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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 | |
|---|---|---|---|---|---|---|
301
NetApp
NTAP
$37.2B
| $66.5M | 0.09% |
1,885,984
+1,353,499
| +254% | +$47.4M |
|
|
BIG
302
DELISTED
Big Lots, Inc.
BIG
| $66M | 0.09% |
1,314,276
-64,572
| -5% | -$3.17M |
|
303
Yum! Brands
YUM
$41.1B
| $66M | 0.09% |
1,041,509
-445,236
| -30% | -$28M |
|
304
Tapestry
TPR
$32.8B
| $65.9M | 0.09% |
1,883,036
+1,503,398
| +396% | +$54.9M |
|
305
Synaptics
SYNA
$4.15B
| $65.9M | 0.09% |
1,229,923
-56,461
| -4% | -$3.26M |
|
306
Ford
F
$55.7B
| $65.8M | 0.09% |
5,421,998
+426,873
| +9% | +$5.18M |
|
307
CVS Health
CVS
$122B
| $65.3M | 0.09% |
828,085
+229,233
| +38% | +$18.5M |
|
|
ETFC
308
DELISTED
E*Trade Financial Corporation
ETFC
| $64.9M | 0.09% |
1,873,668
+108,133
| +6% | +$3.45M |
|
309
Old Republic International
ORI
$10.4B
| $64.8M | 0.09% |
3,410,564
+154,720
| +5% | +$2.78M |
|
310
Omnicom Group
OMC
$23.4B
| $64.4M | 0.09% |
756,414
+199,114
| +36% | +$16.7M |
|
311
Wipro
WIT
$20B
| $64.2M | 0.09% |
35,362,917
-656,214
| -2% | -$1.18M |
|
312
Hasbro
HAS
$13.2B
| $62.8M | 0.09% |
806,842
-461,101
| -36% | -$38.1M |
|
313
Nabors Industries
NBR
$1.21B
| $62.6M | 0.09% |
76,317
+42,891
| +128% | +$30.2M |
|
|
EA
314
DELISTED
Electronic Arts
EA
| $62.6M | 0.09% |
794,269
+105,991
| +15% | +$8.52M |
|
|
PPLI
315
People Inc
PPLI
$3.1B
| $61.7M | 0.09% |
5,332,692
-260,421
| -5% | -$3.05M |
|
316
CMS Energy
CMS
$22.3B
| $61.7M | 0.09% |
1,482,904
+378,833
| +34% | +$15.5M |
|
317
MSC Industrial Direct
MSM
$6.86B
| $61.3M | 0.08% |
663,824
+384,111
| +137% | +$31.7M |
|
318
Estee Lauder
EL
$32B
| $61.3M | 0.08% |
801,040
-108,368
| -12% | -$8.81M |
|
319
American Eagle Outfitters
AEO
$3.01B
| $61.2M | 0.08% |
4,034,881
+517,076
| +15% | +$8.84M |
|
|
HDS
320
DELISTED
HD Supply Holdings, Inc.
HDS
| $61.1M | 0.08% |
1,438,410
-25,949
| -2% | -$957K |
|
321
Jack in the Box
JACK
$335M
| $60.6M | 0.08% |
542,785
+91,082
| +20% | +$9.3M |
|
322
AGCO
AGCO
$7.2B
| $60.5M | 0.08% |
1,045,740
-406,681
| -28% | -$22M |
|
|
CVG
323
DELISTED
Convergys
CVG
| $60.5M | 0.08% |
2,463,625
+366,598
| +17% | +$9.86M |
|
324
Pilgrim's Pride
PPC
$6.54B
| $59.8M | 0.08% |
3,148,686
+581,889
| +23% | +$11.4M |
|
325
Medtronic
MDT
$112B
| $59.7M | 0.08% |
838,340
+194,096
| +30% | +$15.2M |
|
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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.