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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 | |
|---|---|---|---|---|---|---|
676
Cleveland-Cliffs
CLF
$6.99B
| $14.5M | 0.02% |
1,721,379
-697,796
| -29% | -$5.25M |
|
|
FLIR
677
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $14.5M | 0.02% |
399,820
+278,100
| +228% | +$9.36M |
|
|
BBBY
678
DELISTED
Bed Bath & Beyond Inc
BBBY
| $14.5M | 0.02% |
356,004
-104,175
| -23% | -$4.52M |
|
|
SYKE
679
DELISTED
SYKES Enterprises Inc
SYKE
| $14.3M | 0.02% |
494,972
-25,651
| -5% | -$715K |
|
680
Murphy Oil
MUR
$4.78B
| $14.2M | 0.02% |
456,387
+37,338
| +9% | +$1.13M |
|
|
POLY
681
DELISTED
Plantronics, Inc.
POLY
| $14.1M | 0.02% |
257,656
-132,079
| -34% | -$6.91M |
|
682
Southern Copper
SCCO
$166B
| $14.1M | 0.02% |
474,896
-1,881
| -0.4% | -$53K |
|
|
BLD
683
DELISTED
TopBuild
BLD
| $14M | 0.02% |
394,325
-287,474
| -42% | -$9.9M |
|
684
Santander
BSBR
$43.5B
| $14M | 0.02% |
1,645,048
+1,437,031
| +691% | +$10.8M |
|
685
EnerSys
ENS
$6.99B
| $14M | 0.02% |
179,273
+105,717
| +144% | +$7.75M |
|
686
O-I Glass
OI
$1.08B
| $14M | 0.02% |
803,669
-601,051
| -43% | -$10.9M |
|
687
SEI Investments
SEIC
$12.6B
| $14M | 0.02% |
283,159
-263,606
| -48% | -$12.3M |
|
688
Vipshop
VIPS
$7.53B
| $13.9M | 0.02% |
1,264,246
-420
| -0% | -$5.43K |
|
689
Host Hotels & Resorts
HST
$16B
| $13.9M | 0.02% |
738,435
+28,249
| +4% | +$477K |
|
690
Employers Holdings
EIG
$889M
| $13.9M | 0.02% |
350,170
+35,896
| +11% | +$1.21M |
|
|
HTZ
691
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $13.9M | 0.02% |
739,626
+340,903
| +85% | +$8.53M |
|
692
Deere & Co
DE
$168B
| $13.8M | 0.02% |
134,157
+18,578
| +16% | +$1.75M |
|
693
Federal Agricultural Mortgage
AGM
$2.56B
| $13.8M | 0.02% |
240,392
+38,770
| +19% | +$1.89M |
|
694
Allison Transmission
ALSN
$9.82B
| $13.7M | 0.02% |
407,935
-122,195
| -23% | -$3.8M |
|
|
UMPQ
695
DELISTED
Umpqua Holdings Corp
UMPQ
| $13.7M | 0.02% |
729,964
+426,413
| +140% | +$7.26M |
|
696
Insight Enterprises
NSIT
$4.38B
| $13.7M | 0.02% |
338,493
+6,544
| +2% | +$225K |
|
|
697
Mondelez International
MDLZ
$79.9B
| $13.6M | 0.02% |
306,173
-2,680,353
| -90% | -$115M |
|
|
ENDP
698
DELISTED
Endo International plc
ENDP
| $13.6M | 0.02% |
822,840
-503,324
| -38% | -$8.86M |
|
699
Waters Corp
WAT
$39.9B
| $13.3M | 0.02% |
99,154
+5,557
| +6% | +$793K |
|
700
Healthpeak Properties
DOC
$14.8B
| $13.2M | 0.02% |
444,236
-29,914
| -6% | -$912K |
|
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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.