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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 | |
|---|---|---|---|---|---|---|
1451
Prestige Consumer Healthcare
PBH
$2.6B
| $1.82M | ﹤0.01% |
34,923
-34,578
| -50% | -$1.67M |
|
1452
Power Integrations
POWI
$3.61B
| $1.82M | ﹤0.01% |
53,610
-19,870
| -27% | -$651K |
|
1453
Ameris Bancorp
ABCB
$5.89B
| $1.82M | ﹤0.01% |
41,669
+2,745
| +7% | +$112K |
|
|
HEES
1454
DELISTED
H&E Equipment Services
HEES
| $1.82M | ﹤0.01% |
78,134
-45,601
| -37% | -$835K |
|
1455
American States Water
AWR
$3.46B
| $1.82M | ﹤0.01% |
39,845
-45,464
| -53% | -$1.9M |
|
1456
Ducommun
DCO
$2.98B
| $1.81M | ﹤0.01% |
+70,788
| New | +$1.72M |
|
|
ORIT
1457
DELISTED
Oritani Financial Corp. New
ORIT
| $1.81M | ﹤0.01% |
96,457
+656
| +0.7% | +$11.1K |
|
1458
FreightCar America
RAIL
$260M
| $1.8M | ﹤0.01% |
120,659
-74,625
| -38% | -$1.07M |
|
|
QGENF
1459
DELISTED
QIAGEN NV
QGENF
| $1.8M | ﹤0.01% |
64,175
+21,234
| +49% | +$596K |
|
|
OMN
1460
DELISTED
OMNOVA Solutions Inc.
OMN
| $1.8M | ﹤0.01% |
+179,706
| New | +$1.59M |
|
1461
H.B. Fuller
FUL
$3.28B
| $1.79M | ﹤0.01% |
37,118
-2
| -0% | -$93 |
|
1462
Genesco
GCO
$422M
| $1.79M | ﹤0.01% |
28,843
+1,715
| +6% | +$105K |
|
1463
Prothena Corp
PRTA
$450M
| $1.79M | ﹤0.01% |
36,407
-611
| -2% | -$33.7K |
|
|
ALOG
1464
DELISTED
Analogic Corp
ALOG
| $1.79M | ﹤0.01% |
21,553
+923
| +4% | +$79.5K |
|
|
AHT
1465
Ashford Hospitality Trust
AHT
$21M
| $1.78M | ﹤0.01% |
233
+18
| +8% | +$118K |
|
1466
Lamar Advertising Co
LAMR
$16.3B
| $1.78M | ﹤0.01% |
26,462
+1,252
| +5% | +$81.2K |
|
1467
Trex
TREX
$5.01B
| $1.78M | ﹤0.01% |
110,484
+71,120
| +181% | +$1.11M |
|
1468
WSFS Financial
WSFS
$4.15B
| $1.78M | ﹤0.01% |
38,338
-6
| -0% | -$241 |
|
|
EXAS
1469
DELISTED
Exact Sciences
EXAS
| $1.77M | ﹤0.01% |
132,796
+2,760
| +2% | +$44.6K |
|
1470
SiriusXM
SIRI
$10.1B
| $1.76M | ﹤0.01% |
39,629
+2,630
| +7% | +$114K |
|
|
ITG
1471
DELISTED
Investment Technology Group Inc
ITG
| $1.76M | ﹤0.01% |
89,218
-27,617
| -24% | -$500K |
|
|
LPNT
1472
DELISTED
LifePoint Health, Inc.
LPNT
| $1.75M | ﹤0.01% |
30,756
-104,896
| -77% | -$6.07M |
|
1473
Ethan Allen Interiors
ETD
$603M
| $1.74M | ﹤0.01% |
47,267
-7,417
| -14% | -$248K |
|
|
CMO
1474
DELISTED
Capstead Mortgage Corp.
CMO
| $1.74M | ﹤0.01% |
170,717
+17,624
| +12% | +$173K |
|
|
OCLR
1475
DELISTED
Oclaro Inc.
OCLR
| $1.74M | ﹤0.01% |
193,870
+65,315
| +51% | +$564K |
|
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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.