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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 | |
|---|---|---|---|---|---|---|
|
LVLT
551
DELISTED
Level 3 Communications Inc
LVLT
| $24.5M | 0.03% |
435,489
-544,416
| -56% | -$28.8M |
|
552
Halliburton
HAL
$26.6B
| $24.4M | 0.03% |
450,753
+419,937
| +1,363% | +$20.9M |
|
553
Kraft Heinz
KHC
$30B
| $24.3M | 0.03% |
278,192
-416,676
| -60% | -$35.6M |
|
554
Ulta Beauty
ULTA
$24.3B
| $24.2M | 0.03% |
94,880
+45,110
| +91% | +$11.3M |
|
555
Thermo Fisher Scientific
TMO
$220B
| $24M | 0.03% |
170,393
+1,368
| +0.8% | +$202K |
|
|
SJR
556
DELISTED
Shaw Communications Inc.
SJR
| $24M | 0.03% |
1,194,305
-55,600
| -4% | -$1.1M |
|
557
Euronet Worldwide
EEFT
$2.7B
| $24M | 0.03% |
331,103
+50,526
| +18% | +$3.91M |
|
558
Bristol-Myers Squibb
BMY
$132B
| $23.9M | 0.03% |
409,328
-405,756
| -50% | -$22.2M |
|
|
EGN
559
DELISTED
Energen
EGN
| $23.8M | 0.03% |
413,423
-199,314
| -33% | -$11.4M |
|
560
GATX Corp
GATX
$6.27B
| $23.6M | 0.03% |
383,230
+92,218
| +32% | +$4.78M |
|
|
HAR
561
DELISTED
Harman International Industries
HAR
| $23.5M | 0.03% |
211,566
-162,989
| -44% | -$15.7M |
|
562
East-West Bancorp
EWBC
$18B
| $23.4M | 0.03% |
460,934
-84,140
| -15% | -$3.74M |
|
|
GRA
563
DELISTED
W.R. Grace & Co.
GRA
| $23.4M | 0.03% |
346,384
-192,136
| -36% | -$13.1M |
|
564
Dominion Energy
D
$59.3B
| $23.4M | 0.03% |
305,650
-15,990
| -5% | -$1.18M |
|
565
Air Products & Chemicals
APD
$67.6B
| $23M | 0.03% |
159,979
+33,176
| +26% | +$4.64M |
|
|
WRK
566
DELISTED
WestRock Company
WRK
| $22.9M | 0.03% |
451,938
+166,565
| +58% | +$8.19M |
|
567
Watsco Inc
WSO
$13.6B
| $22.9M | 0.03% |
154,401
+33,369
| +28% | +$4.84M |
|
|
MDP
568
DELISTED
Meredith Corporation
MDP
| $22.9M | 0.03% |
386,343
+120,597
| +45% | +$6.33M |
|
569
First American
FAF
$7.58B
| $22.7M | 0.03% |
619,638
+157,273
| +34% | +$6.03M |
|
570
W.W. Grainger
GWW
$60.2B
| $22.7M | 0.03% |
97,644
+5,697
| +6% | +$1.27M |
|
571
Oneok
OKE
$54.5B
| $22.6M | 0.03% |
394,028
+304,486
| +340% | +$16M |
|
|
WGL
572
DELISTED
Wgl Holdings
WGL
| $22.6M | 0.03% |
296,410
-40,398
| -12% | -$2.72M |
|
573
lululemon athletica
LULU
$14.6B
| $22.5M | 0.03% |
346,547
+140,614
| +68% | +$8.39M |
|
|
PXD
574
DELISTED
Pioneer Natural Resource Co.
PXD
| $22.5M | 0.03% |
124,999
+5,719
| +5% | +$1.05M |
|
|
ARGO
575
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $22.2M | 0.03% |
387,452
-19,779
| -5% | -$1.06M |
|
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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.