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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 | |
|---|---|---|---|---|---|---|
151
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $129M | 0.18% |
578,313
+209,410
| +57% | +$45.7M |
|
152
RTX Corp
RTX
$301B
| $128M | 0.18% |
1,856,923
+97,452
| +6% | +$6.46M |
|
|
FL
153
DELISTED
Foot Locker
FL
| $127M | 0.18% |
1,791,424
+134,618
| +8% | +$9.58M |
|
|
CA
154
DELISTED
CA, Inc.
CA
| $125M | 0.17% |
3,946,366
+583,809
| +17% | +$18.6M |
|
|
TTM
155
DELISTED
Tata Motors Limited
TTM
| $125M | 0.17% |
3,635,700
+79,666
| +2% | +$2.94M |
|
156
Cabot Corp
CBT
$4.52B
| $125M | 0.17% |
2,472,179
+324,021
| +15% | +$16.7M |
|
|
ATVI
157
DELISTED
Activision Blizzard
ATVI
| $124M | 0.17% |
3,421,436
+727,483
| +27% | +$29.1M |
|
158
Oshkosh
OSK
$9.59B
| $124M | 0.17% |
1,912,175
+969,557
| +103% | +$60M |
|
159
McKesson
MCK
$101B
| $122M | 0.17% |
871,318
-100,986
| -10% | -$14.9M |
|
160
NiSource
NI
$20.4B
| $121M | 0.17% |
5,465,127
+823,835
| +18% | +$18.3M |
|
161
A.O. Smith
AOS
$8.7B
| $121M | 0.17% |
2,553,921
-342,623
| -12% | -$16.5M |
|
162
Marvell Technology
MRVL
$196B
| $119M | 0.16% |
8,575,346
+568,496
| +7% | +$7.74M |
|
163
Constellation Brands
STZ
$23.2B
| $118M | 0.16% |
769,614
+202,160
| +36% | +$32.1M |
|
164
Scotiabank
BNS
$108B
| $118M | 0.16% |
2,113,185
+612,800
| +41% | +$33.4M |
|
|
MXIM
165
DELISTED
Maxim Integrated Products
MXIM
| $117M | 0.16% |
3,040,486
+227,718
| +8% | +$8.93M |
|
166
GE Aerospace
GE
$384B
| $117M | 0.16% |
774,117
-147,336
| -16% | -$21.4M |
|
167
Accenture
ACN
$108B
| $117M | 0.16% |
1,000,506
-201,309
| -17% | -$23.9M |
|
168
American Financial Group
AFG
$12.1B
| $117M | 0.16% |
1,326,075
+35,000
| +3% | +$2.81M |
|
169
Quest Diagnostics
DGX
$26.3B
| $117M | 0.16% |
1,267,959
-6,661
| -0.5% | -$574K |
|
170
Lockheed Martin
LMT
$136B
| $115M | 0.16% |
461,478
+42,527
| +10% | +$10.6M |
|
171
AXIS Capital
AXS
$7.55B
| $115M | 0.16% |
1,758,395
-13,553
| -0.8% | -$816K |
|
172
Intuit
INTU
$89B
| $114M | 0.16% |
995,123
+185,488
| +23% | +$20.8M |
|
173
Textron
TXT
$15.4B
| $114M | 0.16% |
2,347,194
-82,141
| -3% | -$3.58M |
|
174
Akamai
AKAM
$16.1B
| $114M | 0.16% |
1,708,515
+589,997
| +53% | +$37.6M |
|
|
BCR
175
DELISTED
CR Bard Inc.
BCR
| $112M | 0.15% |
498,374
-92,167
| -16% | -$20M |
|
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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.