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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 | |
|---|---|---|---|---|---|---|
926
First Merchants
FRME
$2.67B
| $6.42M | 0.01% |
170,582
+62,200
| +57% | +$1.98M |
|
|
FPRX
927
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $6.42M | 0.01% |
128,095
-54,813
| -30% | -$2.88M |
|
928
CAE Inc. Common Shares
CAE
$8.74B
| $6.42M | 0.01% |
458,260
+91,442
| +25% | +$1.31M |
|
929
Kadant
KAI
$3.99B
| $6.42M | 0.01% |
104,846
+21,624
| +26% | +$1.24M |
|
930
Alamo Group
ALG
$2.05B
| $6.39M | 0.01% |
83,926
+18,424
| +28% | +$1.29M |
|
931
Hackett Group
HCKT
$287M
| $6.39M | 0.01% |
361,577
-11,278
| -3% | -$191K |
|
|
DNR
932
DELISTED
Denbury Resources, Inc.
DNR
| $6.36M | 0.01% |
1,727,528
-2,756,095
| -61% | -$8.86M |
|
933
Beazer Homes USA
BZH
$907M
| $6.34M | 0.01% |
476,371
-252,600
| -35% | -$3.12M |
|
934
United Natural Foods
UNFI
$2.85B
| $6.33M | 0.01% |
132,725
-25,152
| -16% | -$1.13M |
|
935
Western Union
WU
$2.21B
| $6.33M | 0.01% |
291,464
-22,009
| -7% | -$457K |
|
936
RLJ Lodging Trust
RLJ
$1.69B
| $6.33M | 0.01% |
258,420
+30,713
| +13% | +$677K |
|
|
COR
937
DELISTED
Coresite Realty Corporation
COR
| $6.32M | 0.01% |
79,679
+4,496
| +6% | +$331K |
|
|
VIAB
938
DELISTED
Viacom Inc. Class B
VIAB
| $6.3M | 0.01% |
179,642
-71,087
| -28% | -$2.61M |
|
939
Chipotle Mexican Grill
CMG
$41.5B
| $6.3M | 0.01% |
834,650
-466,900
| -36% | -$3.68M |
|
940
Emergent Biosolutions
EBS
$248M
| $6.3M | 0.01% |
191,801
-13,444
| -7% | -$403K |
|
941
Autodesk
ADSK
$52.6B
| $6.29M | 0.01% |
84,974
+20,168
| +31% | +$1.48M |
|
942
Materion
MTRN
$6.04B
| $6.29M | 0.01% |
158,775
+25,505
| +19% | +$897K |
|
|
CRC
943
DELISTED
California Resources Corporation
CRC
| $6.29M | 0.01% |
295,314
-40,497
| -12% | -$593K |
|
|
ABMD
944
DELISTED
Abiomed Inc
ABMD
| $6.28M | 0.01% |
55,740
+46,997
| +538% | +$5.44M |
|
|
TSRO
945
DELISTED
TESARO, Inc.
TSRO
| $6.28M | 0.01% |
46,697
+7,174
| +18% | +$905K |
|
|
RTEC
946
DELISTED
Rudolph Technologies Inc
RTEC
| $6.23M | 0.01% |
266,878
+1,242
| +0.5% | +$24.3K |
|
947
Brixmor Property Group
BRX
$9.32B
| $6.22M | 0.01% |
254,691
-32,531
| -11% | -$812K |
|
948
Perdoceo Education
PRDO
$2.12B
| $6.21M | 0.01% |
615,153
+41,373
| +7% | +$361K |
|
949
CEMIG Preferred Shares
CIG
$6.01B
| $6.21M | 0.01% |
5,339,980
+1,518,963
| +40% | +$1.93M |
|
950
Northwest Natural Holdings
NWN
$2.12B
| $6.18M | 0.01% |
103,388
-11,097
| -10% | -$645K |
|
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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.