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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 | |
|---|---|---|---|---|---|---|
426
Magna International
MGA
$18.8B
| $42.3M | 0.06% |
971,898
-15,677
| -2% | -$659K |
|
427
Cemex
CX
$16.3B
| $41.7M | 0.06% |
5,404,579
-330,062
| -6% | -$2.62M |
|
428
Dana Inc
DAN
$3.06B
| $41.7M | 0.06% |
2,197,136
+185,522
| +9% | +$3.1M |
|
429
Rogers Communications
RCI
$18.6B
| $41.7M | 0.06% |
1,079,258
-63,372
| -6% | -$2.5M |
|
430
Southwest Gas
SWX
$6.67B
| $41.5M | 0.06% |
540,980
+218,433
| +68% | +$15.8M |
|
431
PACCAR
PCAR
$70.1B
| $40.9M | 0.06% |
960,206
+273,326
| +40% | +$11M |
|
432
Molina Healthcare
MOH
$10.3B
| $40.7M | 0.06% |
750,953
-51,025
| -6% | -$2.79M |
|
433
Casey's General Stores
CASY
$30.9B
| $40.6M | 0.06% |
341,129
+3,136
| +0.9% | +$373K |
|
434
Freeport-McMoran
FCX
$97.5B
| $40.5M | 0.06% |
3,067,328
+389,926
| +15% | +$4.99M |
|
435
Royal Caribbean
RCL
$85.6B
| $40.3M | 0.06% |
490,947
-50,835
| -9% | -$4M |
|
436
Teradata
TDC
$2.55B
| $40M | 0.06% |
1,472,818
-353,303
| -19% | -$9.97M |
|
|
SEE
437
DELISTED
Sealed Air
SEE
| $39.8M | 0.06% |
878,577
-286,299
| -25% | -$13.2M |
|
438
Regal Rexnord
RRX
$11.9B
| $39.8M | 0.05% |
574,894
+70,785
| +14% | +$4.69M |
|
439
CNX Resources
CNX
$5.2B
| $39.6M | 0.05% |
2,607,568
+2,526,488
| +3,116% | +$39.9M |
|
|
NUAN
440
DELISTED
Nuance Communications, Inc.
NUAN
| $39.1M | 0.05% |
3,029,287
-2,876,153
| -49% | -$37M |
|
441
Intuitive Surgical
ISRG
$134B
| $39M | 0.05% |
554,040
+46,260
| +9% | +$3.4M |
|
442
Cracker Barrel
CBRL
$1.29B
| $38.9M | 0.05% |
232,735
+20,118
| +9% | +$3.04M |
|
443
ICICI Bank
IBN
$108B
| $38.5M | 0.05% |
5,657,771
-312,645
| -5% | -$2.23M |
|
444
Cigna
CI
$74.6B
| $38.4M | 0.05% |
287,902
+2,680
| +0.9% | +$351K |
|
445
Jazz Pharmaceuticals
JAZZ
$16.7B
| $38.1M | 0.05% |
349,412
+40,237
| +13% | +$4.48M |
|
|
WFM
446
DELISTED
Whole Foods Market Inc
WFM
| $37.8M | 0.05% |
1,230,235
-9,382
| -0.8% | -$282K |
|
447
Credicorp
BAP
$30.7B
| $37.8M | 0.05% |
239,432
-2,774
| -1% | -$425K |
|
448
CDW
CDW
$17B
| $37.6M | 0.05% |
721,126
+12,813
| +2% | +$625K |
|
449
CNO Financial Group
CNO
$5.1B
| $37.5M | 0.05% |
1,960,132
+692,061
| +55% | +$11.9M |
|
450
Brinker International
EAT
$9.66B
| $37.5M | 0.05% |
756,617
+27,814
| +4% | +$1.43M |
|
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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.