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AQR Capital Management

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
Cap. Flow
+$4.26B
Cap. Flow %
5.88%
Top 10 Hldgs %
8.86%
Holding
2,368
New
125
Increased
1,024
Reduced
1,006
Closed
145

Top Buys

Rank Stock Value
1
HPE icon
Hewlett Packard
HPE
+$483M
2
WFC icon
Wells Fargo
WFC
+$147M
3
DAL icon
Delta Air Lines
DAL
+$139M
4
STI
SunTrust Banks, Inc.
STI
+$129M
5
AFL icon
Aflac
AFL
+$128M

Top Sells

Rank Stock Value
1
MDLZ icon
Mondelez International
MDLZ
+$115M
2
CTSH icon
Cognizant
CTSH
+$107M
3
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
+$107M
4
DD icon
DuPont de Nemours
DD
+$90.3M
5
PEP icon
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
GSM icon
2251
FerroAtlántica
GSM
$839M
– –
-22,388
Closed -$202K
GWRE icon
2252
Guidewire Software
GWRE
$14.2B
– –
-5,013
Closed -$301K
HHS icon
2253
Harte-Hanks
HHS
– –
-3,383
Closed -$55K
HSTM icon
2254
HealthStream
HSTM
$840M
– –
-10,671
Closed -$295K
HUBS icon
2255
HubSpot
HUBS
$10.5B
– –
-6,047
Closed -$348K
HXL icon
2256
Hexcel
HXL
$7.82B
– –
-19,796
Closed -$877K
INVA icon
2257
Innoviva
INVA
$1.48B
– –
-44,668
Closed -$491K
IONS icon
2258
Ionis Pharmaceuticals
IONS
$9.4B
– –
-407,582
Closed -$14.9M
IOVA icon
2259
Iovance Biotherapeutics
IOVA
$2.87B
– –
-14,630
Closed -$120K
KMPR icon
2260
Kemper
KMPR
$1.68B
– –
-9,475
Closed -$373K
KW
2261
DELISTED
Kennedy-Wilson Holdings
KW
– –
-9,219
Closed -$208K
LAD icon
2262
Lithia Motors
LAD
$8.26B
– –
-10,552
Closed -$1.01M
LBTYA icon
2263
Liberty Global Class A
LBTYA
$3.6B
– –
-320,722
Closed -$11M
LIVN icon
2264
LivaNova
LIVN
$4.2B
– –
-22,913
Closed -$1.38M
LSCC icon
2265
Lattice Semiconductor
LSCC
$18.5B
– –
-35,743
Closed -$232K
MD icon
2266
Pediatrix Medical
MD
$2.2B
– –
-42,698
Closed -$2.83M
MNRO icon
2267
Monro
MNRO
$398M
– –
-5,625
Closed -$344K
MODV
2268
DELISTED
ModivCare
MODV
– –
-4,665
Closed -$227K
MOMO
2269
Hello Group
MOMO
$866M
– –
-10,578
Closed -$238K
NAT icon
2270
Nordic American Tanker
NAT
$1.37B
– –
-10,880
Closed -$109K
NEOG icon
2271
Neogen
NEOG
$2.5B
– –
-11,501
Closed -$241K
NVAX icon
2272
Novavax
NVAX
$1.31B
– –
-12,842
Closed -$534K
NXST icon
2273
Nexstar Media Group
NXST
$5.97B
– –
-27,697
Closed -$1.6M
PARR icon
2274
Par Pacific Holdings
PARR
$3.32B
– –
-11,878
Closed -$155K
QMCO icon
2275
Quantum Corp
QMCO
$474M
– –
-371
Closed -$44K
89 90
91
92 93

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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.