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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 | |
|---|---|---|---|---|---|---|
|
VRN
1101
DELISTED
Veren
VRN
| $4.29M | 0.01% |
315,445
-10,548
| -3% | -$135K |
|
1102
TIM SA
TIMB
$8.8B
| $4.28M | 0.01% |
362,316
+119,384
| +49% | +$1.49M |
|
1103
The GEO Group
GEO
$4.04B
| $4.26M | 0.01% |
177,965
-70,060
| -28% | -$1.36M |
|
|
HA
1104
DELISTED
Hawaiian Holdings, Inc.
HA
| $4.26M | 0.01% |
74,663
-904
| -1% | -$46.2K |
|
1105
NACCO Industries
NC
$320M
| $4.23M | 0.01% |
204,445
-20,257
| -9% | -$386K |
|
|
EBIX
1106
DELISTED
Ebix Inc
EBIX
| $4.23M | 0.01% |
74,112
+3,741
| +5% | +$217K |
|
1107
TTM Technologies
TTMI
$14.5B
| $4.22M | 0.01% |
309,856
+93,683
| +43% | +$1.22M |
|
1108
Sibanye-Stillwater
SBSW
$7.53B
| $4.22M | 0.01% |
634,288
+542,863
| +594% | +$4.95M |
|
1109
Piper Sandler
PIPR
$5.29B
| $4.22M | 0.01% |
232,748
-354,624
| -60% | -$5.6M |
|
1110
Customers Bancorp
CUBI
$2.77B
| $4.22M | 0.01% |
117,754
+24,934
| +27% | +$737K |
|
|
PERY
1111
DELISTED
Perry Ellis International Inc
PERY
| $4.18M | 0.01% |
167,907
-11,406
| -6% | -$256K |
|
1112
COPT Defense Properties
CDP
$4.21B
| $4.18M | 0.01% |
133,954
-21,625
| -14% | -$614K |
|
|
EXTN
1113
DELISTED
Exterran Corporation
EXTN
| $4.15M | 0.01% |
173,608
+65,454
| +61% | +$1.24M |
|
|
MCHB
1114
Mechanics Bancorp
MCHB
$3.68B
| $4.14M | 0.01% |
131,156
+57,247
| +77% | +$1.64M |
|
|
VG
1115
DELISTED
Vonage Holdings Corporation
VG
| $4.14M | 0.01% |
603,904
-739,531
| -55% | -$4.89M |
|
1116
LeMaitre Vascular
LMAT
$1.86B
| $4.11M | 0.01% |
162,363
+47,664
| +42% | +$1.06M |
|
1117
Macerich
MAC
$6.92B
| $4.11M | 0.01% |
58,079
-35,175
| -38% | -$2.51M |
|
|
LSI
1118
DELISTED
Life Storage, Inc.
LSI
| $4.07M | 0.01% |
71,526
-70,787
| -50% | -$3.92M |
|
|
YHOO
1119
DELISTED
Yahoo Inc
YHOO
| $4.05M | 0.01% |
104,851
+33,329
| +47% | +$1.37M |
|
1120
ArcBest
ARCB
$3.08B
| $4.05M | 0.01% |
146,540
-32,241
| -18% | -$829K |
|
1121
Coca-Cola Femsa
KOF
$23.2B
| $4.04M | 0.01% |
63,643
+24,376
| +62% | +$1.7M |
|
|
PRSU
1122
Pursuit Attractions and Hospitality Inc
PRSU
$1.25B
| $4.04M | 0.01% |
91,528
+13,756
| +18% | +$569K |
|
1123
Kelly Services Class A
KELYA
$528M
| $4.02M | 0.01% |
175,232
+16,800
| +11% | +$342K |
|
1124
Verisk Analytics
VRSK
$25B
| $4M | 0.01% |
49,313
+148
| +0.3% | +$12.1K |
|
1125
Precigen
PGEN
$2.59B
| $4M | 0.01% |
166,126
-957,700
| -85% | -$26.7M |
|
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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.