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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 | |
|---|---|---|---|---|---|---|
101
Amdocs
DOX
$6.22B
| $147M | 0.23% |
2,540,888
+24,851
| +1% | +$1.46M |
|
102
Accenture
ACN
$108B
| $147M | 0.22% |
1,201,815
-46,407
| -4% | -$5.28M |
|
103
Cintas
CTAS
$81.3B
| $145M | 0.22% |
5,155,176
-1,035,156
| -17% | -$28.4M |
|
104
Progressive
PGR
$125B
| $145M | 0.22% |
4,589,221
+846,699
| +23% | +$27.6M |
|
105
Edwards Lifesciences
EW
$51.7B
| $144M | 0.22% |
3,590,532
-514,458
| -13% | -$19.4M |
|
106
Darden Restaurants
DRI
$24.4B
| $143M | 0.22% |
2,337,691
-811,433
| -26% | -$50.3M |
|
107
A.O. Smith
AOS
$8.7B
| $143M | 0.22% |
2,896,544
+586,640
| +25% | +$27.4M |
|
|
TECD
108
DELISTED
Tech Data Corp
TECD
| $143M | 0.22% |
1,684,161
+84,270
| +5% | +$6.52M |
|
|
TTM
109
DELISTED
Tata Motors Limited
TTM
| $142M | 0.22% |
3,556,034
+1,501,386
| +73% | +$58.3M |
|
110
Arrow Electronics
ARW
$10.4B
| $142M | 0.22% |
2,219,599
+335,602
| +18% | +$21.7M |
|
111
Xcel Energy
XEL
$48.8B
| $141M | 0.22% |
3,420,512
+599,956
| +21% | +$25.7M |
|
112
Banco Bradesco
BBD
$36.7B
| $140M | 0.22% |
29,921,580
+5,790,683
| +24% | +$26.3M |
|
113
Agilent Technologies
A
$41.2B
| $140M | 0.21% |
2,980,253
+307,485
| +12% | +$14.4M |
|
114
Stanley Black & Decker
SWK
$15.7B
| $140M | 0.21% |
1,135,410
+274,399
| +32% | +$33.1M |
|
115
Whirlpool
WHR
$2.82B
| $139M | 0.21% |
854,653
+178,496
| +26% | +$31.6M |
|
116
Xerox
XRX
$425M
| $138M | 0.21% |
5,178,045
+462,883
| +10% | +$12M |
|
117
Trane Technologies
TT
$106B
| $137M | 0.21% |
2,019,864
+1,526,257
| +309% | +$102M |
|
118
Lincoln National
LNC
$8.81B
| $137M | 0.21% |
2,915,240
+621,138
| +27% | +$27.8M |
|
|
SCG
119
DELISTED
Scana
SCG
| $135M | 0.21% |
1,871,980
+635,771
| +51% | +$46.5M |
|
|
DFS
120
DELISTED
Discover Financial Services
DFS
| $135M | 0.21% |
2,393,709
+310,340
| +15% | +$17.8M |
|
121
Canadian Imperial Bank of Commerce
CM
$108B
| $134M | 0.21% |
3,467,506
+381,316
| +12% | +$14.7M |
|
|
BCR
122
DELISTED
CR Bard Inc.
BCR
| $132M | 0.2% |
590,541
-88,765
| -13% | -$20M |
|
123
Mondelez International
MDLZ
$79.9B
| $131M | 0.2% |
2,986,526
-1,475,259
| -33% | -$64.7M |
|
124
GE Aerospace
GE
$384B
| $131M | 0.2% |
921,453
+11,957
| +1% | +$1.78M |
|
125
Dr. Reddy's Laboratories
RDY
$10.2B
| $129M | 0.2% |
13,923,510
-791,135
| -5% | -$7.55M |
|
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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.