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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 | |
|---|---|---|---|---|---|---|
251
Chubb
CB
$135B
| $73.5M | 0.11% |
585,349
+120,352
| +26% | +$15.3M |
|
252
Danaher
DHR
$144B
| $73.3M | 0.11% |
1,055,120
+154,055
| +17% | +$10.9M |
|
|
RDC
253
DELISTED
Rowan Companies Plc
RDC
| $73M | 0.11% |
4,817,936
+790,125
| +20% | +$11.6M |
|
|
HOLX
254
DELISTED
Hologic
HOLX
| $72.7M | 0.11% |
1,871,560
-1,111,463
| -37% | -$42M |
|
255
Commercial Metals
CMC
$8.31B
| $72.4M | 0.11% |
4,472,376
+433,894
| +11% | +$7.05M |
|
256
Molson Coors Class B
TAP
$8.09B
| $72.3M | 0.11% |
658,395
+465,438
| +241% | +$47.3M |
|
257
United Parcel Service
UPS
$88.9B
| $72M | 0.11% |
658,583
+167,380
| +34% | +$18.3M |
|
258
Cencora
COR
$61.2B
| $71.8M | 0.11% |
888,990
-749,187
| -46% | -$64.2M |
|
259
Becton Dickinson
BDX
$48.2B
| $71.8M | 0.11% |
409,197
+64,790
| +19% | +$11.1M |
|
260
AGCO
AGCO
$7.2B
| $71.6M | 0.11% |
1,452,421
-202,350
| -12% | -$9.72M |
|
|
PPL
261
PPL Corp
PPL
$26.7B
| $70.4M | 0.11% |
2,035,905
+1,171,547
| +136% | +$42.2M |
|
262
S&P Global
SPGI
$120B
| $69.9M | 0.11% |
552,140
+85,696
| +18% | +$10.3M |
|
|
TWX
263
DELISTED
Time Warner Inc
TWX
| $69.6M | 0.11% |
874,463
-370,558
| -30% | -$28.9M |
|
264
Toronto Dominion Bank
TD
$200B
| $69.4M | 0.11% |
1,567,125
+64,295
| +4% | +$2.82M |
|
265
NVR
NVR
$17B
| $69.4M | 0.11% |
42,316
+11,878
| +39% | +$20.2M |
|
|
IPG
266
DELISTED
Interpublic Group of Companies
IPG
| $69.3M | 0.11% |
3,101,715
-1,495,760
| -33% | -$34.4M |
|
|
IDTI
267
DELISTED
Integrated Device Technology I
IDTI
| $69.1M | 0.11% |
2,990,461
+957,855
| +47% | +$19.8M |
|
268
Brunswick
BC
$5.28B
| $68.7M | 0.11% |
1,408,438
+400,162
| +40% | +$19.1M |
|
269
First Solar
FSLR
$26.9B
| $68.7M | 0.11% |
1,738,448
-391,585
| -18% | -$16.2M |
|
270
News Corp Class A
NWSA
$15.4B
| $68.5M | 0.1% |
4,902,896
+294,441
| +6% | +$3.89M |
|
271
MSCI
MSCI
$40.9B
| $68.4M | 0.1% |
815,074
+187,221
| +30% | +$15.9M |
|
|
DD
272
DELISTED
Du Pont De Nemours E I
DD
| $68.2M | 0.1% |
1,018,602
+59,103
| +6% | +$4.01M |
|
273
O'Reilly Automotive
ORLY
$76.3B
| $68.1M | 0.1% |
3,646,950
+142,755
| +4% | +$2.68M |
|
274
Cenovus Energy
CVE
$52.1B
| $68M | 0.1% |
4,746,659
+2,680,514
| +130% | +$38.3M |
|
275
Jacobs Solutions
J
$17B
| $67.6M | 0.1% |
1,580,092
+758,268
| +92% | +$32.9M |
|
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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.