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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 | |
|---|---|---|---|---|---|---|
251
Leidos
LDOS
$17.3B
| $81.6M | 0.11% |
1,595,699
+584,385
| +58% | +$27.3M |
|
|
SWN
252
DELISTED
Southwestern Energy Company
SWN
| $81.4M | 0.11% |
7,522,274
+6,608,480
| +723% | +$75.7M |
|
253
American Tower
AMT
$80.4B
| $81.2M | 0.11% |
768,122
+10,794
| +1% | +$1.17M |
|
|
BNY
254
Bank of New York Mellon
BNY
$107B
| $80.7M | 0.11% |
1,703,568
+18,185
| +1% | +$820K |
|
255
Broadridge
BR
$19B
| $80.4M | 0.11% |
1,212,432
+51,710
| +4% | +$3.36M |
|
256
State Street
STT
$50.7B
| $80.4M | 0.11% |
1,033,988
+595,889
| +136% | +$44.9M |
|
257
McDonald's
MCD
$195B
| $80.3M | 0.11% |
659,383
-79,476
| -11% | -$9.32M |
|
258
Public Storage
PSA
$61.3B
| $80.1M | 0.11% |
358,416
-32,569
| -8% | -$6.93M |
|
|
VR
259
DELISTED
Validus Hold Ltd
VR
| $79.9M | 0.11% |
1,452,472
+132,689
| +10% | +$7.02M |
|
|
DD
260
DELISTED
Du Pont De Nemours E I
DD
| $79.6M | 0.11% |
1,084,936
+66,334
| +7% | +$4.71M |
|
261
Nu Skin
NUS
$267M
| $79.5M | 0.11% |
1,664,001
+372,166
| +29% | +$20.8M |
|
262
Union Pacific
UNP
$174B
| $79.2M | 0.11% |
764,049
+608,064
| +390% | +$59.8M |
|
263
BCE
BCE
$21.2B
| $79.1M | 0.11% |
1,827,764
-90,477
| -5% | -$3.99M |
|
264
Kroger
KR
$34.8B
| $78.5M | 0.11% |
2,275,870
-292,793
| -11% | -$9.55M |
|
265
Bruker
BRKR
$8.14B
| $77.8M | 0.11% |
3,670,912
+159,274
| +5% | +$3.48M |
|
266
Micron Technology
MU
$991B
| $77.7M | 0.11% |
3,542,559
+2,767,360
| +357% | +$52M |
|
267
Hormel Foods
HRL
$13.8B
| $77.6M | 0.11% |
2,228,578
-200,471
| -8% | -$7.24M |
|
268
F5
FFIV
$22.7B
| $77.4M | 0.11% |
534,840
+20,763
| +4% | +$2.81M |
|
269
Carter's
CRI
$1.47B
| $77.1M | 0.11% |
892,682
-88,648
| -9% | -$7.92M |
|
270
Murphy USA
MUSA
$9.61B
| $77M | 0.11% |
1,251,914
-1,010
| -0.1% | -$68K |
|
271
NVR
NVR
$17B
| $76M | 0.1% |
45,544
+3,228
| +8% | +$5.15M |
|
272
Brunswick
BC
$5.28B
| $75.8M | 0.1% |
1,389,398
-19,040
| -1% | -$943K |
|
273
Becton Dickinson
BDX
$48.2B
| $75.7M | 0.1% |
468,540
+59,343
| +15% | +$9.85M |
|
274
Royal Bank of Canada
RY
$293B
| $75.4M | 0.1% |
1,112,439
+30,784
| +3% | +$2M |
|
275
Macy's
M
$6.68B
| $75.1M | 0.1% |
2,096,124
+513,830
| +32% | +$20M |
|
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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.