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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 | |
|---|---|---|---|---|---|---|
126
Reinsurance Group of America
RGA
$16.1B
| $154M | 0.21% |
1,220,501
+273,664
| +29% | +$32.1M |
|
127
PVH
PVH
$4.04B
| $152M | 0.21% |
1,685,903
+620,220
| +58% | +$65.3M |
|
128
Baidu
BIDU
$37.2B
| $149M | 0.21% |
906,765
+23,301
| +3% | +$3.97M |
|
129
Celanese
CE
$4.82B
| $148M | 0.2% |
1,884,215
+183,238
| +11% | +$13.8M |
|
130
Huntsman Corp
HUN
$1.77B
| $148M | 0.2% |
7,736,403
+865,406
| +13% | +$15.7M |
|
131
Eastman Chemical
EMN
$8.42B
| $147M | 0.2% |
1,950,141
+845,159
| +76% | +$61M |
|
132
Regions Financial
RF
$26.8B
| $146M | 0.2% |
10,185,226
+5,296,632
| +108% | +$65.5M |
|
133
Whirlpool
WHR
$2.82B
| $145M | 0.2% |
796,842
-57,811
| -7% | -$9.57M |
|
134
Itaú Unibanco
ITUB
$87.5B
| $144M | 0.2% |
28,959,415
+10,793,557
| +59% | +$55.3M |
|
|
135
DuPont de Nemours
DD
$19.2B
| $144M | 0.2% |
993,661
-648,253
| -39% | -$90.3M |
|
136
ManpowerGroup
MAN
$2.63B
| $143M | 0.2% |
1,611,634
+249,762
| +18% | +$20.6M |
|
137
Masco
MAS
$15.3B
| $143M | 0.2% |
4,529,523
-1,269,843
| -22% | -$40.7M |
|
138
Amdocs
DOX
$6.22B
| $143M | 0.2% |
2,451,110
-89,778
| -4% | -$5.3M |
|
|
TECD
139
DELISTED
Tech Data Corp
TECD
| $142M | 0.2% |
1,680,303
-3,858
| -0.2% | -$321K |
|
140
Xerox
XRX
$425M
| $141M | 0.2% |
6,147,650
+969,605
| +19% | +$24.1M |
|
141
Stanley Black & Decker
SWK
$15.7B
| $140M | 0.19% |
1,223,190
+87,780
| +8% | +$10.5M |
|
142
Prudential Financial
PRU
$41.8B
| $138M | 0.19% |
1,326,434
-13,165
| -1% | -$1.25M |
|
143
Canadian Imperial Bank of Commerce
CM
$108B
| $138M | 0.19% |
3,376,734
-90,772
| -3% | -$3.56M |
|
|
BRSL
144
Brightstar Lottery PLC
BRSL
$2.03B
| $138M | 0.19% |
5,403,295
+2,161,177
| +67% | +$58M |
|
145
TJX Companies
TJX
$178B
| $134M | 0.19% |
3,577,664
+245,552
| +7% | +$9.28M |
|
|
FITB
146
Fifth Third Bancorp
FITB
$51.8B
| $134M | 0.19% |
4,972,546
+2,192,735
| +79% | +$52.6M |
|
147
Norfolk Southern
NSC
$75.1B
| $133M | 0.18% |
1,233,946
+323,839
| +36% | +$32.7M |
|
148
Southern Company
SO
$107B
| $133M | 0.18% |
2,698,478
+549,597
| +26% | +$27M |
|
149
Agilent Technologies
A
$41.2B
| $132M | 0.18% |
2,899,435
-80,818
| -3% | -$3.67M |
|
150
Progressive
PGR
$125B
| $130M | 0.18% |
3,657,280
-931,941
| -20% | -$30.8M |
|
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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.