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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
AVY icon
101
Avery Dennison
AVY
$13.5B
$179M 0.25%
2,552,362
+394,003
+18% +$28.6M
DFS
102
DELISTED
Discover Financial Services
DFS
$179M 0.25%
2,477,433
+83,724
+3% +$5.32M
SCG
103
DELISTED
Scana
SCG
$173M 0.24%
2,360,059
+488,079
+26% +$34.8M
CTAS icon
104
Cintas
CTAS
$81.4B
$171M 0.24%
5,931,008
+775,832
+15% +$21.8M
BBD icon
105
Banco Bradesco
BBD
$37B
$171M 0.24%
37,906,055
+7,984,475
+27% +$37.5M
BMO icon
106
Bank of Montreal
BMO
$127B
$170M 0.23%
2,363,076
+478,567
+25% +$31.9M
STLD icon
107
Steel Dynamics
STLD
$37.4B
$168M 0.23%
4,735,334
+782,961
+20% +$24.6M
DRI icon
108
Darden Restaurants
DRI
$24.5B
$168M 0.23%
2,311,125
-26,566
-1% -$1.85M
ARW icon
109
Arrow Electronics
ARW
$10.3B
$167M 0.23%
2,336,168
+116,569
+5% +$7.71M
LRCX icon
110
Lam Research
LRCX
$387B
$166M 0.23%
15,676,710
+3,851,740
+33% +$39.1M
COF icon
111
Capital One
COF
$133B
$165M 0.23%
1,895,494
+197,706
+12% +$15.9M
CNP icon
112
CenterPoint Energy
CNP
$26.9B
$165M 0.23%
6,681,256
+2,199,377
+49% +$51.4M
CFG icon
113
Citizens Financial Group
CFG
$30.6B
$165M 0.23%
4,618,451
+1,022,847
+28% +$31M
MPC icon
114
Marathon Petroleum
MPC
$84.4B
$161M 0.22%
3,200,621
+190,698
+6% +$8.66M
MNK
115
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$161M 0.22%
3,232,782
+1,403,738
+77% +$82.7M
ORCL icon
116
Oracle
ORCL
$417B
$159M 0.22%
4,143,028
-564,907
-12% -$22.1M
EIX icon
117
Edison International
EIX
$26.5B
$158M 0.22%
2,196,586
+418,840
+24% +$29.6M
NEM icon
118
Newmont
NEM
$118B
$157M 0.22%
4,614,362
+1,627,943
+55% +$55.6M
USB icon
119
US Bancorp
USB
$99.6B
$156M 0.22%
3,046,052
+924,292
+44% +$44M
FLEX icon
120
Flex
FLEX
$45.1B
$154M 0.21%
14,259,281
+1,904,508
+15% +$20.3M
NDAQ icon
121
Nasdaq
NDAQ
$53.4B
$154M 0.21%
6,900,645
+264,831
+4% +$5.84M
BAC icon
122
Bank of America
BAC
$441B
$154M 0.21%
6,978,915
+5,510,536
+375% +$106M
MS icon
123
Morgan Stanley
MS
$338B
$154M 0.21%
3,645,046
+1,253,856
+52% +$47.4M
AIZ icon
124
Assurant
AIZ
$14.4B
$154M 0.21%
1,654,727
-83,797
-5% -$7.32M
AMGN icon
125
Amgen
AMGN
$221B
$154M 0.21%
1,050,591
+69,264
+7% +$10.4M
3 4
5
6 7

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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.