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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 | |
|---|---|---|---|---|---|---|
401
Dick's Sporting Goods
DKS
$18.7B
| $42.5M | 0.07% |
749,806
-272,857
| -27% | -$15M |
|
402
Lennox International
LII
$15.2B
| $42.4M | 0.07% |
270,212
+17,329
| +7% | +$2.69M |
|
403
Magna International
MGA
$18.8B
| $42.3M | 0.06% |
987,575
-464,521
| -32% | -$18.3M |
|
404
Oceaneering
OII
$4.77B
| $42.2M | 0.06% |
1,532,738
+703,714
| +85% | +$19.5M |
|
|
Y
405
DELISTED
Alleghany Corp
Y
| $42.1M | 0.06% |
80,241
+691
| +0.9% | +$370K |
|
406
Graham Holdings Company
GHC
$5.02B
| $42.1M | 0.06% |
87,501
-12,651
| -13% | -$6.35M |
|
407
Burlington
BURL
$23.2B
| $42M | 0.06% |
518,643
+503,692
| +3,369% | +$39M |
|
|
SKX
408
DELISTED
Skechers
SKX
| $41.7M | 0.06% |
1,820,768
-651,529
| -26% | -$16.6M |
|
409
Graphic Packaging
GPK
$3.58B
| $41.5M | 0.06% |
2,967,646
+480,520
| +19% | +$6.61M |
|
410
Jack Henry & Associates
JKHY
$11.1B
| $41.5M | 0.06% |
484,975
+56,460
| +13% | +$4.95M |
|
411
AbbVie
ABBV
$435B
| $41.4M | 0.06% |
656,690
+132,726
| +25% | +$8.59M |
|
412
Sonoco
SON
$5.74B
| $41.3M | 0.06% |
782,471
+286,554
| +58% | +$14.8M |
|
413
Intuitive Surgical
ISRG
$134B
| $40.9M | 0.06% |
507,780
+119,655
| +31% | +$9.16M |
|
|
WDR
414
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $40.9M | 0.06% |
2,250,406
+691,752
| +44% | +$12.6M |
|
|
RAI
415
DELISTED
Reynolds American Inc
RAI
| $40.8M | 0.06% |
866,311
+66,749
| +8% | +$3.35M |
|
416
Fair Isaac
FICO
$22.5B
| $40.8M | 0.06% |
327,412
+57,649
| +21% | +$7.19M |
|
417
Casey's General Stores
CASY
$30.9B
| $40.6M | 0.06% |
337,993
+73,880
| +28% | +$9.51M |
|
418
Royal Caribbean
RCL
$85.6B
| $40.6M | 0.06% |
541,782
-180,644
| -25% | -$12.7M |
|
419
ICICI Bank
IBN
$108B
| $40.5M | 0.06% |
5,970,416
+155,667
| +3% | +$1.08M |
|
420
Curtiss-Wright
CW
$25.5B
| $40.4M | 0.06% |
443,725
+279,460
| +170% | +$24.6M |
|
421
RenaissanceRe
RNR
$13.4B
| $40.4M | 0.06% |
336,271
+8,241
| +3% | +$971K |
|
422
Fomento Económico Mexicano
FMX
$41.7B
| $40.3M | 0.06% |
437,819
-77,994
| -15% | -$7.19M |
|
|
SBNY
423
DELISTED
Signature Bank
SBNY
| $40.2M | 0.06% |
339,315
+39,820
| +13% | +$4.79M |
|
424
AvalonBay Communities
AVB
$26.8B
| $40.2M | 0.06% |
225,887
+5,564
| +3% | +$1M |
|
425
Ralph Lauren
RL
$23.6B
| $39.8M | 0.06% |
393,964
-203,977
| -34% | -$20.5M |
|
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.