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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 | |
|---|---|---|---|---|---|---|
526
Huntington Bancshares
HBAN
$35.5B
| $25.5M | 0.04% |
2,584,707
-291,897
| -10% | -$2.78M |
|
|
DMC
527
Del Monte Corp
DMC
$1.45B
| $25.4M | 0.04% |
424,185
+80,645
| +23% | +$4.68M |
|
|
RAX
528
DELISTED
Rackspace Hosting Inc
RAX
| $25.3M | 0.04% |
799,293
-2,181,047
| -73% | -$60.2M |
|
|
PF
529
DELISTED
Pinnacle Foods, Inc.
PF
| $25.3M | 0.04% |
504,176
-84,131
| -14% | -$4.17M |
|
530
Humana
HUM
$46.2B
| $25M | 0.04% |
141,272
+4,479
| +3% | +$777K |
|
531
Expeditors International
EXPD
$23.2B
| $25M | 0.04% |
484,818
+4,623
| +1% | +$234K |
|
532
SEI Investments
SEIC
$12.6B
| $24.9M | 0.04% |
546,765
-236,809
| -30% | -$11.1M |
|
533
Domino's
DPZ
$11.6B
| $24.9M | 0.04% |
164,147
-32,467
| -17% | -$4.74M |
|
534
KBR
KBR
$4.8B
| $24.8M | 0.04% |
1,641,980
-183,985
| -10% | -$2.71M |
|
|
VAR
535
DELISTED
Varian Medical Systems, Inc.
VAR
| $24.8M | 0.04% |
283,943
-31,646
| -10% | -$2.58M |
|
|
ENH
536
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $24.7M | 0.04% |
377,986
+24,187
| +7% | +$1.6M |
|
537
Alliant Energy
LNT
$18B
| $24.7M | 0.04% |
645,547
-376,524
| -37% | -$14.8M |
|
538
Vishay Intertechnology
VSH
$5.43B
| $24.6M | 0.04% |
1,745,431
+607,934
| +53% | +$8.18M |
|
|
539
HF Sinclair
DINO
$14.5B
| $24.4M | 0.04% |
995,308
-3,598,867
| -78% | -$90.5M |
|
|
CHS
540
DELISTED
Chicos FAS, Inc.
CHS
| $24.3M | 0.04% |
2,037,937
+274,907
| +16% | +$3.25M |
|
541
Imperial Oil
IMO
$60.4B
| $24.2M | 0.04% |
775,766
-23,416
| -3% | -$726K |
|
|
ISIL
542
DELISTED
Intersil Corp
ISIL
| $23.9M | 0.04% |
1,091,102
+114,423
| +12% | +$1.98M |
|
543
Gen Digital
GEN
$17.5B
| $23.9M | 0.04% |
953,038
+306,938
| +48% | +$6.98M |
|
544
Dominion Energy
D
$59.3B
| $23.9M | 0.04% |
321,640
+34,981
| +12% | +$2.67M |
|
545
MGIC Investment
MTG
$6.25B
| $23.7M | 0.04% |
2,958,982
+717,339
| +32% | +$5.33M |
|
|
ESL
546
DELISTED
Esterline Technologies
ESL
| $23.6M | 0.04% |
310,760
+52,000
| +20% | +$3.65M |
|
547
Factset
FDS
$10.2B
| $23.5M | 0.04% |
145,011
-5,965
| -4% | -$1.03M |
|
548
United Rentals
URI
$72.4B
| $23.3M | 0.04% |
296,779
+265,608
| +852% | +$20.4M |
|
549
Dover
DOV
$28.4B
| $23.3M | 0.04% |
391,551
+93,918
| +32% | +$5.43M |
|
550
Viavi Solutions
VIAV
$9.66B
| $23.1M | 0.04% |
3,123,629
-1,138,874
| -27% | -$8.35M |
|
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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.