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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 | |
|---|---|---|---|---|---|---|
2226
Alkermes
ALKS
$8.25B
| – | – |
-58,470
| Closed | -$2.75M |
|
2227
Aptevo Therapeutics
APVO
$5.21M
| – | – |
0
| – | -$59K |
|
2228
AtriCure
ATRC
$2.11B
| – | – |
-10,047
| Closed | -$159K |
|
2229
Armstrong World Industries
AWI
$7.84B
| – | – |
-77,219
| Closed | -$3.19M |
|
2230
Brookdale Senior Living
BKD
$3.4B
| – | – |
-15,717
| Closed | -$274K |
|
2231
Blackbaud
BLKB
$2.08B
| – | – |
-16,779
| Closed | -$1.11M |
|
2232
BioMarin Pharmaceuticals
BMRN
$12.4B
| – | – |
-12,718
| Closed | -$1.18M |
|
2233
Baytex Energy
BTE
$2.92B
| – | – |
-217,454
| Closed | -$922K |
|
2234
BorgWarner
BWA
$13.9B
| – | – |
-15,105
| Closed | -$468K |
|
2235
Ciena
CIEN
$58.4B
| – | – |
-14,793
| Closed | -$322K |
|
|
CIO
2236
DELISTED
City Office REIT
CIO
| – | – |
-12,400
| Closed | -$158K |
|
2237
Clearfield
CLFD
$374M
| – | – |
-11,378
| Closed | -$214K |
|
2238
Columbus McKinnon
CMCO
$584M
| – | – |
-27,089
| Closed | -$484K |
|
2239
Carpenter Technology
CRS
$28.4B
| – | – |
-27,144
| Closed | -$1.12M |
|
2240
CVB Financial
CVBF
$3.99B
| – | – |
-15,393
| Closed | -$271K |
|
2241
Digi International
DGII
$3.1B
| – | – |
-22,608
| Closed | -$258K |
|
2242
DaVita
DVA
$11.7B
| – | – |
-46,125
| Closed | -$3.05M |
|
2243
Enphase Energy
ENPH
$5.53B
| – | – |
-39,289
| Closed | -$46K |
|
2244
EPAM Systems
EPAM
$5.03B
| – | – |
-6,966
| Closed | -$483K |
|
2245
Element Solutions
ESI
$9.23B
| – | – |
-14,508
| Closed | -$118K |
|
2246
Flowers Foods
FLO
$1.57B
| – | – |
-65,021
| Closed | -$983K |
|
2247
Frontline
FRO
$8.85B
| – | – |
-10,838
| Closed | -$78K |
|
2248
Foster
FSTR
$432M
| – | – |
-17,965
| Closed | -$216K |
|
2249
Graco
GGG
$13.5B
| – | – |
-39,111
| Closed | -$965K |
|
2250
GoPro
GPRO
$126M
| – | – |
-217,350
| Closed | -$3.63M |
|
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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.