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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 | |
|---|---|---|---|---|---|---|
626
Brown-Forman Class B
BF.B
$13.1B
| $16.5M | 0.03% |
544,533
-104,023
| -16% | -$3.23M |
|
627
UBS Group
UBS
$176B
| $16.4M | 0.03% |
1,202,985
-880,993
| -42% | -$12M |
|
628
Healthpeak Properties
DOC
$14.8B
| $16.4M | 0.03% |
474,150
+25,938
| +6% | +$907K |
|
629
Pitney Bowes
PBI
$2.39B
| $16.3M | 0.02% |
896,230
+160,317
| +22% | +$2.94M |
|
630
AMC Global Media
AMCX
$489M
| $16.3M | 0.02% |
313,440
+69,377
| +28% | +$3.8M |
|
631
Realty Income
O
$59.1B
| $16.2M | 0.02% |
250,363
+63,551
| +34% | +$4.2M |
|
632
Boston Beer
SAM
$1.92B
| $16.1M | 0.02% |
103,736
+20,340
| +24% | +$3.55M |
|
633
Woodward
WWD
$21.4B
| $15.9M | 0.02% |
255,237
+91,808
| +56% | +$5.52M |
|
|
HES
634
DELISTED
Hess
HES
| $15.9M | 0.02% |
296,751
-80,247
| -21% | -$4.3M |
|
635
Televisa
TV
$1.49B
| $15.8M | 0.02% |
614,371
-864,896
| -58% | -$22.8M |
|
636
Rayonier Advanced Materials
RYAM
$610M
| $15.8M | 0.02% |
1,180,325
+367,693
| +45% | +$4.75M |
|
|
SPN
637
DELISTED
Superior Energy Services, Inc.
SPN
| $15.7M | 0.02% |
87,528
-30,529
| -26% | -$5.12M |
|
638
Saic
SAIC
$5.35B
| $15.6M | 0.02% |
225,591
+195,080
| +639% | +$12.3M |
|
|
CTB
639
DELISTED
Cooper Tire & Rubber Co.
CTB
| $15.6M | 0.02% |
410,266
+81,400
| +25% | +$2.72M |
|
640
Advanced Energy
AEIS
$13B
| $15.4M | 0.02% |
325,774
+103,511
| +47% | +$4.4M |
|
641
Williams Companies
WMB
$86.1B
| $15.2M | 0.02% |
495,177
-204,000
| -29% | -$5.41M |
|
642
Union Pacific
UNP
$174B
| $15.2M | 0.02% |
155,985
+81,903
| +111% | +$7.66M |
|
643
Allison Transmission
ALSN
$9.82B
| $15.2M | 0.02% |
530,130
+344,849
| +186% | +$9.73M |
|
|
CADE
644
DELISTED
Cadence Bank
CADE
| $15M | 0.02% |
648,125
+293,906
| +83% | +$6.99M |
|
645
Ionis Pharmaceuticals
IONS
$9.4B
| $14.9M | 0.02% |
407,582
-1,450,657
| -78% | -$45.4M |
|
|
XL
646
DELISTED
XL Group Ltd.
XL
| $14.9M | 0.02% |
443,286
-1,291,895
| -74% | -$43.4M |
|
647
RPM International
RPM
$15B
| $14.9M | 0.02% |
276,646
+207,796
| +302% | +$11M |
|
648
Waters Corp
WAT
$39.9B
| $14.8M | 0.02% |
93,597
+16,818
| +22% | +$2.6M |
|
649
Aramark
ARMK
$14.7B
| $14.8M | 0.02% |
539,372
+49,482
| +10% | +$1.31M |
|
650
Monster Beverage
MNST
$88.5B
| $14.7M | 0.02% |
602,298
+158,640
| +36% | +$4.12M |
|
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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.