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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 | |
|---|---|---|---|---|---|---|
551
Bank of America
BAC
$442B
| $23M | 0.04% |
1,468,379
-254,866
| -15% | -$3.8M |
|
552
Euronet Worldwide
EEFT
$2.7B
| $23M | 0.04% |
280,577
+258,986
| +1,200% | +$19.8M |
|
|
ODP
553
DELISTED
ODP
ODP
| $22.9M | 0.04% |
642,340
+357,068
| +125% | +$12.7M |
|
|
BLD
554
DELISTED
TopBuild
BLD
| $22.6M | 0.03% |
681,799
-476,256
| -41% | -$16.8M |
|
555
Southwest Gas
SWX
$6.67B
| $22.5M | 0.03% |
322,547
+185,779
| +136% | +$13.7M |
|
556
Devon Energy
DVN
$47.3B
| $22.2M | 0.03% |
503,135
+198,046
| +65% | +$8.04M |
|
|
PXD
557
DELISTED
Pioneer Natural Resource Co.
PXD
| $22.1M | 0.03% |
119,280
+14,211
| +14% | +$2.42M |
|
|
VWR
558
DELISTED
VWR Corporation
VWR
| $22M | 0.03% |
775,711
+306,644
| +65% | +$8.89M |
|
559
Acuity Brands
AYI
$10.8B
| $21.9M | 0.03% |
82,642
+14,427
| +21% | +$3.84M |
|
|
PBCT
560
DELISTED
People's United Financial Inc
PBCT
| $21.8M | 0.03% |
1,378,427
-1,655,059
| -55% | -$25.7M |
|
|
DNB
561
DELISTED
Dun & Bradstreet
DNB
| $21.7M | 0.03% |
158,662
-10
| -0% | -$1.34K |
|
562
Franklin Resources
BEN
$17.2B
| $21.6M | 0.03% |
608,183
+60,789
| +11% | +$2.15M |
|
563
Automatic Data Processing
ADP
$108B
| $21.4M | 0.03% |
243,088
-38,119
| -14% | -$3.45M |
|
|
WGL
564
DELISTED
Wgl Holdings
WGL
| $21.1M | 0.03% |
336,808
-26,613
| -7% | -$1.77M |
|
565
Henry Schein
HSIC
$9.82B
| $21.1M | 0.03% |
330,261
+30,289
| +10% | +$2.01M |
|
|
TCF
566
DELISTED
TCF Financial Corporation
TCF
| $21.1M | 0.03% |
1,451,720
+490,913
| +51% | +$6.8M |
|
567
Spectrum Brands
SPB
$2.07B
| $21M | 0.03% |
152,224
+29,701
| +24% | +$3.78M |
|
568
Centene
CNC
$32.5B
| $20.9M | 0.03% |
623,570
-442,978
| -42% | -$15.4M |
|
|
APC
569
DELISTED
Anadarko Petroleum
APC
| $20.8M | 0.03% |
328,735
+305,357
| +1,306% | +$17M |
|
570
MarketAxess Holdings
MKTX
$5.72B
| $20.8M | 0.03% |
125,745
+42,876
| +52% | +$6.96M |
|
571
Dentsply Sirona
XRAY
$2.43B
| $20.7M | 0.03% |
348,225
-22,639
| -6% | -$1.39M |
|
572
W.W. Grainger
GWW
$60.2B
| $20.7M | 0.03% |
91,947
+2,311
| +3% | +$519K |
|
573
Mettler-Toledo International
MTD
$28.6B
| $20.7M | 0.03% |
49,240
+9,814
| +25% | +$3.9M |
|
|
PARA
574
DELISTED
Paramount Global Class B
PARA
| $20.6M | 0.03% |
376,538
+370,515
| +6,152% | +$19.7M |
|
575
Cooper-Standard Automotive
CPS
$558M
| $20.6M | 0.03% |
208,520
+104,969
| +101% | +$9.88M |
|
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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.