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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 | |
|---|---|---|---|---|---|---|
|
TARO
1676
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $1.05M | ﹤0.01% |
9,957
+5,494
| +123% | +$575K |
|
|
DOOR
1677
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $1.04M | ﹤0.01% |
15,816
-3,398
| -18% | -$213K |
|
|
ERF
1678
DELISTED
Enerplus Corporation
ERF
| $1.04M | ﹤0.01% |
109,252
-671,812
| -86% | -$5.33M |
|
1679
Alnylam Pharmaceuticals
ALNY
$29.3B
| $1.04M | ﹤0.01% |
+27,669
| New | +$1.16M |
|
1680
Sabra Healthcare REIT
SBRA
$5.37B
| $1.03M | ﹤0.01% |
42,382
+171
| +0.4% | +$3.92K |
|
1681
Corcept Therapeutics
CORT
$12B
| $1.03M | ﹤0.01% |
142,292
+22,313
| +19% | +$175K |
|
1682
HUB Group
HUBG
$2.92B
| $1.03M | ﹤0.01% |
47,040
-38,112
| -45% | -$787K |
|
|
NLSN
1683
DELISTED
Nielsen Holdings plc
NLSN
| $1.03M | ﹤0.01% |
24,476
-11,366
| -32% | -$522K |
|
|
LLTC
1684
DELISTED
Linear Technology Corp
LLTC
| $1.02M | ﹤0.01% |
16,377
-125,316
| -88% | -$7.63M |
|
1685
FirstService
FSV
$6.32B
| $1.01M | ﹤0.01% |
21,264
+1,312
| +7% | +$57.4K |
|
1686
SFL Corp
SFL
$1.61B
| $1.01M | ﹤0.01% |
68,008
-18,235
| -21% | -$256K |
|
|
ALR
1687
DELISTED
Alere Inc
ALR
| $1.01M | ﹤0.01% |
25,892
| – | – |
|
|
WAGE
1688
DELISTED
WageWorks, Inc.
WAGE
| $1.01M | ﹤0.01% |
13,902
+3,026
| +28% | +$203K |
|
|
DCT
1689
DELISTED
DCT Industrial Trust Inc.
DCT
| $1.01M | ﹤0.01% |
21,053
+3,010
| +17% | +$139K |
|
1690
Nordson
NDSN
$17.3B
| $1M | ﹤0.01% |
+8,966
| New | +$939K |
|
|
NAV
1691
DELISTED
Navistar International
NAV
| $1M | ﹤0.01% |
+31,949
| New | +$865K |
|
1692
Tredegar Corp
TG
$310M
| $1M | ﹤0.01% |
41,658
-32,098
| -44% | -$674K |
|
|
MPG
1693
DELISTED
Metaldyne Performance Group Inc.
MPG
| $1M | ﹤0.01% |
43,567
| – | – |
|
|
LQ
1694
DELISTED
La Quinta Holdings Inc.
LQ
| $995K | ﹤0.01% |
+70,042
| New | +$830K |
|
1695
Vale
VALE
$62.6B
| $991K | ﹤0.01% |
130,024
+8,602
| +7% | +$63K |
|
|
ONCE
1696
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $989K | ﹤0.01% |
19,812
-8,356
| -30% | -$448K |
|
1697
PBF Energy
PBF
$7.31B
| $988K | ﹤0.01% |
35,450
-327,825
| -90% | -$8M |
|
1698
B2Gold
BTG
$6.64B
| $985K | ﹤0.01% |
414,268
+155
| +0% | +$385 |
|
1699
Tidewater
TDW
$4.12B
| $985K | ﹤0.01% |
+8,957
| New | +$789K |
|
|
KND
1700
DELISTED
Kindred Healthcare
KND
| $984K | ﹤0.01% |
125,362
-292,750
| -70% | -$2.4M |
|
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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.