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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 | |
|---|---|---|---|---|---|---|
|
AGU
851
DELISTED
Agrium
AGU
| $7.63M | 0.01% |
75,821
+45,715
| +152% | +$4.41M |
|
|
RUTH
852
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $7.61M | 0.01% |
416,017
+32,671
| +9% | +$538K |
|
853
Groupon
GRPN
$1.02B
| $7.61M | 0.01% |
114,607
-48,307
| -30% | -$4.06M |
|
|
CSGS
854
DELISTED
CSG Systems International
CSGS
| $7.6M | 0.01% |
157,104
-17,993
| -10% | -$774K |
|
855
Moog Inc Class A
MOG.A
$12.8B
| $7.6M | 0.01% |
115,649
-2,166
| -2% | -$138K |
|
856
Quad
QUAD
$525M
| $7.56M | 0.01% |
281,245
-130,304
| -32% | -$3.37M |
|
857
Caterpillar
CAT
$387B
| $7.52M | 0.01% |
81,046
+77,746
| +2,356% | +$7.05M |
|
|
CBB
858
DELISTED
Cincinnati Bell Inc.
CBB
| $7.51M | 0.01% |
336,045
-23,104
| -6% | -$470K |
|
859
Polaris
PII
$4.07B
| $7.51M | 0.01% |
91,102
+36,080
| +66% | +$2.94M |
|
860
Hancock Whitney
HWC
$6.24B
| $7.49M | 0.01% |
173,659
+137,202
| +376% | +$5.22M |
|
|
ATW
861
DELISTED
Atwood Oceanics
ATW
| $7.45M | 0.01% |
567,687
-494,670
| -47% | -$4.86M |
|
862
Sociedad Química y Minera de Chile
SQM
$20.6B
| $7.43M | 0.01% |
+259,356
| New | +$7.37M |
|
863
AMERISAFE
AMSF
$540M
| $7.42M | 0.01% |
118,959
-1,262
| -1% | -$76.6K |
|
864
Pultegroup
PHM
$25.3B
| $7.42M | 0.01% |
403,459
+383,000
| +1,872% | +$7.27M |
|
|
PVTB
865
DELISTED
PrivateBancorp Inc
PVTB
| $7.41M | 0.01% |
136,750
+267
| +0.2% | +$12.9K |
|
866
International Bancshares
IBOC
$4.57B
| $7.37M | 0.01% |
180,537
+64,362
| +55% | +$2.3M |
|
867
VanEck Oil Services ETF
OIH
$1.84B
| $7.36M | 0.01% |
11,030
+2,584
| +31% | +$1.61M |
|
868
Unifirst Corp
UNF
$5.25B
| $7.29M | 0.01% |
50,753
-10,190
| -17% | -$1.38M |
|
|
NAVG
869
DELISTED
Navigators Group Inc
NAVG
| $7.25M | 0.01% |
123,136
-13,872
| -10% | -$720K |
|
870
NewMarket
NEU
$8.18B
| $7.24M | 0.01% |
17,074
+5,029
| +42% | +$2.08M |
|
871
AdvanSix
ASIX
$444M
| $7.18M | 0.01% |
+324,290
| New | +$5.83M |
|
872
SLM Corp
SLM
$5.15B
| $7.18M | 0.01% |
651,439
+445,677
| +217% | +$4M |
|
873
Matrix Service
MTRX
$335M
| $7.15M | 0.01% |
314,878
+98,928
| +46% | +$1.97M |
|
874
Archrock
AROC
$5.8B
| $7.15M | 0.01% |
541,371
+400,229
| +284% | +$5.17M |
|
875
Credit Acceptance
CACC
$6.08B
| $7.1M | 0.01% |
32,648
-287
| -0.9% | -$55.6K |
|
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.