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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 | |
|---|---|---|---|---|---|---|
301
Costco
COST
$420B
| $61.5M | 0.09% |
403,095
-101,438
| -20% | -$16.4M |
|
|
MBT
302
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $61.4M | 0.09% |
8,051,610
+2,119,396
| +36% | +$17.9M |
|
303
Sabesp
SBS
$18.7B
| $60.8M | 0.09% |
33,844,583
+8,015,856
| +31% | +$14.2M |
|
304
Travel + Leisure Co
TNL
$4.7B
| $60.4M | 0.09% |
1,987,119
+41,219
| +2% | +$1.32M |
|
305
Target
TGT
$68B
| $60.3M | 0.09% |
878,099
-793,523
| -47% | -$56.9M |
|
306
Ford
F
$55.7B
| $60.3M | 0.09% |
4,995,125
+4,799,147
| +2,449% | +$60.6M |
|
307
Boston Scientific
BSX
$71.5B
| $60.2M | 0.09% |
2,528,084
+1,543,264
| +157% | +$36.8M |
|
308
CGI
GIB
$15.5B
| $60M | 0.09% |
1,261,534
+7,045
| +0.6% | +$333K |
|
309
NetEase
NTES
$84.7B
| $59.5M | 0.09% |
1,234,700
+253,740
| +26% | +$10.8M |
|
|
BMS
310
DELISTED
Bemis
BMS
| $59.3M | 0.09% |
1,162,447
+274,085
| +31% | +$14.1M |
|
311
Akamai
AKAM
$15.9B
| $59.3M | 0.09% |
1,118,518
+93,473
| +9% | +$5M |
|
312
Worthington Enterprises
WOR
$2.86B
| $59.2M | 0.09% |
1,999,079
+697,622
| +54% | +$18.6M |
|
|
EA
313
DELISTED
Electronic Arts
EA
| $58.8M | 0.09% |
688,278
-240,389
| -26% | -$19.2M |
|
314
Crane NXT
CXT
$3.07B
| $58.8M | 0.09% |
2,684,734
+359,023
| +15% | +$7.73M |
|
315
Transocean
RIG
$5.82B
| $58.6M | 0.09% |
5,501,294
-698,834
| -11% | -$7.39M |
|
316
Macy's
M
$6.68B
| $58.6M | 0.09% |
1,582,294
-297,499
| -16% | -$10.8M |
|
|
QEP
317
DELISTED
QEP RESOURCES, INC.
QEP
| $58.3M | 0.09% |
2,983,763
+1,038,364
| +53% | +$19.1M |
|
318
Banco Santander Chile
BSAC
$16.6B
| $57.6M | 0.09% |
2,783,067
-95,270
| -3% | -$1.99M |
|
319
Packaging Corp of America
PKG
$22.8B
| $57.5M | 0.09% |
707,308
+156,490
| +28% | +$12M |
|
320
Old Republic International
ORI
$10.4B
| $57.4M | 0.09% |
3,255,844
+859,722
| +36% | +$16.4M |
|
|
FITB
321
Fifth Third Bancorp
FITB
$51.8B
| $56.9M | 0.09% |
2,779,811
+1,116,853
| +67% | +$21.6M |
|
|
NFX
322
DELISTED
Newfield Exploration
NFX
| $56.6M | 0.09% |
1,303,398
-33,798
| -3% | -$1.49M |
|
323
Teradata
TDC
$2.55B
| $56.6M | 0.09% |
1,826,121
+772,714
| +73% | +$23M |
|
324
JD.com
JD
$44.5B
| $56.6M | 0.09% |
2,169,291
+733,153
| +51% | +$17.7M |
|
325
AutoZone
AZO
$51.1B
| $56.1M | 0.09% |
73,014
-9,308
| -11% | -$7.25M |
|
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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.