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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 | |
|---|---|---|---|---|---|---|
1776
Ligand Pharmaceuticals
LGND
$6.36B
| $787K | ﹤0.01% |
12,423
-29,351
| -70% | -$1.85M |
|
1777
Marten Transport
MRTN
$1.22B
| $784K | ﹤0.01% |
84,135
-4,525
| -5% | -$40.7K |
|
|
GZT
1778
DELISTED
Gazit-globe Ltd
GZT
| $784K | ﹤0.01% |
91,881
| – | – |
|
1779
Jones Lang LaSalle
JLL
$16.7B
| $782K | ﹤0.01% |
7,736
-4,078
| -35% | -$410K |
|
|
BOBE
1780
DELISTED
Bob Evans Farms, Inc.
BOBE
| $779K | ﹤0.01% |
14,633
-19,120
| -57% | -$861K |
|
1781
ESCO Technologies
ESE
$7.92B
| $777K | ﹤0.01% |
13,718
+1,361
| +11% | +$69.5K |
|
|
EDE
1782
DELISTED
Empire District Electric
EDE
| $777K | ﹤0.01% |
22,803
| – | – |
|
1783
Penumbra
PEN
$12.8B
| $776K | ﹤0.01% |
12,151
-14,474
| -54% | -$968K |
|
1784
Applied Optoelectronics
AAOI
$11.5B
| $774K | ﹤0.01% |
33,003
+23,756
| +257% | +$550K |
|
1785
PTC
PTC
$16B
| $773K | ﹤0.01% |
16,700
+8,941
| +115% | +$418K |
|
1786
Waterstone Financial
WSBF
$375M
| $773K | ﹤0.01% |
42,000
-13,309
| -24% | -$235K |
|
|
BMTC
1787
DELISTED
Bryn Mawr Bank Corp
BMTC
| $772K | ﹤0.01% |
18,319
+11,676
| +176% | +$412K |
|
|
ACET
1788
DELISTED
Aceto Corp
ACET
| $769K | ﹤0.01% |
34,991
-24,770
| -41% | -$487K |
|
1789
Installed Building Products
IBP
$6.49B
| $764K | ﹤0.01% |
18,508
-15,012
| -45% | -$572K |
|
1790
Alarm.com
ALRM
$2.85B
| $758K | ﹤0.01% |
27,249
-3,106
| -10% | -$90.2K |
|
1791
Louisiana-Pacific
LPX
$5.49B
| $758K | ﹤0.01% |
40,062
-13,384
| -25% | -$255K |
|
1792
Five Below
FIVE
$13.5B
| $756K | ﹤0.01% |
18,912
+31
| +0.2% | +$1.22K |
|
|
CSOD
1793
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $754K | ﹤0.01% |
17,825
-6,208
| -26% | -$246K |
|
|
DGI
1794
DELISTED
DigitalGlobe Inc.
DGI
| $754K | ﹤0.01% |
26,324
-10,157
| -28% | -$293K |
|
1795
Gray Television
GTN
$552M
| $749K | ﹤0.01% |
69,054
-139,066
| -67% | -$1.36M |
|
1796
Granite Construction
GVA
$5.62B
| $749K | ﹤0.01% |
13,612
| – | – |
|
1797
Ollie's Bargain Outlet
OLLI
$4.94B
| $749K | ﹤0.01% |
26,315
+11,270
| +75% | +$325K |
|
1798
Biglari Holdings Class B
BH
$1.21B
| $744K | ﹤0.01% |
2,358
-39
| -2% | -$11.8K |
|
|
CSII
1799
DELISTED
Cardiovascular Systems, Inc.
CSII
| $736K | ﹤0.01% |
+30,400
| New | +$746K |
|
|
HBI
1800
DELISTED
Hanesbrands
HBI
| $735K | ﹤0.01% |
34,073
-326,198
| -91% | -$7.79M |
|
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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.