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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 | |
|---|---|---|---|---|---|---|
1226
Lakeland Financial Corp
LKFN
$1.52B
| $3.1M | ﹤0.01% |
65,438
+17,191
| +36% | +$701K |
|
1227
Extra Space Storage
EXR
$30.8B
| $3.08M | ﹤0.01% |
39,810
-59,365
| -60% | -$4.37M |
|
|
PEI
1228
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $3.06M | ﹤0.01% |
10,754
-136
| -1% | -$40.6K |
|
1229
Interface
TILE
$2.21B
| $3.05M | ﹤0.01% |
164,493
-86,331
| -34% | -$1.49M |
|
1230
CACI
CACI
$14.2B
| $3.05M | ﹤0.01% |
24,526
-34,300
| -58% | -$3.96M |
|
|
BSTC
1231
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $3.05M | ﹤0.01% |
54,722
+7,090
| +15% | +$341K |
|
1232
Dave & Buster's
PLAY
$346M
| $3.03M | ﹤0.01% |
53,872
-11,302
| -17% | -$525K |
|
|
HSII
1233
DELISTED
Heidrick & Struggles
HSII
| $3.03M | ﹤0.01% |
125,412
-8,090
| -6% | -$170K |
|
|
NP
1234
DELISTED
Neenah, Inc. Common Stock
NP
| $3M | ﹤0.01% |
35,199
-513
| -1% | -$42.5K |
|
1235
EPR Properties
EPR
$4.66B
| $3M | ﹤0.01% |
41,781
+16,368
| +64% | +$1.17M |
|
|
FMBI
1236
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $2.99M | ﹤0.01% |
118,568
+1,613
| +1% | +$35.6K |
|
1237
Four Corners Property Trust
FCPT
$2.71B
| $2.95M | ﹤0.01% |
143,910
+31,772
| +28% | +$625K |
|
|
OSG
1238
DELISTED
Overseas Shipholding Group Inc.
OSG
| $2.95M | ﹤0.01% |
769,634
+703,390
| +1,062% | +$5.13M |
|
|
SPA
1239
DELISTED
Sparton
SPA
| $2.94M | ﹤0.01% |
123,375
+102,486
| +491% | +$2.48M |
|
1240
Highwoods Properties
HIW
$3.41B
| $2.93M | ﹤0.01% |
57,428
+9,276
| +19% | +$454K |
|
|
SINA
1241
DELISTED
Sina Corp
SINA
| $2.92M | ﹤0.01% |
48,056
+16,125
| +50% | +$1.16M |
|
|
CBL
1242
DELISTED
CBL& Associates Properties, Inc.
CBL
| $2.91M | ﹤0.01% |
253,141
-131,169
| -34% | -$1.52M |
|
1243
Citi Trends
CTRN
$633M
| $2.9M | ﹤0.01% |
154,148
-38,652
| -20% | -$755K |
|
1244
Methode Electronics
MEI
$585M
| $2.9M | ﹤0.01% |
70,208
-8,525
| -11% | -$313K |
|
|
LHCG
1245
DELISTED
LHC Group LLC
LHCG
| $2.9M | ﹤0.01% |
63,422
-30,138
| -32% | -$1.23M |
|
1246
DHI Group
DHX
$162M
| $2.9M | ﹤0.01% |
463,339
+51,948
| +13% | +$334K |
|
1247
Monolithic Power Systems
MPWR
$68.1B
| $2.89M | ﹤0.01% |
35,224
-812
| -2% | -$65.2K |
|
1248
Energy Recovery
ERII
$418M
| $2.87M | ﹤0.01% |
277,092
+32,067
| +13% | +$385K |
|
|
WIRE
1249
DELISTED
Encore Wire Corp
WIRE
| $2.86M | ﹤0.01% |
66,022
+1,084
| +2% | +$43.2K |
|
1250
Progress Software
PRGS
$1.77B
| $2.85M | ﹤0.01% |
89,209
-53,978
| -38% | -$1.57M |
|
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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.