.64M |
|
|
NXGN
1212
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $3.21M | ﹤0.01% |
244,328
+96,188
| +65% | +$1.23M |
|
1213
Sunstone Hotel Investors
SHO
$2.06B
| $3.2M | ﹤0.01% |
209,840
-135,868
| -39% | -$1.89M |
|
1214
Strategic Education
STRA
$1.92B
| $3.19M | ﹤0.01% |
39,596
-16,050
| -29% | -$1.05M |
|
1215
Usana Health Sciences
USNA
$286M
| $3.18M | ﹤0.01% |
52,024
-14,396
| -22% | -$938K |
|
1216
Warner Bros
WBD
$67.1B
| $3.18M | ﹤0.01% |
116,029
+30,796
| +36% | +$836K |
|
1217
DHT Holdings
DHT
$3.02B
| $3.17M | ﹤0.01% |
766,700
-97,690
| -11% | -$387K |
|
|
COL
1218
DELISTED
Rockwell Collins
COL
| $3.17M | ﹤0.01% |
34,164
-469
| -1% | -$41.3K |
|
1219
Federal Signal
FSS
$7.83B
| $3.17M | ﹤0.01% |
202,739
-69,433
| -26% | -$1M |
|
|
KG
1220
Kestrel Group
KG
$69M
| $3.16M | ﹤0.01% |
9,052
-484
| -5% | -$148K |
|
|
FSP
1221
Franklin Street Properties
FSP
$46.8M
| $3.16M | ﹤0.01% |
243,542
-40,892
| -14% | -$494K |
|
1222
Televisa
TV
$1.49B
| $3.15M | ﹤0.01% |
150,842
-463,529
| -75% | -$10.6M |
|
|
GIMO
1223
DELISTED
Gigamon Inc.
GIMO
| $3.12M | ﹤0.01% |
68,554
-58,549
| -46% | -$3.05M |
|
1224
LKQ Corp
LKQ
$6.29B
| $3.11M | ﹤0.01% |
101,400
+3,777
| +4% | +$123K |
|
|
FCH
1225
DELISTED
Felcor Lodging Trust
FCH
| $3.11M | ﹤0.01% |
387,766
-191,216
| -33% | -$1.35M |
|
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.