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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 | |
|---|---|---|---|---|---|---|
|
TGNA
351
DELISTED
TEGNA Inc
TGNA
| $54.9M | 0.08% |
4,013,148
-534,035
| -12% | -$7.27M |
|
352
CME Group
CME
$94.8B
| $54.9M | 0.08% |
476,265
-2,287
| -0.5% | -$255K |
|
353
S&P Global
SPGI
$120B
| $54.8M | 0.08% |
509,982
-42,158
| -8% | -$5.04M |
|
354
H&R Block
HRB
$5.86B
| $54.8M | 0.08% |
2,382,347
+249,243
| +12% | +$5.7M |
|
355
Rockwell Automation
ROK
$49B
| $54.6M | 0.08% |
406,605
+1,732
| +0.4% | +$221K |
|
356
Globe Life
GL
$14.3B
| $54.2M | 0.07% |
735,100
+133,320
| +22% | +$9.14M |
|
357
NetEase
NTES
$84.7B
| $53.5M | 0.07% |
1,243,375
+8,675
| +0.7% | +$414K |
|
|
BRCD
358
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $53.4M | 0.07% |
4,278,190
-9,476,017
| -69% | -$107M |
|
359
iShares Core S&P Mid-Cap ETF
IJH
$127B
| $53.4M | 0.07% |
1,614,590
+33,530
| +2% | +$1.06M |
|
|
PARA
360
DELISTED
Paramount Global Class B
PARA
| $53.3M | 0.07% |
837,453
+460,915
| +122% | +$27.3M |
|
361
Target
TGT
$68B
| $53M | 0.07% |
733,733
-144,366
| -16% | -$10.5M |
|
362
Visteon
VC
$2.78B
| $52.8M | 0.07% |
657,351
-4,453
| -0.7% | -$335K |
|
|
SPLS
363
DELISTED
Staples Inc
SPLS
| $52.8M | 0.07% |
5,835,542
-456,963
| -7% | -$3.98M |
|
|
VMW
364
DELISTED
VMware, Inc
VMW
| $52.6M | 0.07% |
668,282
+208,383
| +45% | +$16.2M |
|
|
Y
365
DELISTED
Alleghany Corp
Y
| $52.4M | 0.07% |
86,230
+5,989
| +7% | +$3.34M |
|
366
ONE Gas
OGS
$5.04B
| $51.3M | 0.07% |
802,349
+96,673
| +14% | +$5.87M |
|
367
InterDigital
IDCC
$8.89B
| $51.1M | 0.07% |
559,543
+422,609
| +309% | +$33.9M |
|
368
Stryker
SYK
$130B
| $50.5M | 0.07% |
421,736
+13,859
| +3% | +$1.59M |
|
369
Idacorp
IDA
$8.2B
| $50.5M | 0.07% |
627,162
+218
| +0% | +$16.8K |
|
370
Commerce Bancshares
CBSH
$8.5B
| $50.5M | 0.07% |
1,355,521
+456,821
| +51% | +$15.4M |
|
371
Crown Castle
CCI
$32.2B
| $50.3M | 0.07% |
580,200
-2,820
| -0.5% | -$247K |
|
|
HOLX
372
DELISTED
Hologic
HOLX
| $50.1M | 0.07% |
1,249,469
-622,091
| -33% | -$24M |
|
373
Trinity Industries
TRN
$2.38B
| $49.9M | 0.07% |
2,498,943
-493,116
| -16% | -$9.08M |
|
374
Broadcom
AVGO
$2.04T
| $49.8M | 0.07% |
2,818,840
+1,292,460
| +85% | +$22.4M |
|
|
QEP
375
DELISTED
QEP RESOURCES, INC.
QEP
| $49.8M | 0.07% |
2,703,203
-280,560
| -9% | -$5.09M |
|
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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.