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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 | |
|---|---|---|---|---|---|---|
|
KNL
901
DELISTED
Knoll, Inc.
KNL
| $6.75M | 0.01% |
241,629
+46,120
| +24% | +$1.13M |
|
902
Rithm Capital
RITM
$5.69B
| $6.75M | 0.01% |
429,128
+755
| +0.2% | +$11.2K |
|
903
Post Holdings
POST
$3.57B
| $6.74M | 0.01% |
128,100
+42,854
| +50% | +$2.16M |
|
904
Commault Systems
CVLT
$5.61B
| $6.74M | 0.01% |
131,055
+45,110
| +52% | +$2.42M |
|
905
Rogers Corp
ROG
$2.4B
| $6.71M | 0.01% |
87,417
+42,418
| +94% | +$2.87M |
|
|
UFS
906
DELISTED
DOMTAR CORPORATION (New)
UFS
| $6.71M | 0.01% |
171,844
-36,838
| -18% | -$1.4M |
|
907
Standex International
SXI
$4.12B
| $6.7M | 0.01% |
76,215
+171
| +0.2% | +$14.9K |
|
908
Abbott
ABT
$187B
| $6.68M | 0.01% |
173,914
-867,261
| -83% | -$34.4M |
|
909
Lennar Class A
LEN
$21.2B
| $6.68M | 0.01% |
163,366
+17,735
| +12% | +$717K |
|
|
SCS
910
DELISTED
Steelcase
SCS
| $6.67M | 0.01% |
372,844
-77,312
| -17% | -$1.16M |
|
911
Align Technology
ALGN
$12.3B
| $6.66M | 0.01% |
69,293
-39,191
| -36% | -$3.64M |
|
912
Ribbon Communications
RBBN
$383M
| $6.66M | 0.01% |
1,057,219
+416,275
| +65% | +$2.73M |
|
913
Penske Automotive Group
PAG
$14.2B
| $6.65M | 0.01% |
128,243
+27
| +0% | +$1.32K |
|
|
AHRT
914
AH Realty Trust
AHRT
$517M
| $6.62M | 0.01% |
454,285
+12,822
| +3% | +$178K |
|
915
GoDaddy
GDDY
$11.5B
| $6.61M | 0.01% |
188,972
-37,246
| -16% | -$1.31M |
|
916
Kaiser Aluminum
KALU
$3.02B
| $6.59M | 0.01% |
84,791
+5,047
| +6% | +$403K |
|
917
Movado Group
MOV
$841M
| $6.59M | 0.01% |
229,087
-12,330
| -5% | -$318K |
|
|
MTOR
918
DELISTED
MERITOR, Inc.
MTOR
| $6.58M | 0.01% |
529,833
+6,388
| +1% | +$75.1K |
|
|
FLG
919
Flagstar Bank National Association
FLG
$5.82B
| $6.55M | 0.01% |
137,264
-16,899
| -11% | -$773K |
|
920
Oil States International
OIS
$491M
| $6.54M | 0.01% |
167,687
-65,135
| -28% | -$2.21M |
|
921
CareTrust REIT
CTRE
$9.74B
| $6.51M | 0.01% |
424,869
+1,745
| +0.4% | +$25K |
|
|
AIV
922
Aimco
AIV
$383M
| $6.49M | 0.01% |
1,071,904
+26,972
| +3% | +$154K |
|
|
CBPX
923
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $6.48M | 0.01% |
280,535
+17,534
| +7% | +$380K |
|
924
Revvity
RVTY
$12.8B
| $6.45M | 0.01% |
123,728
-44,225
| -26% | -$2.31M |
|
|
IPHS
925
DELISTED
Innophos Holdings, Inc.
IPHS
| $6.43M | 0.01% |
123,121
+20,482
| +20% | +$995K |
|
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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.