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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
BAX icon
51
Baxter International
BAX
$14.2B
$301M 0.42%
6,795,261
+1,717,419
+34% +$79.4M
GILD icon
52
Gilead Sciences
GILD
$166B
$297M 0.41%
4,146,874
-13,985
-0.3% -$1.04M
AFL icon
53
Aflac
AFL
$63.4B
$294M 0.41%
8,434,596
+3,635,260
+76% +$128M
QCOM icon
54
Qualcomm
QCOM
$176B
$289M 0.4%
4,433,172
+132,465
+3% +$8.9M
GOOG icon
55
Alphabet (Google) Class C
GOOG
$4.33T
$287M 0.4%
7,436,960
+232,160
+3% +$9.04M
ADM icon
56
Archer Daniels Midland
ADM
$37.3B
$284M 0.39%
6,229,274
+79,136
+1% +$3.5M
PNW icon
57
Pinnacle West Capital
PNW
$12.4B
$284M 0.39%
3,642,770
+217,599
+6% +$16.3M
BBY icon
58
Best Buy
BBY
$17.3B
$280M 0.39%
6,571,962
+918,003
+16% +$39M
DTE icon
59
DTE Energy
DTE
$29.3B
$277M 0.38%
3,307,894
+1,038,474
+46% +$83.5M
TT icon
60
Trane Technologies
TT
$106B
$270M 0.37%
3,598,759
+1,578,895
+78% +$114M
FE icon
61
FirstEnergy
FE
$27.5B
$269M 0.37%
8,673,503
-806,077
-9% -$25.8M
INGR icon
62
Ingredion
INGR
$6.58B
$268M 0.37%
2,147,327
+528,513
+33% +$66.8M
TXN icon
63
Texas Instruments
TXN
$261B
$266M 0.37%
3,645,088
+925,503
+34% +$66.1M
PCG icon
64
PG&E
PCG
$38.6B
$258M 0.36%
4,250,745
+685,818
+19% +$41.1M
LYB icon
65
LyondellBasell Industries
LYB
$19.6B
$255M 0.35%
2,973,464
-140,497
-5% -$11.8M
BA icon
66
Boeing
BA
$184B
$246M 0.34%
1,578,138
+220,196
+16% +$32.2M
WCG
67
DELISTED
Wellcare Health Plans, Inc.
WCG
$244M 0.34%
1,780,270
+402,249
+29% +$51.2M
ANDV
68
DELISTED
Andeavor
ANDV
$232M 0.32%
2,656,244
-498,665
-16% -$42.3M
LNC icon
69
Lincoln National
LNC
$8.85B
$222M 0.31%
3,346,501
+431,261
+15% +$25.1M
EG icon
70
Everest Group
EG
$14.3B
$216M 0.3%
1,000,441
+73,062
+8% +$15.1M
HD icon
71
Home Depot
HD
$352B
$216M 0.3%
1,614,083
-186,512
-10% -$24M
SYF icon
72
Synchrony
SYF
$25.5B
$216M 0.3%
5,954,856
+1,579,061
+36% +$50.4M
CVX icon
73
Chevron
CVX
$367B
$216M 0.3%
1,831,675
+394,307
+27% +$42.9M
CPRI icon
74
Capri Holdings
CPRI
$1.72B
$213M 0.29%
4,959,319
+1,061,646
+27% +$50.4M
EXC icon
75
Exelon
EXC
$47.1B
$212M 0.29%
8,368,403
+773,175
+10% +$18.3M
1 2
3
4 5

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VGA
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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.