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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 | |
|---|---|---|---|---|---|---|
626
New Oriental
EDU
$8.98B
| $17.8M | 0.02% |
421,697
-15
| -0% | -$707 |
|
627
Idexx Laboratories
IDXX
$46.2B
| $17.7M | 0.02% |
151,340
+86,427
| +133% | +$9.86M |
|
628
Cencora
COR
$61.2B
| $17.5M | 0.02% |
223,980
-665,010
| -75% | -$51.9M |
|
629
DNOW Inc
DNOW
$2.99B
| $17.5M | 0.02% |
854,797
-505,882
| -37% | -$10.7M |
|
630
Advanced Energy
AEIS
$13B
| $17.5M | 0.02% |
318,836
-6,938
| -2% | -$355K |
|
631
Boston Properties
BXP
$11.1B
| $17.3M | 0.02% |
137,613
-111,076
| -45% | -$13.8M |
|
|
WP
632
DELISTED
Worldpay, Inc.
WP
| $17.3M | 0.02% |
289,780
-204,174
| -41% | -$11.8M |
|
|
ESV
633
DELISTED
Ensco Rowan plc
ESV
| $17.2M | 0.02% |
442,214
+284,947
| +181% | +$10.2M |
|
|
MRSH
634
Marsh
MRSH
$91.5B
| $17M | 0.02% |
252,140
+75,888
| +43% | +$5.09M |
|
|
BRSS
635
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $17M | 0.02% |
495,653
+92,563
| +23% | +$2.79M |
|
636
T-Mobile US
TMUS
$190B
| $17M | 0.02% |
295,379
+138,324
| +88% | +$7.24M |
|
637
Viavi Solutions
VIAV
$9.66B
| $17M | 0.02% |
2,073,747
-1,049,882
| -34% | -$8.16M |
|
|
STJ
638
DELISTED
St Jude Medical
STJ
| $16.9M | 0.02% |
210,333
-2,352
| -1% | -$187K |
|
639
Deckers Outdoor
DECK
$13.3B
| $16.8M | 0.02% |
1,824,426
+91,704
| +5% | +$883K |
|
640
First Interstate BancSystem
FIBK
$3.58B
| $16.7M | 0.02% |
392,898
-11,940
| -3% | -$434K |
|
641
Insperity
NSP
$2.01B
| $16.4M | 0.02% |
461,320
+63,028
| +16% | +$2.27M |
|
642
White Mountains Insurance
WTM
$5.13B
| $16.3M | 0.02% |
19,507
+2,452
| +14% | +$2.06M |
|
643
Greif
GEF
$5.04B
| $16.2M | 0.02% |
316,220
+49,342
| +18% | +$2.51M |
|
644
Aon
AON
$76B
| $16.1M | 0.02% |
144,031
+47,418
| +49% | +$5.28M |
|
645
Valmont Industries
VMI
$9.53B
| $16M | 0.02% |
113,904
-21,682
| -16% | -$3.01M |
|
646
Trustmark
TRMK
$2.75B
| $15.8M | 0.02% |
442,053
+34,937
| +9% | +$1.1M |
|
647
UFP Industries
UFPI
$5.19B
| $15.7M | 0.02% |
462,258
-122,610
| -21% | -$3.99M |
|
648
Cable One
CABO
$212M
| $15.6M | 0.02% |
25,123
+3,792
| +18% | +$2.25M |
|
|
PRXL
649
DELISTED
Parexel International Corp
PRXL
| $15.6M | 0.02% |
237,673
+146,398
| +160% | +$9.18M |
|
|
GAP
650
The Gap Inc
GAP
$7.37B
| $15.5M | 0.02% |
690,281
+207,282
| +43% | +$5.34M |
|
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.