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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 | |
|---|---|---|---|---|---|---|
176
Avnet
AVT
$7.92B
| $111M | 0.15% |
2,336,756
-357,025
| -13% | -$15.9M |
|
177
Kinder Morgan
KMI
$68.7B
| $111M | 0.15% |
5,366,079
+1,968,680
| +58% | +$41.6M |
|
178
Synopsys
SNPS
$79.6B
| $111M | 0.15% |
1,882,408
+290,658
| +18% | +$17.3M |
|
179
Reliance Steel & Aluminium
RS
$21.6B
| $111M | 0.15% |
1,390,640
-21,810
| -2% | -$1.66M |
|
180
Campbell Soup
CPB
$6.87B
| $110M | 0.15% |
1,822,150
+597,985
| +49% | +$33.5M |
|
181
Eli Lilly
LLY
$1.06T
| $110M | 0.15% |
1,488,872
+30,655
| +2% | +$2.28M |
|
182
Ross Stores
ROST
$81.9B
| $108M | 0.15% |
1,648,553
+413,579
| +33% | +$27.1M |
|
183
TD Synnex
SNX
$20.2B
| $108M | 0.15% |
1,786,840
+180,266
| +11% | +$10.2M |
|
184
J.M. Smucker
SJM
$12.8B
| $108M | 0.15% |
844,180
-36,649
| -4% | -$4.75M |
|
185
Popular Inc
BPOP
$11.1B
| $106M | 0.15% |
2,418,718
+1,085,518
| +81% | +$43.9M |
|
186
Simon Property Group
SPG
$72.3B
| $106M | 0.15% |
596,168
+2,512
| +0.4% | +$466K |
|
|
B
187
Barrick Mining
B
$73.2B
| $105M | 0.15% |
6,564,310
-620,427
| -9% | -$9.84M |
|
188
NextEra Energy
NEE
$177B
| $104M | 0.14% |
3,492,208
+1,480,924
| +74% | +$44.2M |
|
189
Teck Resources
TECK
$32.6B
| $104M | 0.14% |
5,187,653
+4,265,877
| +463% | +$92.3M |
|
190
Dr. Reddy's Laboratories
RDY
$10.2B
| $104M | 0.14% |
11,468,425
-2,455,085
| -18% | -$22.8M |
|
191
Illinois Tool Works
ITW
$85.3B
| $103M | 0.14% |
842,344
+129,919
| +18% | +$15.7M |
|
|
CSC
192
DELISTED
Computer Sciences
CSC
| $103M | 0.14% |
1,731,268
-547,633
| -24% | -$31.6M |
|
193
American International
AIG
$41.8B
| $103M | 0.14% |
1,574,174
-164,856
| -9% | -$10.4M |
|
194
Lowe's Companies
LOW
$125B
| $103M | 0.14% |
1,441,998
-948,233
| -40% | -$67.1M |
|
195
Alaska Air
ALK
$5.58B
| $102M | 0.14% |
1,154,307
+356,710
| +45% | +$28.1M |
|
196
Lumen
LUMN
$6.44B
| $102M | 0.14% |
4,291,585
+122,475
| +3% | +$3.11M |
|
197
Jabil
JBL
$35.8B
| $102M | 0.14% |
4,311,306
-212,300
| -5% | -$4.63M |
|
198
Phillips 66
PSX
$81.4B
| $102M | 0.14% |
1,179,041
-2,794
| -0.2% | -$232K |
|
199
Carlisle Companies
CSL
$15.4B
| $101M | 0.14% |
918,587
+196,006
| +27% | +$21.4M |
|
|
XLNX
200
DELISTED
Xilinx Inc
XLNX
| $101M | 0.14% |
1,675,730
-130,624
| -7% | -$7.02M |
|
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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.