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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 | |
|---|---|---|---|---|---|---|
1151
TriCo Bancshares
TCBK
$1.83B
| $3.74M | 0.01% |
109,532
+22,586
| +26% | +$671K |
|
|
MGLN
1152
DELISTED
Magellan Health Services, Inc.
MGLN
| $3.74M | 0.01% |
49,752
-12,764
| -20% | -$817K |
|
|
UCB
1153
United Community Banks
UCB
$4.28B
| $3.74M | 0.01% |
126,367
+39,252
| +45% | +$983K |
|
1154
Cboe Global Markets
CBOE
$29.9B
| $3.74M | 0.01% |
50,602
+37,032
| +273% | +$2.55M |
|
1155
Grupo Aeroportuario del Sureste
ASR
$8.3B
| $3.73M | 0.01% |
25,941
+5,070
| +24% | +$765K |
|
|
AEGN
1156
DELISTED
Aegion Corp
AEGN
| $3.73M | 0.01% |
157,408
-33,241
| -17% | -$738K |
|
1157
National Health Investors
NHI
$3.65B
| $3.71M | 0.01% |
50,073
-7,811
| -13% | -$573K |
|
1158
Koppers
KOP
$969M
| $3.71M | 0.01% |
91,946
+696
| +0.8% | +$25.5K |
|
1159
APA Corp
APA
$13.2B
| $3.7M | 0.01% |
58,315
+11,974
| +26% | +$754K |
|
|
NCI
1160
DELISTED
Navigant Consulting, Inc.
NCI
| $3.66M | 0.01% |
139,883
-29,801
| -18% | -$705K |
|
1161
Pan American Silver
PAAS
$21.6B
| $3.65M | 0.01% |
241,671
+76,272
| +46% | +$1.23M |
|
|
BCOM
1162
DELISTED
B Communications Ltd
BCOM
| $3.65M | 0.01% |
166,451
-4,441
| -3% | -$96.3K |
|
1163
Canadian Pacific Kansas City
CP
$80.5B
| $3.63M | 0.01% |
127,235
+113,165
| +804% | +$3.34M |
|
1164
Old National Bancorp
ONB
$10.2B
| $3.63M | 0.01% |
199,804
+146,250
| +273% | +$2.35M |
|
1165
MKS Inc
MKSI
$20.6B
| $3.62M | 0.01% |
60,977
+960
| +2% | +$51.8K |
|
1166
Rollins
ROL
$18.2B
| $3.62M | 0.01% |
240,937
+57,449
| +31% | +$797K |
|
|
NPTN
1167
DELISTED
NEOPHOTONICS CORP
NPTN
| $3.61M | 0.01% |
333,986
+72,418
| +28% | +$966K |
|
1168
Genworth Financial
GNW
$3.71B
| $3.57M | ﹤0.01% |
937,979
+642,721
| +218% | +$2.83M |
|
1169
Middlesex Water
MSEX
$1.1B
| $3.57M | ﹤0.01% |
83,143
+11,896
| +17% | +$456K |
|
1170
Independent Bank
INDB
$3.97B
| $3.56M | ﹤0.01% |
50,589
-5,591
| -10% | -$343K |
|
|
EQC
1171
DELISTED
Equity Commonwealth
EQC
| $3.55M | ﹤0.01% |
117,520
-7,998
| -6% | -$237K |
|
1172
Entegris
ENTG
$23.2B
| $3.55M | ﹤0.01% |
198,333
+47,091
| +31% | +$817K |
|
|
MBFI
1173
DELISTED
MB Financial Corp
MBFI
| $3.54M | ﹤0.01% |
75,065
+25,439
| +51% | +$1.05M |
|
|
ELLI
1174
DELISTED
Ellie Mae Inc
ELLI
| $3.54M | ﹤0.01% |
42,260
-4,388
| -9% | -$405K |
|
1175
AMN Healthcare
AMN
$1.4B
| $3.51M | ﹤0.01% |
91,311
-4,084
| -4% | -$140K |
|
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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.