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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 | |
|---|---|---|---|---|---|---|
|
WEB
1701
DELISTED
Web.com Group, Inc.
WEB
| $981K | ﹤0.01% |
46,402
-48,975
| -51% | -$830K |
|
1702
Independence Realty Trust
IRT
$4.07B
| $980K | ﹤0.01% |
109,844
-2,381
| -2% | -$20.6K |
|
1703
Ingevity
NGVT
$2.68B
| $979K | ﹤0.01% |
17,839
+29
| +0.2% | +$1.39K |
|
1704
HCI Group
HCI
$2.41B
| $977K | ﹤0.01% |
24,752
-9,093
| -27% | -$290K |
|
|
AERI
1705
DELISTED
Aerie Pharmaceuticals
AERI
| $973K | ﹤0.01% |
+25,700
| New | +$972K |
|
1706
AMC Entertainment Holdings
AMC
$2.31B
| $972K | ﹤0.01% |
2,888
+1,946
| +207% | +$640K |
|
1707
Community Health Systems
CYH
$423M
| $972K | ﹤0.01% |
173,942
-617,588
| -78% | -$4.29M |
|
|
NSU
1708
DELISTED
Nevsun Resources Ltd.
NSU
| $966K | ﹤0.01% |
311,998
-120,794
| -28% | -$366K |
|
|
STBZ
1709
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $963K | ﹤0.01% |
35,839
+7,958
| +29% | +$194K |
|
1710
Regis Corp
RGS
$70.2M
| $960K | ﹤0.01% |
3,305
| – | – |
|
1711
CoStar Group
CSGP
$12.3B
| $956K | ﹤0.01% |
50,710
-30,170
| -37% | -$593K |
|
|
NIHD
1712
DELISTED
NII Holdings, Inc. Common Stock
NIHD
| $956K | ﹤0.01% |
444,693
-114,357
| -20% | -$268K |
|
1713
ICU Medical
ICUI
$4.61B
| $955K | ﹤0.01% |
6,481
-6,965
| -52% | -$1.01M |
|
1714
Moody's
MCO
$82.7B
| $951K | ﹤0.01% |
10,089
+96
| +1% | +$9.69K |
|
|
CWEI
1715
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $944K | ﹤0.01% |
+7,916
| New | +$794K |
|
|
FIT
1716
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $942K | ﹤0.01% |
128,740
-57,294
| -31% | -$587K |
|
|
AFAM
1717
DELISTED
Almost Family Inc
AFAM
| $942K | ﹤0.01% |
21,358
-7,395
| -26% | -$301K |
|
1718
Inogen
INGN
$164M
| $940K | ﹤0.01% |
13,989
+20
| +0.1% | +$1.23K |
|
1719
Kite Realty
KRG
$5.36B
| $935K | ﹤0.01% |
39,827
-15,349
| -28% | -$380K |
|
|
HW
1720
DELISTED
Headwaters Inc
HW
| $933K | ﹤0.01% |
39,686
-13,210
| -25% | -$268K |
|
1721
Winnebago Industries
WGO
$909M
| $931K | ﹤0.01% |
29,421
-10,252
| -26% | -$319K |
|
1722
Northwest Bancshares
NWBI
$2.28B
| $927K | ﹤0.01% |
51,423
-6,150
| -11% | -$105K |
|
|
CHCT
1723
Community Healthcare Trust
CHCT
$454M
| $926K | ﹤0.01% |
40,186
-597
| -1% | -$13.3K |
|
1724
US Physical Therapy
USPH
$1.22B
| $926K | ﹤0.01% |
13,195
-1,368
| -9% | -$87K |
|
|
AAMI
1725
Acadian Asset Management
AAMI
$3.19B
| $919K | ﹤0.01% |
63,393
+10,104
| +19% | +$143K |
|
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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.