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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 | |
|---|---|---|---|---|---|---|
2001
RE/MAX Holdings
RMAX
$242M
| $378K | ﹤0.01% |
6,747
-2,252
| -25% | -$109K |
|
|
QUOT
2002
DELISTED
Quotient Technology Inc
QUOT
| $378K | ﹤0.01% |
35,130
+12,225
| +53% | +$142K |
|
2003
Cogent Communications
CCOI
$508M
| $377K | ﹤0.01% |
9,129
-2,649
| -22% | -$101K |
|
2004
Silgan Holdings
SLGN
$4.41B
| $373K | ﹤0.01% |
14,584
+6,342
| +77% | +$159K |
|
2005
Energous
WATT
$102M
| $373K | ﹤0.01% |
37
+8
| +28% | +$76.5K |
|
|
LOXO
2006
DELISTED
Loxo Oncology, Inc
LOXO
| $373K | ﹤0.01% |
11,615
-5,172
| -31% | -$133K |
|
|
SEM
2007
DELISTED
Select Medical
SEM
| $372K | ﹤0.01% |
52,081
+1,221
| +2% | +$8.5K |
|
|
SN
2008
DELISTED
Sanchez Energy Corporation
SN
| $372K | ﹤0.01% |
41,209
+28,125
| +215% | +$225K |
|
2009
Southside Bancshares
SBSI
$967M
| $365K | ﹤0.01% |
9,920
+477
| +5% | +$16.5K |
|
|
CTLT
2010
DELISTED
CATALENT, INC.
CTLT
| $364K | ﹤0.01% |
13,518
-10,621
| -44% | -$263K |
|
|
CHUY
2011
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $364K | ﹤0.01% |
11,206
-2,798
| -20% | -$84.7K |
|
2012
MBIA
MBI
$260M
| $362K | ﹤0.01% |
33,867
+8,840
| +35% | +$81.6K |
|
2013
Tootsie Roll Industries
TR
$2.98B
| $362K | ﹤0.01% |
12,234
+18
| +0.1% | +$502 |
|
2014
NeoGenomics
NEO
$2.13B
| $359K | ﹤0.01% |
41,860
-141
| -0.3% | -$1.21K |
|
|
XTLY
2015
DELISTED
Xactly Corporation
XTLY
| $359K | ﹤0.01% |
32,664
-3,763
| -10% | -$49.1K |
|
|
VIVO
2016
DELISTED
Meridian Bioscience Inc
VIVO
| $358K | ﹤0.01% |
20,246
-38,059
| -65% | -$669K |
|
2017
Cohu
COHU
$2.5B
| $356K | ﹤0.01% |
25,608
-41,541
| -62% | -$506K |
|
2018
Dime Commercial Bancshares
DCOM
$1.78B
| $356K | ﹤0.01% |
+9,382
| New | +$299K |
|
2019
Rayonier
RYN
$6.55B
| $353K | ﹤0.01% |
14,623
-1,929
| -12% | -$46.7K |
|
|
GHL
2020
DELISTED
Greenhill & Co., Inc.
GHL
| $347K | ﹤0.01% |
12,522
+3,550
| +40% | +$91.5K |
|
2021
Trupanion
TRUP
$1.18B
| $346K | ﹤0.01% |
22,264
+73
| +0.3% | +$1.17K |
|
|
DHIL
2022
DELISTED
Diamond Hill
DHIL
| $345K | ﹤0.01% |
1,639
-373
| -19% | -$72.8K |
|
|
SUM
2023
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $344K | ﹤0.01% |
+14,902
| New | +$313K |
|
2024
Etsy
ETSY
$7.85B
| $343K | ﹤0.01% |
+29,112
| New | +$377K |
|
|
JCP
2025
DELISTED
J.C. Penney Company, Inc.
JCP
| $343K | ﹤0.01% |
41,292
-1,368
| -3% | -$12.4K |
|
Similar funds
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.