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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 | |
|---|---|---|---|---|---|---|
326
Packaging Corp of America
PKG
$22.8B
| $59.3M | 0.08% |
699,427
-7,881
| -1% | -$661K |
|
327
IQVIA
IQV
$39.3B
| $59.3M | 0.08% |
779,228
-511,877
| -40% | -$39.3M |
|
|
BMS
328
DELISTED
Bemis
BMS
| $59.2M | 0.08% |
1,237,726
+75,279
| +6% | +$3.71M |
|
329
Banco Santander Chile
BSAC
$16.6B
| $59.1M | 0.08% |
2,702,150
-80,917
| -3% | -$1.77M |
|
330
Timken Company
TKR
$9.03B
| $58.8M | 0.08% |
1,481,905
+41,221
| +3% | +$1.53M |
|
331
Walt Disney
DIS
$181B
| $58.8M | 0.08% |
564,400
+63,333
| +13% | +$6.18M |
|
|
CMA
332
DELISTED
Comerica
CMA
| $58.7M | 0.08% |
861,916
-137,079
| -14% | -$8.03M |
|
333
Mohawk Industries
MHK
$9.22B
| $58.7M | 0.08% |
293,904
+52,845
| +22% | +$10.4M |
|
|
RAI
334
DELISTED
Reynolds American Inc
RAI
| $58.5M | 0.08% |
1,044,348
+178,037
| +21% | +$9.45M |
|
335
Sabesp
SBS
$18.7B
| $58.4M | 0.08% |
34,676,113
+831,530
| +2% | +$1.46M |
|
336
Booz Allen Hamilton
BAH
$9.15B
| $58.3M | 0.08% |
1,616,398
+623,535
| +63% | +$21.1M |
|
337
Costco
COST
$420B
| $58M | 0.08% |
362,402
-40,693
| -10% | -$6.21M |
|
338
Atmos Energy
ATO
$28.8B
| $58M | 0.08% |
781,805
+111,534
| +17% | +$8.06M |
|
339
Westlake Corp
WLK
$9.9B
| $56.9M | 0.08% |
1,016,568
-376,705
| -27% | -$20.6M |
|
340
Hanover Insurance
THG
$7.98B
| $56.9M | 0.08% |
625,037
-36,695
| -6% | -$3.06M |
|
341
Centene
CNC
$32.5B
| $56.8M | 0.08% |
2,008,478
+1,384,908
| +222% | +$40.9M |
|
342
FedEx
FDX
$75.4B
| $56.7M | 0.08% |
304,773
+33,483
| +12% | +$6.14M |
|
343
O'Reilly Automotive
ORLY
$76.3B
| $56.6M | 0.08% |
3,048,285
-598,665
| -16% | -$10.9M |
|
344
Cirrus Logic
CRUS
$6.26B
| $56M | 0.08% |
990,194
+776,603
| +364% | +$43M |
|
345
JD.com
JD
$44.5B
| $55.9M | 0.08% |
2,196,357
+27,066
| +1% | +$705K |
|
346
MillerKnoll
MLKN
$1.67B
| $55.5M | 0.08% |
1,623,000
-50,605
| -3% | -$1.58M |
|
|
MON
347
DELISTED
Monsanto Co
MON
| $55.5M | 0.08% |
527,187
+8,508
| +2% | +$872K |
|
348
Boston Scientific
BSX
$71.5B
| $55.3M | 0.08% |
2,557,612
+29,528
| +1% | +$644K |
|
349
Edwards Lifesciences
EW
$51.7B
| $55.2M | 0.08% |
1,766,715
-1,823,817
| -51% | -$59.1M |
|
350
Sonoco
SON
$5.74B
| $55M | 0.08% |
1,043,759
+261,288
| +33% | +$13.6M |
|
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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.