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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 | |
|---|---|---|---|---|---|---|
|
TEN
876
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $7.09M | 0.01% |
113,559
-14,124
| -11% | -$827K |
|
877
Texas Capital Bancshares
TCBI
$4.32B
| $7.09M | 0.01% |
90,401
+23,293
| +35% | +$1.57M |
|
878
Central Garden & Pet Co Class A
CENTA
$2.44B
| $7.07M | 0.01% |
286,011
-202,994
| -42% | -$4.39M |
|
879
Onto Innovation
ONTO
$15.3B
| $7.04M | 0.01% |
281,056
+93,798
| +50% | +$2.15M |
|
880
Fortive
FTV
$18.6B
| $7.03M | 0.01% |
207,965
+108,553
| +109% | +$3.59M |
|
|
SPN
881
DELISTED
Superior Energy Services, Inc.
SPN
| $7.03M | 0.01% |
41,654
-45,874
| -52% | -$7.66M |
|
882
The Greenbrier Companies
GBX
$1.46B
| $7.02M | 0.01% |
168,884
+4,659
| +3% | +$174K |
|
883
Atlantic Union Bankshares
AUB
$5.97B
| $7M | 0.01% |
195,875
+65,303
| +50% | +$2.05M |
|
884
Clean Harbors
CLH
$16.3B
| $6.99M | 0.01% |
125,530
-90,831
| -42% | -$4.58M |
|
885
Sun Life Financial
SLF
$45.4B
| $6.98M | 0.01% |
181,637
-14,599
| -7% | -$529K |
|
|
HR
886
DELISTED
Healthcare Realty Trust Incorporated
HR
| $6.98M | 0.01% |
230,111
-27,885
| -11% | -$850K |
|
887
RPC Inc
RES
$1.3B
| $6.96M | 0.01% |
351,287
+233,970
| +199% | +$4.38M |
|
888
Morningstar
MORN
$7.53B
| $6.95M | 0.01% |
94,410
+24,582
| +35% | +$1.81M |
|
889
Liberty Broadband Class C
LBRDK
$5.15B
| $6.94M | 0.01% |
+93,724
| New | +$6.58M |
|
890
Heritage Insurance Holdings
HRTG
$991M
| $6.93M | 0.01% |
442,579
-16,402
| -4% | -$228K |
|
891
Agree Realty
ADC
$9.41B
| $6.93M | 0.01% |
150,488
-27,224
| -15% | -$1.24M |
|
|
DFT
892
DELISTED
DuPont Fabros Technology Inc.
DFT
| $6.92M | 0.01% |
157,515
-26,471
| -14% | -$1.09M |
|
893
Scansource
SCSC
$1.12B
| $6.9M | 0.01% |
170,998
+59,590
| +53% | +$2.22M |
|
894
BlackBerry
BB
$5.26B
| $6.86M | 0.01% |
996,257
-219,731
| -18% | -$1.63M |
|
895
Horace Mann Educators
HMN
$2.11B
| $6.84M | 0.01% |
159,767
-28,902
| -15% | -$1.13M |
|
|
LDL
896
DELISTED
Lydall, Inc.
LDL
| $6.83M | 0.01% |
110,376
+11,098
| +11% | +$614K |
|
897
Silicon Laboratories
SLAB
$7.23B
| $6.79M | 0.01% |
104,508
+3,389
| +3% | +$213K |
|
898
Pitney Bowes
PBI
$2.39B
| $6.78M | 0.01% |
446,441
-449,789
| -50% | -$7.16M |
|
|
HTO
899
H2O America
HTO
$2.62B
| $6.77M | 0.01% |
120,934
+13,896
| +13% | +$702K |
|
900
Walker & Dunlop
WD
$1.53B
| $6.76M | 0.01% |
216,692
+9,347
| +5% | +$262K |
|
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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.