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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 | |
|---|---|---|---|---|---|---|
26
Allstate
ALL
$70.5B
| $356M | 0.55% |
5,146,873
+493,821
| +11% | +$34M |
|
27
Verizon
VZ
$194B
| $331M | 0.51% |
6,371,298
+497,606
| +8% | +$26.7M |
|
28
Elevance Health
ELV
$84.4B
| $330M | 0.51% |
2,634,373
+445,988
| +20% | +$57.6M |
|
29
Pfizer
PFE
$148B
| $330M | 0.51% |
10,265,757
+1,932,577
| +23% | +$64.6M |
|
30
Gilead Sciences
GILD
$161B
| $329M | 0.5% |
4,160,859
+1,310,117
| +46% | +$106M |
|
31
AT&T
T
$161B
| $326M | 0.5% |
10,621,918
+1,812,699
| +21% | +$57.3M |
|
32
Merck
MRK
$318B
| $320M | 0.49% |
5,366,920
+858,818
| +19% | +$50.2M |
|
33
FirstEnergy
FE
$27.6B
| $314M | 0.48% |
9,479,580
+95,711
| +1% | +$3.25M |
|
34
Entergy
ETR
$49.6B
| $308M | 0.47% |
8,016,288
+2,690,228
| +51% | +$107M |
|
35
Travelers Companies
TRV
$80.3B
| $305M | 0.47% |
2,663,480
+60,189
| +2% | +$7.05M |
|
36
Lear
LEA
$8.12B
| $304M | 0.47% |
2,511,519
+843,490
| +51% | +$96M |
|
37
Qualcomm
QCOM
$167B
| $295M | 0.45% |
4,300,707
+1,544,554
| +56% | +$93.9M |
|
38
General Motors
GM
$76.5B
| $290M | 0.44% |
9,141,891
+2,888,595
| +46% | +$90.2M |
|
39
Waste Management
WM
$90.8B
| $290M | 0.44% |
4,546,404
+1,194,003
| +36% | +$78.1M |
|
40
Wells Fargo
WFC
$266B
| $289M | 0.44% |
6,522,838
+755,556
| +13% | +$36.2M |
|
41
Alphabet (Google) Class C
GOOG
$4.38T
| $280M | 0.43% |
7,204,800
+443,880
| +7% | +$16.9M |
|
|
LLL
42
DELISTED
L3 Technologies, Inc.
LLL
| $276M | 0.42% |
1,829,272
+655,446
| +56% | +$97.8M |
|
43
Consolidated Edison
ED
$39.9B
| $275M | 0.42% |
3,657,206
+284,151
| +8% | +$22.1M |
|
44
JPMorgan Chase
JPM
$949B
| $275M | 0.42% |
4,128,552
+422,594
| +11% | +$27.6M |
|
45
Ameren
AEE
$29.9B
| $273M | 0.42% |
5,551,115
+1,871,315
| +51% | +$95.5M |
|
46
Berkshire Hathaway Class B
BRK.B
$1.13T
| $266M | 0.41% |
1,843,125
+78,966
| +4% | +$11.5M |
|
47
Pinnacle West Capital
PNW
$12.2B
| $260M | 0.4% |
3,425,171
+337,740
| +11% | +$26.3M |
|
48
Archer Daniels Midland
ADM
$37.4B
| $259M | 0.4% |
6,150,138
+850,034
| +16% | +$36.8M |
|
49
Kimberly-Clark
KMB
$36.3B
| $258M | 0.39% |
2,043,714
+91,160
| +5% | +$11.8M |
|
50
Southwest Airlines
LUV
$23.2B
| $257M | 0.39% |
6,598,819
+1,360,477
| +26% | +$51.7M |
|
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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.