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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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.84T
| $860M | 1.19% |
13,841,998
-260,188
| -2% | -$15.6M |
|
2
Apple
AAPL
$4.89T
| $765M | 1.06% |
26,420,560
+646,240
| +3% | +$18.3M |
|
3
Johnson & Johnson
JNJ
$634B
| $721M | 0.99% |
6,254,092
+585,337
| +10% | +$67.6M |
|
4
Walmart Inc
WMT
$871B
| $609M | 0.84% |
26,431,779
+5,069,382
| +24% | +$118M |
|
5
Procter & Gamble
PG
$343B
| $605M | 0.83% |
7,195,958
-325,159
| -4% | -$27.7M |
|
6
UnitedHealth
UNH
$382B
| $598M | 0.83% |
3,738,256
+615,957
| +20% | +$92M |
|
7
PNC Financial Services
PNC
$100B
| $589M | 0.81% |
5,037,511
-423,301
| -8% | -$44M |
|
|
8
Hewlett Packard
HPE
$63.2B
| $579M | 0.8% |
43,027,245
+36,165,061
| +527% | +$483M |
|
9
Applied Materials
AMAT
$426B
| $561M | 0.77% |
17,399,598
+3,392,749
| +24% | +$103M |
|
10
Tyson Foods
TSN
$20.2B
| $533M | 0.74% |
8,646,954
+1,025,423
| +13% | +$67.4M |
|
|
11
Wells Fargo
WFC
$261B
| $520M | 0.72% |
9,439,158
+2,916,320
| +45% | +$147M |
|
12
United Airlines
UAL
$38.4B
| $494M | 0.68% |
6,778,703
-620,877
| -8% | -$39.6M |
|
13
JPMorgan Chase
JPM
$939B
| $478M | 0.66% |
5,539,766
+1,411,214
| +34% | +$108M |
|
14
TSMC
TSM
$2.09T
| $474M | 0.65% |
16,483,672
+3,503,360
| +27% | +$105M |
|
15
Northrop Grumman
NOC
$77B
| $462M | 0.64% |
1,987,382
+212,635
| +12% | +$49.4M |
|
|
RTN
16
DELISTED
Raytheon Company
RTN
| $449M | 0.62% |
3,163,718
+541,525
| +21% | +$77M |
|
17
Intel
INTC
$464B
| $444M | 0.61% |
12,245,831
+32,040
| +0.3% | +$1.15M |
|
|
STI
18
DELISTED
SunTrust Banks, Inc.
STI
| $442M | 0.61% |
8,063,984
+2,588,353
| +47% | +$129M |
|
19
Allstate
ALL
$66.9B
| $438M | 0.6% |
5,905,505
+758,632
| +15% | +$53.4M |
|
20
Cisco
CSCO
$450B
| $424M | 0.59% |
14,032,832
+697,701
| +5% | +$21.3M |
|
21
HP
HPQ
$23.5B
| $422M | 0.58% |
28,409,598
-1,695,576
| -6% | -$25.7M |
|
|
22
PepsiCo
PEP
$186B
| $421M | 0.58% |
4,024,224
-663,559
| -14% | -$69.5M |
|
23
American Electric Power
AEP
$73.7B
| $417M | 0.58% |
6,620,571
+125,055
| +2% | +$7.71M |
|
24
ExxonMobil
XOM
$651B
| $413M | 0.57% |
4,574,206
+315,106
| +7% | +$27.5M |
|
25
Public Service Enterprise Group
PEG
$39.8B
| $413M | 0.57% |
9,408,592
+543,296
| +6% | +$22.7M |
|
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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.