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AQR Capital Management

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
Cap. Flow
+$4.26B
Cap. Flow %
5.88%
Top 10 Hldgs %
8.86%
Holding
2,368
New
125
Increased
1,024
Reduced
1,006
Closed
145

Top Buys

Rank Stock Value
1
HPE icon
Hewlett Packard
HPE
+$483M
2
WFC icon
Wells Fargo
WFC
+$147M
3
DAL icon
Delta Air Lines
DAL
+$139M
4
STI
SunTrust Banks, Inc.
STI
+$129M
5
AFL icon
Aflac
AFL
+$128M

Top Sells

Rank Stock Value
1
MDLZ icon
Mondelez International
MDLZ
+$115M
2
CTSH icon
Cognizant
CTSH
+$107M
3
BRCD
Brocade Communications Systems, Inc. NEW
BRCD
+$107M
4
DD icon
DuPont de Nemours
DD
+$90.3M
5
PEP icon
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
DAL icon
26
Delta Air Lines
DAL
$61.3B
$406M 0.56%
8,263,263
+3,056,526
+59% +$139M
AMZN icon
27
Amazon
AMZN
$2.94T
$398M 0.55%
10,624,360
-324,820
-3% -$12.7M
GOOGL icon
28
Alphabet (Google) Class A
GOOGL
$4.43T
$396M 0.55%
9,993,300
-971,460
-9% -$38.8M
ELV icon
29
Elevance Health
ELV
$84.8B
$396M 0.55%
2,752,628
+118,255
+4% +$15.8M
META icon
30
Meta Platforms (Facebook)
META
$1.5T
$393M 0.54%
3,415,324
+73,788
+2% +$9.06M
MRK icon
31
Merck
MRK
$317B
$388M 0.53%
6,900,809
+1,533,889
+29% +$89.8M
T icon
32
AT&T
T
$158B
$365M 0.5%
11,371,207
+749,289
+7% +$22.1M
WM icon
33
Waste Management
WM
$89.7B
$361M 0.5%
5,096,098
+549,694
+12% +$36.8M
AET
34
DELISTED
Aetna Inc
AET
$358M 0.49%
2,887,911
+776,626
+37% +$93M
ETR icon
35
Entergy
ETR
$49.9B
$348M 0.48%
9,465,034
+1,448,746
+18% +$51.9M
EBAY icon
36
eBay
EBAY
$49.4B
$343M 0.47%
11,540,482
+413,537
+4% +$12.2M
TRV icon
37
Travelers Companies
TRV
$79.8B
$339M 0.47%
2,765,369
+101,889
+4% +$11.6M
LEA icon
38
Lear
LEA
$8.34B
$338M 0.47%
2,554,473
+42,954
+2% +$5.4M
PFE icon
39
Pfizer
PFE
$147B
$335M 0.46%
10,869,816
+604,059
+6% +$18.4M
BABA icon
40
Alibaba
BABA
$308B
$334M 0.46%
3,806,177
+227,721
+6% +$21.9M
VZ icon
41
Verizon
VZ
$193B
$327M 0.45%
6,132,779
-238,519
-4% -$11.9M
BRK.B icon
42
Berkshire Hathaway Class B
BRK.B
$1.12T
$327M 0.45%
2,008,191
+165,066
+9% +$25.4M
LLL
43
DELISTED
L3 Technologies, Inc.
LLL
$319M 0.44%
2,098,142
+268,870
+15% +$40.5M
ED icon
44
Consolidated Edison
ED
$40B
$313M 0.43%
4,245,808
+588,602
+16% +$42.5M
CMI icon
45
Cummins
CMI
$89.5B
$312M 0.43%
2,280,607
+590,261
+35% +$79M
VLO icon
46
Valero Energy
VLO
$87.1B
$310M 0.43%
4,542,191
+38,991
+0.9% +$2.4M
AEE icon
47
Ameren
AEE
$30.2B
$308M 0.43%
5,880,525
+329,410
+6% +$16.3M
GM icon
48
General Motors
GM
$78.2B
$306M 0.42%
8,779,226
-362,665
-4% -$12.2M
HII icon
49
Huntington Ingalls Industries
HII
$12.5B
$305M 0.42%
1,654,715
+57,560
+4% +$9.77M
LUV icon
50
Southwest Airlines
LUV
$23.9B
$302M 0.42%
6,065,171
-533,648
-8% -$23.9M
1
2
3 4 5

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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.