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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 | |
|---|---|---|---|---|---|---|
|
CORE
1351
DELISTED
Core Mark Holding Co., Inc.
CORE
| $2.26M | ﹤0.01% |
52,407
+1,873
| +4% | +$69.1K |
|
1352
Cullen/Frost Bankers
CFR
$10.2B
| $2.25M | ﹤0.01% |
25,477
+13,447
| +112% | +$1.08M |
|
1353
Vera Bradley
VRA
$98.7M
| $2.23M | ﹤0.01% |
190,436
+83,797
| +79% | +$1.15M |
|
1354
HDFC Bank
HDB
$121B
| $2.23M | ﹤0.01% |
147,008
-16,032
| -10% | -$268K |
|
1355
Brink's
BCO
$4.62B
| $2.23M | ﹤0.01% |
54,034
-1,491
| -3% | -$59.9K |
|
1356
Kulicke & Soffa
KLIC
$4.85B
| $2.23M | ﹤0.01% |
139,534
+19,093
| +16% | +$278K |
|
1357
Merit Medical Systems
MMSI
$5.32B
| $2.21M | ﹤0.01% |
83,520
-26,605
| -24% | -$642K |
|
1358
BJ's Restaurants
BJRI
$1.48B
| $2.21M | ﹤0.01% |
56,152
-10,094
| -15% | -$376K |
|
|
PIR
1359
DELISTED
Pier 1 Imports, Inc.
PIR
| $2.21M | ﹤0.01% |
12,919
-235
| -2% | -$27.2K |
|
1360
Douglas Emmett
DEI
$1.94B
| $2.18M | ﹤0.01% |
59,697
-4,180
| -7% | -$151K |
|
1361
iShares MSCI Thailand ETF
THD
$357M
| $2.18M | ﹤0.01% |
30,245
+1,506
| +5% | +$108K |
|
1362
Bloomin' Brands
BLMN
$938M
| $2.18M | ﹤0.01% |
120,793
+16,413
| +16% | +$297K |
|
1363
Telkom Indonesia
TLK
$14.9B
| $2.17M | ﹤0.01% |
74,458
+5,806
| +8% | +$176K |
|
1364
Clearwater Paper
CLW
$376M
| $2.17M | ﹤0.01% |
33,094
-11,691
| -26% | -$723K |
|
1365
Ormat Technologies
ORA
$6.65B
| $2.16M | ﹤0.01% |
40,311
+1,575
| +4% | +$76.5K |
|
1366
Donnelley Financial Solutions
DFIN
$1.16B
| $2.16M | ﹤0.01% |
+93,951
| New | +$1.99M |
|
1367
Allegiant Air
ALGT
$2.5B
| $2.16M | ﹤0.01% |
12,965
-268
| -2% | -$41.9K |
|
1368
Sturm, Ruger & Co
RGR
$593M
| $2.15M | ﹤0.01% |
40,868
-2,670
| -6% | -$147K |
|
|
CHSP
1369
DELISTED
Chesapeake Lodging Trust
CHSP
| $2.15M | ﹤0.01% |
83,176
-10,183
| -11% | -$241K |
|
1370
Erie Indemnity
ERIE
$13.2B
| $2.13M | ﹤0.01% |
18,929
-1,407
| -7% | -$150K |
|
1371
Ambarella
AMBA
$3.8B
| $2.12M | ﹤0.01% |
39,155
-468
| -1% | -$28.2K |
|
1372
Howmet Aerospace
HWM
$112B
| $2.12M | ﹤0.01% |
+148,896
| New | +$2.24M |
|
1373
Littelfuse
LFUS
$11.6B
| $2.12M | ﹤0.01% |
13,933
+20
| +0.1% | +$2.85K |
|
1374
Strategy Inc
MSTR
$38.2B
| $2.11M | ﹤0.01% |
106,980
-21,540
| -17% | -$407K |
|
1375
Haverty Furniture Companies
HVT
$455M
| $2.11M | ﹤0.01% |
89,013
+911
| +1% | +$19.1K |
|
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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.