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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 | |
|---|---|---|---|---|---|---|
51
LyondellBasell Industries
LYB
$19.8B
| $251M | 0.38% |
3,113,961
+453,514
| +17% | +$35M |
|
|
ANDV
52
DELISTED
Andeavor
ANDV
| $251M | 0.38% |
3,154,909
-352,127
| -10% | -$27.1M |
|
53
Huntington Ingalls Industries
HII
$12.7B
| $245M | 0.38% |
1,597,155
+213,041
| +15% | +$35.3M |
|
|
AET
54
DELISTED
Aetna Inc
AET
| $244M | 0.37% |
2,111,285
+330,199
| +19% | +$38.7M |
|
55
Infosys
INFY
$50.1B
| $242M | 0.37% |
30,671,088
+3,882,108
| +14% | +$32M |
|
56
Baxter International
BAX
$14B
| $242M | 0.37% |
5,077,842
+2,192,490
| +76% | +$103M |
|
|
STI
57
DELISTED
SunTrust Banks, Inc.
STI
| $240M | 0.37% |
5,475,631
+1,893,767
| +53% | +$81.1M |
|
58
Valero Energy
VLO
$87.2B
| $239M | 0.37% |
4,503,200
-397,677
| -8% | -$21.2M |
|
59
Conagra Brands
CAG
$7.11B
| $237M | 0.36% |
6,456,553
-263,154
| -4% | -$9.44M |
|
60
Home Depot
HD
$349B
| $232M | 0.35% |
1,800,595
-412,882
| -19% | -$55M |
|
61
Keurig Dr Pepper
KDP
$41.3B
| $229M | 0.35% |
2,507,121
-184,787
| -7% | -$17.5M |
|
62
Biogen
BIIB
$30.5B
| $226M | 0.35% |
722,604
+377,752
| +110% | +$112M |
|
63
PG&E
PCG
$37.4B
| $218M | 0.33% |
3,564,927
+394,104
| +12% | +$25M |
|
64
Cummins
CMI
$88.7B
| $217M | 0.33% |
1,690,346
+521,489
| +45% | +$63.3M |
|
65
General Dynamics
GD
$105B
| $216M | 0.33% |
1,392,582
-407,952
| -23% | -$60.8M |
|
66
Best Buy
BBY
$16.9B
| $216M | 0.33% |
5,653,959
+183,950
| +3% | +$6.46M |
|
67
DuPont de Nemours
DD
$19.5B
| $216M | 0.33% |
1,641,914
+317,178
| +24% | +$42.3M |
|
68
Altria Group
MO
$113B
| $215M | 0.33% |
3,407,169
-197,255
| -5% | -$13.1M |
|
69
iShares Russell 3000 ETF
IWV
$20.2B
| $215M | 0.33% |
1,680,558
+1,813
| +0.1% | +$232K |
|
70
Ingredion
INGR
$6.49B
| $215M | 0.33% |
1,618,814
+516,875
| +47% | +$69M |
|
|
CTXS
71
DELISTED
Citrix Systems Inc
CTXS
| $214M | 0.33% |
3,158,550
+154,301
| +5% | +$10.5M |
|
72
D.R. Horton
DHI
$40.8B
| $207M | 0.32% |
6,843,677
-473,965
| -6% | -$15.2M |
|
73
Delta Air Lines
DAL
$60.5B
| $205M | 0.31% |
5,206,737
-242,070
| -4% | -$9.16M |
|
74
Masco
MAS
$14.9B
| $199M | 0.3% |
5,799,366
-821,350
| -12% | -$28.4M |
|
75
Texas Instruments
TXN
$254B
| $191M | 0.29% |
2,719,585
+1,262,087
| +87% | +$86M |
|
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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.