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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 | |
|---|---|---|---|---|---|---|
1401
CorVel
CRVL
$3.19B
| $2.02M | ﹤0.01% |
165,435
+77,505
| +88% | +$887K |
|
|
BBT
1402
Beacon Financial Corp
BBT
$2.66B
| $2.02M | ﹤0.01% |
54,749
+21,759
| +66% | +$700K |
|
|
PDCO
1403
DELISTED
Patterson Companies, Inc.
PDCO
| $2.02M | ﹤0.01% |
49,136
-70,028
| -59% | -$3.02M |
|
1404
MGE Energy Inc
MGEE
$3.08B
| $2.01M | ﹤0.01% |
30,741
-6,363
| -17% | -$380K |
|
1405
W&T Offshore
WTI
$518M
| $2.01M | ﹤0.01% |
724,807
+72,417
| +11% | +$135K |
|
1406
Dycom Industries
DY
$12.3B
| $2M | ﹤0.01% |
24,973
-12,760
| -34% | -$1.03M |
|
|
UBA
1407
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $2M | ﹤0.01% |
83,077
-5,080
| -6% | -$113K |
|
1408
Shutterstock
SSTK
$219M
| $2M | ﹤0.01% |
42,117
+2,895
| +7% | +$155K |
|
|
AGTC
1409
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $2M | ﹤0.01% |
213,688
+114,034
| +114% | +$1.03M |
|
1410
TFS Financial
TFSL
$4.93B
| $1.97M | ﹤0.01% |
103,589
+4,541
| +5% | +$83.7K |
|
1411
Bath & Body Works
BBWI
$4.1B
| $1.97M | ﹤0.01% |
36,990
-179,204
| -83% | -$10.2M |
|
|
CYS
1412
DELISTED
CYS Investments Inc.
CYS
| $1.97M | ﹤0.01% |
254,388
+600
| +0.2% | +$4.89K |
|
|
SHOE
1413
Shoe Station Group
SHOE
$428M
| $1.97M | ﹤0.01% |
145,666
-27,336
| -16% | -$375K |
|
1414
Shenandoah Telecom
SHEN
$746M
| $1.96M | ﹤0.01% |
71,879
-37,168
| -34% | -$997K |
|
|
RWT
1415
Redwood Trust
RWT
$594M
| $1.96M | ﹤0.01% |
128,806
+10,894
| +9% | +$160K |
|
|
ELME
1416
Elme Communities
ELME
$144M
| $1.96M | ﹤0.01% |
59,901
-8,871
| -13% | -$271K |
|
1417
Spok Holdings
SPOK
$241M
| $1.96M | ﹤0.01% |
94,224
-48,666
| -34% | -$904K |
|
|
NTRI
1418
DELISTED
NutriSystem, Inc.
NTRI
| $1.95M | ﹤0.01% |
56,313
-32,125
| -36% | -$1.09M |
|
1419
UMB Financial
UMBF
$11.1B
| $1.95M | ﹤0.01% |
+25,288
| New | +$1.76M |
|
1420
Apogee Enterprises
APOG
$908M
| $1.95M | ﹤0.01% |
36,385
-8,304
| -19% | -$385K |
|
1421
Coca-Cola Consolidated
COKE
$12.8B
| $1.95M | ﹤0.01% |
108,790
-35,400
| -25% | -$555K |
|
|
BFX
1422
DELISTED
BowFlex Inc.
BFX
| $1.94M | ﹤0.01% |
104,765
+5,427
| +5% | +$101K |
|
|
MDRX
1423
DELISTED
Veradigm Inc. Common Stock
MDRX
| $1.94M | ﹤0.01% |
189,869
-445,826
| -70% | -$5.09M |
|
|
LOCK
1424
DELISTED
LifeLock, Inc.
LOCK
| $1.94M | ﹤0.01% |
81,021
+36,913
| +84% | +$751K |
|
1425
Under Armour
UAA
$2.6B
| $1.94M | ﹤0.01% |
66,602
+28,345
| +74% | +$930K |
|
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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.