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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 | |
|---|---|---|---|---|---|---|
|
OME
601
DELISTED
Omega Protein
OME
| $20.1M | 0.03% |
800,674
+44,032
| +6% | +$1.04M |
|
602
Ralph Lauren
RL
$23.6B
| $20M | 0.03% |
221,140
-172,824
| -44% | -$17.6M |
|
|
CVSA
603
Covista Inc
CVSA
$4.8B
| $20M | 0.03% |
639,797
+81,638
| +15% | +$2.21M |
|
604
Chemours
CC
$2.37B
| $19.8M | 0.03% |
897,728
-299,526
| -25% | -$6.15M |
|
|
SNI
605
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $19.8M | 0.03% |
276,786
+99,564
| +56% | +$6.73M |
|
606
Monster Beverage
MNST
$88.5B
| $19.7M | 0.03% |
886,634
+284,336
| +47% | +$6.51M |
|
607
Cameco
CCJ
$42.4B
| $19.6M | 0.03% |
1,872,992
-2,652,346
| -59% | -$23.9M |
|
608
Gibraltar Industries
ROCK
$1.49B
| $19.6M | 0.03% |
469,392
-27,408
| -6% | -$1.13M |
|
609
Gold Fields
GFI
$36.5B
| $19.3M | 0.03% |
6,405,906
-10,408,053
| -62% | -$37.3M |
|
610
Acuity Brands
AYI
$10.8B
| $19.3M | 0.03% |
83,461
+819
| +1% | +$199K |
|
611
Alliant Energy
LNT
$18B
| $19.3M | 0.03% |
508,488
-137,059
| -21% | -$5.06M |
|
612
Eversource Energy
ES
$27.2B
| $19.2M | 0.03% |
347,843
+20,232
| +6% | +$1.08M |
|
|
GG
613
DELISTED
Goldcorp Inc
GG
| $19.1M | 0.03% |
1,400,789
-1,419,272
| -50% | -$19.8M |
|
614
Viatris
VTRS
$18.9B
| $19M | 0.03% |
496,945
-894,044
| -64% | -$33.2M |
|
615
Weyerhaeuser
WY
$18.4B
| $18.9M | 0.03% |
629,188
+5,631
| +0.9% | +$174K |
|
616
KBR
KBR
$4.8B
| $18.8M | 0.03% |
1,124,377
-517,603
| -32% | -$8.24M |
|
617
Hyatt Hotels
H
$16.7B
| $18.7M | 0.03% |
337,651
+110,872
| +49% | +$5.86M |
|
618
Cooper Companies
COO
$14.5B
| $18.6M | 0.03% |
424,928
+133,644
| +46% | +$5.84M |
|
619
T. Rowe Price
TROW
$24.3B
| $18.5M | 0.03% |
246,247
+55,852
| +29% | +$3.96M |
|
|
X
620
DELISTED
US Steel
X
| $18.4M | 0.03% |
556,681
-384,662
| -41% | -$10.3M |
|
|
LKSD
621
DELISTED
LSC Communications, Inc.
LKSD
| $18.3M | 0.03% |
+615,412
| New | +$14.6M |
|
622
Albemarle
ALB
$15.5B
| $18.1M | 0.02% |
209,746
+164,268
| +361% | +$13.9M |
|
623
John B. Sanfilippo & Son
JBSS
$972M
| $18M | 0.02% |
255,506
-30,990
| -11% | -$1.9M |
|
624
Henry Schein
HSIC
$9.82B
| $17.9M | 0.02% |
300,030
-30,231
| -9% | -$1.82M |
|
625
Radian Group
RDN
$4.93B
| $17.8M | 0.02% |
989,230
+323,267
| +49% | +$4.85M |
|
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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.