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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 | |
|---|---|---|---|---|---|---|
1826
NOV
NOV
$7B
| $689K | ﹤0.01% |
18,411
+9,113
| +98% | +$332K |
|
1827
Capitol Federal Financial
CFFN
$1.1B
| $683K | ﹤0.01% |
41,472
+144
| +0.3% | +$2.21K |
|
|
FCB
1828
DELISTED
FCB Financial Holdings, Inc.
FCB
| $683K | ﹤0.01% |
14,317
-1,990
| -12% | -$82.4K |
|
|
CIM
1829
Chimera Investment
CIM
$1B
| $682K | ﹤0.01% |
13,346
| – | – |
|
1830
Eagle Materials
EXP
$6.57B
| $681K | ﹤0.01% |
+6,909
| New | +$620K |
|
|
FSB
1831
DELISTED
Franklin Financial Network, Inc.
FSB
| $679K | ﹤0.01% |
16,228
+10,044
| +162% | +$365K |
|
1832
Addus HomeCare
ADUS
$2.23B
| $675K | ﹤0.01% |
19,250
-17,449
| -48% | -$538K |
|
1833
Century Communities
CCS
$2.03B
| $673K | ﹤0.01% |
32,032
+18,027
| +129% | +$374K |
|
|
HF
1834
DELISTED
HFF Inc.
HF
| $673K | ﹤0.01% |
22,242
-1,924
| -8% | -$54.9K |
|
1835
Metallus
MTUS
$898M
| $671K | ﹤0.01% |
43,341
-113,686
| -72% | -$1.52M |
|
1836
Chesapeake Utilities
CPK
$3.21B
| $669K | ﹤0.01% |
9,986
-12,576
| -56% | -$803K |
|
|
TWO
1837
Two Harbors Investment
TWO
$1.27B
| $662K | ﹤0.01% |
9,483
| – | – |
|
|
NYRT
1838
DELISTED
New York REIT, Inc.
NYRT
| $662K | ﹤0.01% |
6,546
+31
| +0.5% | +$2.97K |
|
1839
Tronox
TROX
$1.04B
| $656K | ﹤0.01% |
63,620
+44,678
| +236% | +$446K |
|
1840
OneSpan
OSPN
$618M
| $655K | ﹤0.01% |
47,976
-66,893
| -58% | -$1.01M |
|
|
SCMP
1841
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $653K | ﹤0.01% |
48,170
-27,279
| -36% | -$381K |
|
1842
Green Plains
GPRE
$1.03B
| $651K | ﹤0.01% |
23,377
+7,454
| +47% | +$198K |
|
|
BEAV
1843
DELISTED
B/E Aerospace Inc
BEAV
| $649K | ﹤0.01% |
10,782
+3,010
| +39% | +$173K |
|
1844
M/I Homes
MHO
$3.84B
| $648K | ﹤0.01% |
+25,754
| New | +$607K |
|
|
VTLE
1845
DELISTED
Vital Energy
VTLE
| $648K | ﹤0.01% |
2,293
-20,993
| -90% | -$5.77M |
|
|
WFT
1846
DELISTED
Weatherford International plc
WFT
| $645K | ﹤0.01% |
129,297
+103,897
| +409% | +$544K |
|
|
CXO
1847
DELISTED
CONCHO RESOURCES INC.
CXO
| $644K | ﹤0.01% |
4,860
-54,338
| -92% | -$7.39M |
|
|
CARB
1848
DELISTED
Carbonite Inc
CARB
| $642K | ﹤0.01% |
+39,146
| New | +$668K |
|
1849
Mercer International
MERC
$39.8M
| $640K | ﹤0.01% |
60,133
-13,008
| -18% | -$118K |
|
1850
Griffon
GFF
$4.86B
| $639K | ﹤0.01% |
24,384
-28,573
| -54% | -$593K |
|
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.