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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 | |
|---|---|---|---|---|---|---|
276
Toro Company
TTC
$9.49B
| $75M | 0.1% |
1,339,753
+354,426
| +36% | +$18.1M |
|
277
Travel + Leisure Co
TNL
$4.7B
| $74.4M | 0.1% |
2,158,850
+171,731
| +9% | +$5.52M |
|
278
Church & Dwight Co
CHD
$24.5B
| $74.1M | 0.1% |
1,677,516
-243,840
| -13% | -$11.1M |
|
279
Worthington Enterprises
WOR
$2.86B
| $74M | 0.1% |
2,528,677
+529,598
| +26% | +$17M |
|
280
Kinross Gold
KGC
$32.8B
| $73.8M | 0.1% |
23,625,450
-711,698
| -3% | -$2.5M |
|
281
Clorox
CLX
$12.7B
| $73.7M | 0.1% |
613,992
-137,302
| -18% | -$16.2M |
|
282
Cardinal Health
CAH
$55.4B
| $73.6M | 0.1% |
1,022,334
-543,156
| -35% | -$39.3M |
|
283
Danaher
DHR
$144B
| $73.3M | 0.1% |
1,062,781
+7,661
| +0.7% | +$532K |
|
284
Curtiss-Wright
CW
$25.5B
| $72.7M | 0.1% |
739,527
+295,802
| +67% | +$28.1M |
|
285
Bunge Global
BG
$20.8B
| $72.5M | 0.1% |
1,004,118
-611,472
| -38% | -$40.7M |
|
286
Universal Health Services
UHS
$10.5B
| $72.1M | 0.1% |
677,826
-201,374
| -23% | -$23.8M |
|
287
Robert Half
RHI
$4.37B
| $71.9M | 0.1% |
1,473,562
-1,301,639
| -47% | -$55.8M |
|
288
Adobe
ADBE
$105B
| $71.5M | 0.1% |
694,355
-60,240
| -8% | -$6.38M |
|
|
MBT
289
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $70.1M | 0.1% |
7,690,655
-360,955
| -4% | -$2.9M |
|
290
CGI
GIB
$15.5B
| $69.5M | 0.1% |
1,447,276
+185,742
| +15% | +$8.84M |
|
291
Sysco
SYY
$40.3B
| $69.3M | 0.1% |
1,252,244
-829,282
| -40% | -$43.1M |
|
|
DF
292
DELISTED
Dean Foods Company
DF
| $69.2M | 0.1% |
3,177,182
-607,503
| -16% | -$11.6M |
|
293
MSCI
MSCI
$40.9B
| $69.2M | 0.1% |
878,010
+62,936
| +8% | +$5.07M |
|
|
AHL
294
DELISTED
ASPEN Insurance Holding Limited
AHL
| $68.1M | 0.09% |
1,238,747
+137,998
| +13% | +$7.04M |
|
295
Intercontinental Exchange
ICE
$84.4B
| $67.7M | 0.09% |
1,199,466
-175,534
| -13% | -$9.72M |
|
296
Teleflex
TFX
$5.98B
| $67.6M | 0.09% |
419,257
+27,066
| +7% | +$4.22M |
|
|
AWH
297
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $67.5M | 0.09% |
1,256,700
+144,079
| +13% | +$6.62M |
|
298
Sherwin-Williams
SHW
$89.8B
| $67.2M | 0.09% |
749,901
-81,138
| -10% | -$7.17M |
|
|
CELG
299
DELISTED
Celgene Corp
CELG
| $66.9M | 0.09% |
577,724
+90,646
| +19% | +$10.1M |
|
|
OA
300
DELISTED
Orbital ATK, Inc.
OA
| $66.8M | 0.09% |
761,220
-81,856
| -10% | -$6.67M |
|
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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.