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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 | |
|---|---|---|---|---|---|---|
776
Edgewell Personal Care
EPC
$1.31B
| $9.67M | 0.01% |
132,501
-103,322
| -44% | -$7.99M |
|
|
SAFM
777
DELISTED
Sanderson Farms Inc
SAFM
| $9.65M | 0.01% |
102,376
-11,872
| -10% | -$1.05M |
|
778
EQT Corp
EQT
$32.3B
| $9.63M | 0.01% |
270,456
+5,384
| +2% | +$200K |
|
779
Acco Brands
ACCO
$407M
| $9.6M | 0.01% |
735,824
-138,175
| -16% | -$1.62M |
|
780
Toll Brothers
TOL
$14.5B
| $9.58M | 0.01% |
308,965
-69,562
| -18% | -$2.06M |
|
781
First Solar
FSLR
$26.9B
| $9.58M | 0.01% |
298,446
-1,440,002
| -83% | -$50.5M |
|
|
COHR
782
DELISTED
Coherent Inc
COHR
| $9.57M | 0.01% |
69,680
-7,495
| -10% | -$912K |
|
|
CPLA
783
DELISTED
Capella Education Company
CPLA
| $9.49M | 0.01% |
108,136
+20,901
| +24% | +$1.62M |
|
784
Terex
TEX
$7.74B
| $9.48M | 0.01% |
300,828
+277,190
| +1,173% | +$7.69M |
|
785
Bio-Rad Laboratories Class A
BIO
$9.42B
| $9.47M | 0.01% |
51,983
-6,866
| -12% | -$1.17M |
|
|
OSG
786
Octave Specialty Group
OSG
$222M
| $9.41M | 0.01% |
418,331
+103,109
| +33% | +$2.25M |
|
787
Compañía de Cervecerías Unidas
CCU
$2.21B
| $9.38M | 0.01% |
446,903
-47,405
| -10% | -$975K |
|
788
Prosperity Bancshares
PB
$8.89B
| $9.35M | 0.01% |
130,285
+60,274
| +86% | +$3.77M |
|
789
Wabash National
WNC
$527M
| $9.33M | 0.01% |
589,536
+42,440
| +8% | +$579K |
|
790
Central Pacific Financial
CPF
$1B
| $9.32M | 0.01% |
296,651
+54,500
| +23% | +$1.54M |
|
791
UBS Group
UBS
$176B
| $9.3M | 0.01% |
592,711
-610,274
| -51% | -$9.19M |
|
|
MASI
792
DELISTED
Masimo
MASI
| $9.25M | 0.01% |
137,233
+3,352
| +3% | +$206K |
|
793
Smith & Wesson
SWBI
$637M
| $9.25M | 0.01% |
570,896
+8,857
| +2% | +$163K |
|
|
HSNI
794
DELISTED
HSN, Inc.
HSNI
| $9.18M | 0.01% |
267,648
+49,077
| +22% | +$1.83M |
|
795
Autoliv
ALV
$9B
| $9.04M | 0.01% |
110,944
-59,762
| -35% | -$4.44M |
|
|
SCLN
796
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
| $9.04M | 0.01% |
836,809
-42,058
| -5% | -$421K |
|
|
AKS
797
DELISTED
AK Steel Holding Corp
AKS
| $9.02M | 0.01% |
883,124
-97,524
| -10% | -$742K |
|
|
PRA
798
DELISTED
ProAssurance
PRA
| $9M | 0.01% |
160,080
-24,202
| -13% | -$1.34M |
|
|
ZEUS
799
DELISTED
Olympic Steel
ZEUS
| $8.96M | 0.01% |
369,971
-3,263
| -0.9% | -$77K |
|
800
Photronics
PLAB
$1.93B
| $8.96M | 0.01% |
792,467
-20,292
| -2% | -$213K |
|
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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.