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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
INFY icon
76
Infosys
INFY
$50.7B
$208M 0.29%
27,993,760
-2,677,328
-9% -$20.1M
RSG icon
77
Republic Services
RSG
$66.2B
$206M 0.28%
3,609,790
+7,198
+0.2% +$386K
DHI icon
78
D.R. Horton
DHI
$41.9B
$203M 0.28%
7,411,690
+568,013
+8% +$16.2M
SPR
79
DELISTED
Spirit AeroSystems
SPR
$201M 0.28%
3,446,801
+139,527
+4% +$7.57M
C icon
80
Citigroup
C
$226B
$201M 0.28%
3,382,844
+1,013,555
+43% +$54.7M
PH icon
81
Parker-Hannifin
PH
$136B
$200M 0.28%
1,429,288
+647,693
+83% +$86.1M
XEL icon
82
Xcel Energy
XEL
$48.7B
$197M 0.27%
4,840,705
+1,420,193
+42% +$56.8M
NVDA icon
83
NVIDIA
NVDA
$5.37T
$197M 0.27%
73,715,400
+1,193,480
+2% +$2.49M
UTHR icon
84
United Therapeutics
UTHR
$22.8B
$195M 0.27%
1,358,962
-224,895
-14% -$28.7M
IBM icon
85
IBM
IBM
$223B
$193M 0.27%
1,213,928
+72,005
+6% +$11M
UGI icon
86
UGI
UGI
$7.41B
$192M 0.26%
4,156,354
+1,513,908
+57% +$67.8M
IP icon
87
International Paper
IP
$22B
$191M 0.26%
3,793,147
+1,158,678
+44% +$53.6M
BIIB icon
88
Biogen
BIIB
$30.5B
$191M 0.26%
672,032
-50,572
-7% -$15M
GD icon
89
General Dynamics
GD
$105B
$190M 0.26%
1,102,646
-289,936
-21% -$47.4M
KMB icon
90
Kimberly-Clark
KMB
$36.3B
$190M 0.26%
1,667,913
-375,801
-18% -$43.6M
UNM icon
91
Unum
UNM
$14.2B
$189M 0.26%
4,304,415
+1,163,389
+37% +$46.5M
IWV icon
92
iShares Russell 3000 ETF
IWV
$20.3B
$189M 0.26%
1,420,000
-260,558
-16% -$33.8M
MO icon
93
Altria Group
MO
$114B
$187M 0.26%
2,759,260
-647,909
-19% -$41.7M
CTXS
94
DELISTED
Citrix Systems Inc
CTXS
$186M 0.26%
2,615,401
-543,149
-17% -$37.6M
CAG icon
95
Conagra Brands
CAG
$7.16B
$186M 0.26%
4,691,353
-1,765,200
-27% -$66M
MMM icon
96
3M
MMM
$94.4B
$185M 0.26%
1,238,544
+43,246
+4% +$6.24M
STLA icon
97
Stellantis
STLA
$20.8B
$184M 0.25%
20,193,317
+411,240
+2% +$3.08M
OC icon
98
Owens Corning
OC
$12.4B
$183M 0.25%
3,556,671
+405,172
+13% +$21M
CMCSA icon
99
Comcast
CMCSA
$90.2B
$181M 0.25%
5,247,350
-102,874
-2% -$3.44M
KDP icon
100
Keurig Dr Pepper
KDP
$40.9B
$180M 0.25%
1,985,914
-521,207
-21% -$45.7M
2 3
4
5 6

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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.