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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 | |
|---|---|---|---|---|---|---|
|
EMKR
1426
DELISTED
Emcore Corp
EMKR
| $1.93M | ﹤0.01% |
22,134
-6,702
| -23% | -$461K |
|
1427
ATN International
ATNI
$492M
| $1.92M | ﹤0.01% |
23,981
-19,822
| -45% | -$1.41M |
|
1428
Aecom
ACM
$9.75B
| $1.92M | ﹤0.01% |
52,697
+23,774
| +82% | +$789K |
|
1429
Iron Mountain
IRM
$36.1B
| $1.92M | ﹤0.01% |
58,960
-6,909
| -10% | -$230K |
|
|
LTC
1430
LTC Properties
LTC
$2.15B
| $1.91M | ﹤0.01% |
40,623
-14,953
| -27% | -$707K |
|
|
AVP
1431
DELISTED
Avon Products, Inc.
AVP
| $1.91M | ﹤0.01% |
378,539
-13,148
| -3% | -$76.4K |
|
1432
Hooker Furnishings Corp
HOFT
$166M
| $1.91M | ﹤0.01% |
50,239
-42,095
| -46% | -$1.21M |
|
1433
Cato Corp
CATO
$66.1M
| $1.9M | ﹤0.01% |
63,068
+7,722
| +14% | +$238K |
|
1434
FIVE9
FIVN
$2.54B
| $1.89M | ﹤0.01% |
133,283
+5,185
| +4% | +$74.7K |
|
|
SIX
1435
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.89M | ﹤0.01% |
31,474
-8,112
| -20% | -$454K |
|
1436
iShares Russell 2000 ETF
IWM
$81.9B
| $1.88M | ﹤0.01% |
13,948
+2,176
| +18% | +$278K |
|
1437
Teekay
TK
$985M
| $1.88M | ﹤0.01% |
233,663
-757,065
| -76% | -$5.83M |
|
1438
CubeSmart
CUBE
$9.41B
| $1.87M | ﹤0.01% |
69,729
-39,533
| -36% | -$1.01M |
|
1439
Caleres
CAL
$487M
| $1.86M | ﹤0.01% |
56,621
+527
| +0.9% | +$15.5K |
|
|
CTWS
1440
DELISTED
Connecticut Water Service Inc
CTWS
| $1.84M | ﹤0.01% |
33,030
+3,769
| +13% | +$201K |
|
1441
Axos Financial
AX
$5.68B
| $1.84M | ﹤0.01% |
64,545
+49,676
| +334% | +$1.18M |
|
1442
Unisys
UIS
$217M
| $1.84M | ﹤0.01% |
123,040
-28,671
| -19% | -$364K |
|
|
USG
1443
DELISTED
Usg
USG
| $1.84M | ﹤0.01% |
63,704
+37,215
| +140% | +$1.02M |
|
|
SRDX
1444
DELISTED
Surmodics
SRDX
| $1.84M | ﹤0.01% |
72,256
-5,099
| -7% | -$134K |
|
|
STOR
1445
DELISTED
STORE Capital Corporation
STOR
| $1.84M | ﹤0.01% |
74,275
+21,306
| +40% | +$550K |
|
|
EMBJ
1446
Embraer S.A. ADS
EMBJ
$13B
| $1.83M | ﹤0.01% |
95,117
-529,484
| -85% | -$10.3M |
|
|
AVX
1447
DELISTED
AVX Corporation
AVX
| $1.83M | ﹤0.01% |
117,107
+190
| +0.2% | +$2.8K |
|
|
APOL
1448
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.82M | ﹤0.01% |
184,346
-69,702
| -27% | -$636K |
|
|
GIG
1449
DELISTED
GigPeak, Inc.
GIG
| $1.82M | ﹤0.01% |
722,751
-260,568
| -26% | -$671K |
|
1450
Martin Marietta Materials
MLM
$33B
| $1.82M | ﹤0.01% |
8,211
+681
| +9% | +$140K |
|
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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.