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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 | |
|---|---|---|---|---|---|---|
401
Truist Financial
TFC
$64B
| $46.2M | 0.06% |
982,758
+105,900
| +12% | +$4.5M |
|
402
RenaissanceRe
RNR
$13.4B
| $46M | 0.06% |
337,817
+1,546
| +0.5% | +$198K |
|
403
Trip.com Group
TCOM
$29.1B
| $46M | 0.06% |
1,150,248
+75,972
| +7% | +$3.32M |
|
404
AngloGold Ashanti
AU
$48.7B
| $45.8M | 0.06% |
4,356,975
+135,465
| +3% | +$1.64M |
|
405
PPG Industries
PPG
$26.6B
| $45.7M | 0.06% |
481,911
+34,941
| +8% | +$3.33M |
|
406
Genpact
G
$5.76B
| $45.5M | 0.06% |
1,870,551
-2,163
| -0.1% | -$51.5K |
|
407
ITT
ITT
$19.1B
| $45.4M | 0.06% |
1,176,029
-144,027
| -11% | -$5.43M |
|
408
World Kinect Corp
WKC
$1.86B
| $45.3M | 0.06% |
985,612
+182,966
| +23% | +$8.15M |
|
409
Deluxe
DLX
$1.15B
| $44.9M | 0.06% |
627,333
+54,843
| +10% | +$3.68M |
|
|
APC
410
DELISTED
Anadarko Petroleum
APC
| $44.6M | 0.06% |
639,528
+310,793
| +95% | +$20.2M |
|
|
VVC
411
DELISTED
Vectren Corporation
VVC
| $44.6M | 0.06% |
854,511
+127,336
| +18% | +$6.31M |
|
|
TSS
412
DELISTED
Total System Services, Inc.
TSS
| $44.5M | 0.06% |
908,470
-1,030,322
| -53% | -$50.6M |
|
|
SNV
413
DELISTED
Synovus
SNV
| $44.5M | 0.06% |
1,084,021
+172,375
| +19% | +$6.34M |
|
414
John Wiley & Sons Class A
WLY
$2.66B
| $44.3M | 0.06% |
813,016
+63,269
| +8% | +$3.37M |
|
415
Cheesecake Factory
CAKE
$5.33B
| $44.3M | 0.06% |
739,807
+112,770
| +18% | +$6.37M |
|
416
Graham Holdings Company
GHC
$5.02B
| $44.2M | 0.06% |
86,323
-1,178
| -1% | -$574K |
|
417
Skyworks Solutions
SWKS
$10.6B
| $43.9M | 0.06% |
588,553
+189,312
| +47% | +$14.6M |
|
418
Thomson Reuters
TRI
$44.1B
| $43.7M | 0.06% |
859,440
+90,592
| +12% | +$4.42M |
|
419
Ryder
R
$10.1B
| $43.6M | 0.06% |
585,656
+77,632
| +15% | +$5.72M |
|
420
American Water Works
AWK
$26.9B
| $43.5M | 0.06% |
600,508
+92,600
| +18% | +$6.7M |
|
421
Leggett & Platt
LEG
$1.31B
| $42.8M | 0.06% |
876,484
-132,587
| -13% | -$6.31M |
|
422
M&T Bank
MTB
$36.2B
| $42.8M | 0.06% |
273,810
+20,822
| +8% | +$2.82M |
|
423
Oceaneering
OII
$4.77B
| $42.8M | 0.06% |
1,516,125
-16,613
| -1% | -$448K |
|
424
Saic
SAIC
$5.35B
| $42.6M | 0.06% |
502,575
+276,984
| +123% | +$21.2M |
|
425
MarketAxess Holdings
MKTX
$5.72B
| $42.5M | 0.06% |
289,330
+163,585
| +130% | +$26M |
|
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VGA
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.