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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
+5.34%
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
$65.3B
AUM Growth
+$8.66B
(+15%)
Cap. Flow
+$6.43B
Cap. Flow
% of AUM
9.84%
Top 10 Holdings %
Top 10 Hldgs %
9.03%
Holding
2,383
New
194
Increased
1,282
Reduced
712
Closed
140
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Applied Materials
AMAT
|
+$325M |
| 2 |
Intel
INTC
|
+$193M |
| 3 |
Johnson & Johnson
JNJ
|
+$175M |
| 4 |
HP
HPQ
|
+$161M |
| 5 |
ExxonMobil
XOM
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Yum! Brands
YUM
|
+$126M |
| 2 |
HCA Healthcare
HCA
|
+$106M |
| 3 |
HF Sinclair
DINO
|
+$90.5M |
| 4 |
Carnival Corporation Ltd
CCL
|
+$88.9M |
| 5 |
VIAB
Viacom Inc. Class B
VIAB
|
+$77.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.61% |
| 2 | Industrials | 13.35% |
| 3 | Financials | 13.08% |
| 4 | Consumer Discretionary | 12.42% |
| 5 | Consumer Staples | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Nike
NKE
$61.9B
| $82M | 0.13% |
1,557,057
-1,072,905
| -41% | -$60.6M |
|
227
Adobe
ADBE
$105B
| $81.9M | 0.13% |
754,595
+91,903
| +14% | +$9.22M |
|
228
Gold Fields
GFI
$36.5B
| $81.5M | 0.12% |
16,813,959
-1,121,064
| -6% | -$6.35M |
|
229
Nucor
NUE
$62.1B
| $80.6M | 0.12% |
1,630,736
+714,794
| +78% | +$36.4M |
|
230
Estee Lauder
EL
$32B
| $80.5M | 0.12% |
909,408
-5,069
| -0.6% | -$462K |
|
231
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $79.8M | 0.12% |
368,903
-17,847
| -5% | -$3.86M |
|
232
KB Home
KBH
$3.59B
| $79.7M | 0.12% |
4,946,021
+1,794,282
| +57% | +$28.3M |
|
233
Bruker
BRKR
$8.14B
| $79.5M | 0.12% |
3,511,638
+1,114,000
| +46% | +$25.5M |
|
234
Ross Stores
ROST
$81.9B
| $79.4M | 0.12% |
1,234,974
-462,978
| -27% | -$28.5M |
|
235
Scotiabank
BNS
$108B
| $79.4M | 0.12% |
1,500,385
+32,193
| +2% | +$1.66M |
|
|
BRSL
236
Brightstar Lottery PLC
BRSL
$2.03B
| $79M | 0.12% |
3,242,118
+1,164,025
| +56% | +$25.7M |
|
237
Broadridge
BR
$19B
| $78.7M | 0.12% |
1,160,722
+37,416
| +3% | +$2.55M |
|
238
Kinder Morgan
KMI
$68.7B
| $78.6M | 0.12% |
3,397,399
+70,904
| +2% | +$1.5M |
|
239
Ameriprise Financial
AMP
$48.8B
| $77.7M | 0.12% |
779,128
+228,616
| +42% | +$22.2M |
|
240
Teradyne
TER
$59.3B
| $76.9M | 0.12% |
3,564,180
+535,689
| +18% | +$11.1M |
|
241
Morgan Stanley
MS
$340B
| $76.7M | 0.12% |
2,391,190
-557,934
| -19% | -$16.6M |
|
242
Sherwin-Williams
SHW
$89.8B
| $76.6M | 0.12% |
831,039
+109,983
| +15% | +$10.7M |
|
243
Kroger
KR
$34.8B
| $76.2M | 0.12% |
2,568,663
-545,105
| -18% | -$18.1M |
|
244
Ambev
ABEV
$46.4B
| $75.6M | 0.12% |
12,413,060
-958,584
| -7% | -$5.73M |
|
245
Synaptics
SYNA
$4.15B
| $75.4M | 0.12% |
1,286,384
+620,841
| +93% | +$34.1M |
|
246
Eastman Chemical
EMN
$8.42B
| $74.8M | 0.11% |
1,104,982
+721,177
| +188% | +$48.4M |
|
247
Westlake Corp
WLK
$9.9B
| $74.5M | 0.11% |
1,393,273
-523,027
| -27% | -$25.2M |
|
|
NUAN
248
DELISTED
Nuance Communications, Inc.
NUAN
| $74.1M | 0.11% |
5,905,440
+789,049
| +15% | +$10.3M |
|
249
Carlisle Companies
CSL
$15.4B
| $74.1M | 0.11% |
722,581
+78,357
| +12% | +$8.18M |
|
250
Intercontinental Exchange
ICE
$84.4B
| $74.1M | 0.11% |
1,375,000
+280,485
| +26% | +$15.3M |
|
Similar funds
VGA
AQR Capital Management's Q3 2016 Portfolio in Review
As of Q3 2016, AQR Capital Management held 2,383 positions worth $65.3B, up 15% from $56.7B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
AQR Capital Management deployed $6.43B of net new capital in Q3 2016, opening 194 new positions and adding to 1,282 existing holdings. Its largest new stake was Hertz Global Holdings, Inc.: 398,723 shares worth $13.9M.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 13% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was Yum! Brands, an estimated $126M trimmed.
- AQR Capital Management's largest Q3 2016 buy was Hertz Global Holdings, Inc.: 398,723 shares worth $13.9M.
- AQR Capital Management added most to Applied Materials in Q3 2016, an estimated $325M increase.
- AQR Capital Management's biggest Q3 2016 reduction was Yum! Brands, cutting an estimated $126M.
- AQR Capital Management fully exited EMC CORPORATION in Q3 2016, selling an estimated $55.4M.
- AQR Capital Management's ten largest holdings make up 9% of its $65.3B portfolio in Q3 2016.
- AQR Capital Management opened 194 new positions and closed 140 in Q3 2016.
- AQR Capital Management's portfolio value rose 15% quarter-over-quarter to $65.3B.
Based on AQR Capital Management's 13F filing for Q3 2016, filed 14 Nov 2016.