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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 | |
|---|---|---|---|---|---|---|
801
Madison Square Garden
MSGS
$9.39B
| $8.94M | 0.01% |
73,083
-31,837
| -30% | -$3.87M |
|
802
Comfort Systems
FIX
$59.6B
| $8.92M | 0.01% |
267,870
-24,948
| -9% | -$777K |
|
|
AL
803
DELISTED
Air Lease Corp
AL
| $8.86M | 0.01% |
258,006
-29,754
| -10% | -$979K |
|
804
Illumina
ILMN
$28.4B
| $8.8M | 0.01% |
70,682
+7,804
| +12% | +$1.05M |
|
805
Outfront Media
OUT
$5.5B
| $8.79M | 0.01% |
359,103
+23,306
| +7% | +$535K |
|
|
TIME
806
DELISTED
Time Inc.
TIME
| $8.76M | 0.01% |
490,622
+88,372
| +22% | +$1.31M |
|
807
Ovintiv
OVV
$16.4B
| $8.72M | 0.01% |
148,330
-71,296
| -32% | -$4.06M |
|
808
Fomento Económico Mexicano
FMX
$41.7B
| $8.71M | 0.01% |
114,290
-323,529
| -74% | -$27.7M |
|
|
PDCE
809
DELISTED
PDC Energy, Inc.
PDCE
| $8.7M | 0.01% |
119,837
-10,425
| -8% | -$717K |
|
810
SunCoke Energy
SXC
$797M
| $8.65M | 0.01% |
763,117
+202,171
| +36% | +$2.15M |
|
811
FTI Consulting
FCN
$4.18B
| $8.65M | 0.01% |
191,929
+38,583
| +25% | +$1.68M |
|
812
V2X
VVX
$2.65B
| $8.65M | 0.01% |
362,786
+165,374
| +84% | +$3.36M |
|
813
Vertex Pharmaceuticals
VRTX
$126B
| $8.63M | 0.01% |
+117,161
| New | +$9.53M |
|
814
LCI Industries
LCII
$2.65B
| $8.59M | 0.01% |
79,699
+53
| +0.1% | +$5.27K |
|
|
TBI
815
Trueblue
TBI
$311M
| $8.57M | 0.01% |
347,850
-8,414
| -2% | -$177K |
|
|
GTS
816
DELISTED
Triple-S Management Corporation
GTS
| $8.57M | 0.01% |
435,244
-5,196
| -1% | -$108K |
|
817
La-Z-Boy
LZB
$1.69B
| $8.53M | 0.01% |
274,550
+5,403
| +2% | +$146K |
|
|
TPC
818
Tutor Perini Cor
TPC
$5.21B
| $8.44M | 0.01% |
301,340
+76,211
| +34% | +$1.85M |
|
819
Magnite
MGNI
$3.55B
| $8.42M | 0.01% |
1,135,111
+249,389
| +28% | +$1.94M |
|
820
Alpha and Omega Semiconductor
AOSL
$1.08B
| $8.41M | 0.01% |
395,526
+114,997
| +41% | +$2.48M |
|
821
Charter Communications
CHTR
$18.2B
| $8.4M | 0.01% |
29,191
-74,024
| -72% | -$19.9M |
|
822
Core Laboratories
CLB
$521M
| $8.39M | 0.01% |
69,938
-37,069
| -35% | -$4.1M |
|
|
MIK
823
DELISTED
Michaels Stores, Inc
MIK
| $8.38M | 0.01% |
409,944
-59,663
| -13% | -$1.39M |
|
824
Stride
LRN
$3.43B
| $8.33M | 0.01% |
485,654
+45,954
| +10% | +$664K |
|
|
PSB
825
DELISTED
PS Business Parks, Inc.
PSB
| $8.29M | 0.01% |
71,143
-5,244
| -7% | -$576K |
|
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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.