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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 | |
|---|---|---|---|---|---|---|
201
Jacobs Solutions
J
$17B
| $101M | 0.14% |
2,136,142
+556,050
| +35% | +$25.6M |
|
202
Eaton
ETN
$174B
| $100M | 0.14% |
1,494,378
+959,318
| +179% | +$62.9M |
|
203
Assured Guaranty
AGO
$3.34B
| $100M | 0.14% |
2,649,682
+382,723
| +17% | +$12.9M |
|
204
Chubb
CB
$135B
| $99.1M | 0.14% |
749,952
+164,603
| +28% | +$21M |
|
205
Commercial Metals
CMC
$8.31B
| $97.9M | 0.14% |
4,497,207
+24,831
| +0.6% | +$487K |
|
206
Crown Holdings
CCK
$13.1B
| $97.8M | 0.14% |
1,860,743
-143,414
| -7% | -$7.75M |
|
207
Nucor
NUE
$62.1B
| $97.4M | 0.13% |
1,636,385
+5,649
| +0.3% | +$316K |
|
|
TWX
208
DELISTED
Time Warner Inc
TWX
| $96.9M | 0.13% |
1,004,031
+129,568
| +15% | +$11.5M |
|
209
Corning
GLW
$143B
| $96.4M | 0.13% |
3,970,046
+1,658,207
| +72% | +$39.4M |
|
210
Burlington
BURL
$23.2B
| $95.5M | 0.13% |
1,127,349
+608,706
| +117% | +$49.1M |
|
211
Honeywell
HON
$78B
| $95.5M | 0.13% |
912,710
+431,111
| +90% | +$43.8M |
|
212
Quanta Services
PWR
$101B
| $95.5M | 0.13% |
2,740,748
-576,011
| -17% | -$18.1M |
|
213
Ameriprise Financial
AMP
$48.8B
| $95M | 0.13% |
856,128
+77,000
| +10% | +$8.13M |
|
214
KB Home
KBH
$3.59B
| $93.5M | 0.13% |
5,913,630
+967,609
| +20% | +$15.1M |
|
|
DST
215
DELISTED
DST Systems Inc.
DST
| $93.4M | 0.13% |
1,743,698
+222,688
| +15% | +$11.8M |
|
216
ConocoPhillips
COP
$141B
| $93.3M | 0.13% |
1,859,972
-706,305
| -28% | -$32.6M |
|
217
Coca-Cola
KO
$375B
| $92.7M | 0.13% |
2,236,727
-1,272,376
| -36% | -$53M |
|
218
Dick's Sporting Goods
DKS
$18.7B
| $92.3M | 0.13% |
1,738,629
+988,823
| +132% | +$56.7M |
|
219
Hershey
HSY
$36.6B
| $91.8M | 0.13% |
887,553
+378,271
| +74% | +$37.4M |
|
220
Equifax
EFX
$21.4B
| $91.2M | 0.13% |
771,461
-175,039
| -18% | -$21.4M |
|
221
Duke Energy
DUK
$97.3B
| $90.9M | 0.13% |
1,171,125
+488,963
| +72% | +$37.5M |
|
222
JetBlue
JBLU
$2.29B
| $90.6M | 0.13% |
4,041,767
+329,887
| +9% | +$6.52M |
|
|
RDC
223
DELISTED
Rowan Companies Plc
RDC
| $90.1M | 0.12% |
4,770,997
-46,939
| -1% | -$765K |
|
224
General Mills
GIS
$19.7B
| $89.9M | 0.12% |
1,455,382
-1,041,813
| -42% | -$64.5M |
|
225
Hartford Financial Services
HIG
$39.3B
| $89.9M | 0.12% |
1,886,610
+712,916
| +61% | +$32.7M |
|
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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.