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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 | |
|---|---|---|---|---|---|---|
701
Brown-Forman Class B
BF.B
$13.1B
| $13.2M | 0.02% |
458,669
-85,864
| -16% | -$2.51M |
|
702
Johnson Controls International
JCI
$92.2B
| $13.2M | 0.02% |
319,272
+244,724
| +328% | +$10.7M |
|
|
RSPP
703
DELISTED
RSP Permian, Inc.
RSPP
| $13.1M | 0.02% |
293,529
+140,896
| +92% | +$5.83M |
|
704
Digital Realty Trust
DLR
$71.7B
| $13.1M | 0.02% |
132,901
+13,218
| +11% | +$1.23M |
|
|
WOOF
705
DELISTED
VCA Inc.
WOOF
| $13M | 0.02% |
189,628
-61,795
| -25% | -$4.04M |
|
706
Fastenal
FAST
$59.5B
| $13M | 0.02% |
1,108,160
+101,848
| +10% | +$1.12M |
|
|
GCI
707
DELISTED
Gannett Co., Inc
GCI
| $13M | 0.02% |
1,334,359
+139,297
| +12% | +$1.36M |
|
708
First Bancorp
FBP
$4.38B
| $12.9M | 0.02% |
1,948,067
+1,090,486
| +127% | +$6.42M |
|
709
TransUnion
TRU
$15.3B
| $12.9M | 0.02% |
415,575
+182,438
| +78% | +$5.74M |
|
710
Old Dominion Freight Line
ODFL
$44.9B
| $12.8M | 0.02% |
448,329
+144,231
| +47% | +$3.87M |
|
|
GXP
711
DELISTED
Great Plains Energy Incorporated
GXP
| $12.8M | 0.02% |
467,882
-1,106,799
| -70% | -$30.2M |
|
712
Rayonier Advanced Materials
RYAM
$610M
| $12.7M | 0.02% |
819,416
-360,909
| -31% | -$5.03M |
|
713
Range Resources
RRC
$8.95B
| $12.6M | 0.02% |
366,769
+343,476
| +1,475% | +$12.3M |
|
714
Insteel Industries
IIIN
$625M
| $12.5M | 0.02% |
351,916
-690
| -0.2% | -$23.4K |
|
715
Benchmark Electronics
BHE
$2.96B
| $12.5M | 0.02% |
409,241
+2,669
| +0.7% | +$73K |
|
|
PE
716
DELISTED
PARSLEY ENERGY INC
PE
| $12.5M | 0.02% |
353,511
+24,065
| +7% | +$852K |
|
|
SVU
717
DELISTED
SUPERVALU Inc.
SVU
| $12.3M | 0.02% |
377,507
-580,938
| -61% | -$19.3M |
|
|
TUP
718
DELISTED
Tupperware Brands Corporation
TUP
| $12.3M | 0.02% |
234,012
-25,567
| -10% | -$1.5M |
|
|
MRC
719
DELISTED
MRC Global
MRC
| $12.3M | 0.02% |
605,124
-270,653
| -31% | -$4.93M |
|
720
TripAdvisor
TRIP
$1.26B
| $12.1M | 0.02% |
261,230
+49,214
| +23% | +$2.71M |
|
721
AAR Corp
AIR
$5.76B
| $12M | 0.02% |
364,148
+46,714
| +15% | +$1.61M |
|
722
Darling Ingredients
DAR
$9.44B
| $12M | 0.02% |
925,982
+102,810
| +12% | +$1.39M |
|
723
Chord Energy
CHRD
$7.39B
| $11.8M | 0.02% |
782,639
+549,430
| +236% | +$7.12M |
|
724
Helen of Troy
HELE
$693M
| $11.8M | 0.02% |
140,054
+35,771
| +34% | +$2.99M |
|
725
Amkor Technology
AMKR
$13.7B
| $11.8M | 0.02% |
1,120,838
-140,347
| -11% | -$1.5M |
|
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.