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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 | |
|---|---|---|---|---|---|---|
|
CTB
651
DELISTED
Cooper Tire & Rubber Co.
CTB
| $15.5M | 0.02% |
397,982
-12,284
| -3% | -$462K |
|
|
RYZ
652
Ryerson Holding Corp
RYZ
$1.46B
| $15.4M | 0.02% |
1,154,584
+85,024
| +8% | +$1.04M |
|
653
Ashland
ASH
$3.5B
| $15.4M | 0.02% |
287,419
-5,024
| -2% | -$276K |
|
|
VWR
654
DELISTED
VWR Corporation
VWR
| $15.4M | 0.02% |
613,799
-161,912
| -21% | -$4.3M |
|
655
PayPal
PYPL
$50.5B
| $15.3M | 0.02% |
388,054
+281,147
| +263% | +$11.3M |
|
656
Global Payments
GPN
$22.8B
| $15.3M | 0.02% |
220,431
-223,723
| -50% | -$16.1M |
|
657
Gen Digital
GEN
$17.5B
| $15.3M | 0.02% |
638,820
-314,218
| -33% | -$7.72M |
|
658
Primerica
PRI
$9.89B
| $15.2M | 0.02% |
220,354
+25,628
| +13% | +$1.63M |
|
659
Ziff Davis
ZD
$1.98B
| $15.2M | 0.02% |
214,174
-12,140
| -5% | -$772K |
|
660
Analog Devices
ADI
$190B
| $15.2M | 0.02% |
209,371
-507,846
| -71% | -$34.5M |
|
661
NETGEAR
NTGR
$635M
| $15.1M | 0.02% |
278,255
-19,979
| -7% | -$1.07M |
|
662
Boston Beer
SAM
$1.92B
| $15M | 0.02% |
88,185
-15,551
| -15% | -$2.58M |
|
663
Associated Banc-Corp
ASB
$5.91B
| $15M | 0.02% |
605,884
+138,375
| +30% | +$3.04M |
|
664
Bank of Hawaii
BOH
$3.13B
| $14.9M | 0.02% |
168,348
+31,915
| +23% | +$2.59M |
|
665
Realty Income
O
$59.1B
| $14.9M | 0.02% |
267,962
+17,599
| +7% | +$988K |
|
|
GGP
666
DELISTED
GGP Inc.
GGP
| $14.9M | 0.02% |
596,651
+89,993
| +18% | +$2.3M |
|
667
AMC Global Media
AMCX
$489M
| $14.9M | 0.02% |
284,048
-29,392
| -9% | -$1.53M |
|
|
SPTN
668
DELISTED
SpartanNash
SPTN
| $14.8M | 0.02% |
375,098
+18,693
| +5% | +$627K |
|
669
Ennis
EBF
$564M
| $14.7M | 0.02% |
849,732
-4,339
| -0.5% | -$70.7K |
|
|
BWLD
670
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $14.7M | 0.02% |
95,385
+50,596
| +113% | +$7.86M |
|
671
Aramark
ARMK
$14.7B
| $14.7M | 0.02% |
569,946
+30,574
| +6% | +$799K |
|
672
Ferrari
RACE
$72.5B
| $14.6M | 0.02% |
250,529
+31,037
| +14% | +$1.69M |
|
673
VeriSign
VRSN
$26.6B
| $14.6M | 0.02% |
191,394
-141,907
| -43% | -$11.2M |
|
674
Annaly Capital Management
NLY
$17.4B
| $14.5M | 0.02% |
363,643
+98,766
| +37% | +$4.02M |
|
675
Vornado Realty Trust
VNO
$7.38B
| $14.5M | 0.02% |
171,655
-6,150
| -3% | -$483K |
|
Similar funds
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.