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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 | |
|---|---|---|---|---|---|---|
826
Enterprise Financial Services Corp
EFSC
$2.39B
| $8.26M | 0.01% |
192,160
+63,048
| +49% | +$2.31M |
|
827
Cincinnati Financial
CINF
$27.1B
| $8.23M | 0.01% |
108,640
-2,181
| -2% | -$162K |
|
|
OPB
828
DELISTED
Opus Bank Common Stock
OPB
| $8.23M | 0.01% |
273,779
+201,528
| +279% | +$5.38M |
|
829
Tractor Supply
TSCO
$18B
| $8.22M | 0.01% |
542,050
+34,540
| +7% | +$490K |
|
|
ISBC
830
DELISTED
Investors Bancorp, Inc.
ISBC
| $8.2M | 0.01% |
587,421
+84,390
| +17% | +$1.1M |
|
831
SL Green Realty
SLG
$3.99B
| $8.16M | 0.01% |
78,364
-13,734
| -15% | -$1.39M |
|
|
WBMD
832
DELISTED
WebMD Health Corp.
WBMD
| $8.12M | 0.01% |
163,736
+44,739
| +38% | +$2.31M |
|
|
PGEM
833
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $8.11M | 0.01% |
498,964
+56,450
| +13% | +$840K |
|
834
NorthWestern Energy
NWE
$4.43B
| $8.09M | 0.01% |
142,262
+22,388
| +19% | +$1.26M |
|
|
IPCC
835
DELISTED
Infinity Property & Casualty C
IPCC
| $8.08M | 0.01% |
91,906
-7,526
| -8% | -$639K |
|
836
Abercrombie & Fitch
ANF
$5B
| $8.07M | 0.01% |
672,532
-2,065,616
| -75% | -$30.7M |
|
837
Genuine Parts
GPC
$18.7B
| $8.04M | 0.01% |
84,114
-20,584
| -20% | -$1.96M |
|
838
Essential Utilities
WTRG
$11.4B
| $8.01M | 0.01% |
266,711
+45,779
| +21% | +$1.37M |
|
839
Landstar System
LSTR
$6.21B
| $7.9M | 0.01% |
92,625
+15,230
| +20% | +$1.18M |
|
|
PDLI
840
DELISTED
PDL BioPharma, Inc.
PDLI
| $7.9M | 0.01% |
3,726,020
+975,233
| +35% | +$2.72M |
|
841
HF Sinclair
DINO
$14.5B
| $7.85M | 0.01% |
239,649
-755,659
| -76% | -$20.9M |
|
|
SALE
842
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $7.82M | 0.01% |
840,674
-25,674
| -3% | -$241K |
|
843
WaFd
WAFD
$2.75B
| $7.76M | 0.01% |
226,060
+3,001
| +1% | +$91.7K |
|
844
VF Corp
VFC
$5.89B
| $7.75M | 0.01% |
154,328
+41,155
| +36% | +$2.13M |
|
845
Mueller Industries
MLI
$15.2B
| $7.74M | 0.01% |
774,364
+261,484
| +51% | +$2.31M |
|
|
FBC
846
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $7.72M | 0.01% |
286,707
+24,447
| +9% | +$673K |
|
847
Exelixis
EXEL
$13.4B
| $7.72M | 0.01% |
517,660
+99,617
| +24% | +$1.44M |
|
848
Ecolab
ECL
$79.9B
| $7.67M | 0.01% |
65,410
+16,689
| +34% | +$1.95M |
|
849
BOK Financial
BOKF
$8.74B
| $7.67M | 0.01% |
92,302
-35,611
| -28% | -$2.74M |
|
850
Stoneridge
SRI
$213M
| $7.64M | 0.01% |
431,701
+104,215
| +32% | +$1.76M |
|
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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.