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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 | |
|---|---|---|---|---|---|---|
376
Analog Devices
ADI
$190B
| $46.2M | 0.07% |
717,217
+143,124
| +25% | +$8.88M |
|
377
PPG Industries
PPG
$26.6B
| $46.2M | 0.07% |
446,970
+3,642
| +0.8% | +$382K |
|
378
Toro Company
TTC
$9.49B
| $46.2M | 0.07% |
985,327
+491,745
| +100% | +$23M |
|
379
Leggett & Platt
LEG
$1.31B
| $46M | 0.07% |
1,009,071
-153,539
| -13% | -$7.89M |
|
380
C.H. Robinson
CHRW
$17.5B
| $46M | 0.07% |
652,229
+30,658
| +5% | +$2.15M |
|
381
Arch Capital
ACGL
$33.6B
| $45.9M | 0.07% |
1,738,065
-96,333
| -5% | -$2.45M |
|
382
Booking.com
BKNG
$161B
| $45.5M | 0.07% |
773,250
-278,375
| -26% | -$15.5M |
|
|
LVLT
383
DELISTED
Level 3 Communications Inc
LVLT
| $45.4M | 0.07% |
979,905
+665,513
| +212% | +$33.7M |
|
384
U-Haul Holding Co
UHAL
$14.6B
| $45M | 0.07% |
1,388,800
+113,680
| +9% | +$4.06M |
|
|
385
HCA Healthcare
HCA
$89.5B
| $45M | 0.07% |
595,144
-1,384,589
| -70% | -$106M |
|
|
AWH
386
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $45M | 0.07% |
1,112,621
-79,917
| -7% | -$3.16M |
|
387
Cadence Design Systems
CDNS
$93.4B
| $44.9M | 0.07% |
1,757,864
+146,924
| +9% | +$3.67M |
|
388
Genpact
G
$5.76B
| $44.9M | 0.07% |
1,872,714
+231,357
| +14% | +$5.73M |
|
389
ON Semiconductor
ON
$31.6B
| $44.4M | 0.07% |
3,604,282
+66,539
| +2% | +$688K |
|
390
Prologis
PLD
$133B
| $44.2M | 0.07% |
825,286
+53,488
| +7% | +$2.82M |
|
391
Abbott
ABT
$187B
| $44M | 0.07% |
1,041,175
-527,821
| -34% | -$22.6M |
|
392
Bristol-Myers Squibb
BMY
$132B
| $43.9M | 0.07% |
815,084
+201,613
| +33% | +$13M |
|
393
Cemex
CX
$16.3B
| $43.8M | 0.07% |
5,734,641
+1,536,961
| +37% | +$11.3M |
|
394
Leidos
LDOS
$17.3B
| $43.8M | 0.07% |
1,011,314
+958,046
| +1,799% | +$43.5M |
|
395
ONE Gas
OGS
$5.04B
| $43.6M | 0.07% |
705,676
+207,465
| +42% | +$13.2M |
|
396
Abercrombie & Fitch
ANF
$5B
| $43.5M | 0.07% |
2,738,148
+158,843
| +6% | +$3.07M |
|
397
Goldman Sachs
GS
$303B
| $43.4M | 0.07% |
269,235
+14,856
| +6% | +$2.42M |
|
398
Jack in the Box
JACK
$335M
| $43.3M | 0.07% |
451,703
+30,026
| +7% | +$2.85M |
|
|
GXP
399
DELISTED
Great Plains Energy Incorporated
GXP
| $43M | 0.07% |
1,574,681
+244,224
| +18% | +$6.99M |
|
400
Marriott International
MAR
$92.3B
| $42.7M | 0.07% |
633,468
+55,470
| +10% | +$3.91M |
|
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.