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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 | |
|---|---|---|---|---|---|---|
126
Edison International
EIX
$26.4B
| $128M | 0.2% |
1,777,746
+209,308
| +13% | +$15.7M |
|
|
MNK
127
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $128M | 0.2% |
1,829,044
+559,074
| +44% | +$40.5M |
|
128
Equifax
EFX
$21.4B
| $127M | 0.2% |
946,500
-69,220
| -7% | -$9.18M |
|
|
B
129
Barrick Mining
B
$73.2B
| $127M | 0.19% |
7,184,737
-106,704
| -1% | -$2.13M |
|
|
BRCD
130
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $127M | 0.19% |
13,754,207
+2,573,613
| +23% | +$24M |
|
131
Flex
FLEX
$44.8B
| $127M | 0.19% |
12,354,773
+2,989,907
| +32% | +$29M |
|
132
Stellantis
STLA
$20.8B
| $125M | 0.19% |
19,782,077
+8,789,084
| +80% | +$57.7M |
|
133
TJX Companies
TJX
$178B
| $125M | 0.19% |
3,332,112
+126,680
| +4% | +$4.96M |
|
134
NVIDIA
NVDA
$5.42T
| $124M | 0.19% |
72,521,920
+24,636,160
| +51% | +$36.4M |
|
|
135
Carnival Corporation Ltd
CCL
$39.7B
| $124M | 0.19% |
2,537,832
-1,921,419
| -43% | -$88.9M |
|
136
Bank of Montreal
BMO
$127B
| $123M | 0.19% |
1,884,509
+507,000
| +37% | +$32.9M |
|
137
Simon Property Group
SPG
$72.3B
| $123M | 0.19% |
593,656
+24,335
| +4% | +$5.28M |
|
138
Synchrony
SYF
$25.6B
| $123M | 0.19% |
4,375,795
+501,932
| +13% | +$13.8M |
|
139
Marathon Petroleum
MPC
$83.7B
| $122M | 0.19% |
3,009,923
-1,802,665
| -37% | -$73.1M |
|
140
Capital One
COF
$134B
| $122M | 0.19% |
1,697,788
-178,616
| -10% | -$12.3M |
|
141
Cardinal Health
CAH
$55.4B
| $122M | 0.19% |
1,565,490
-65,646
| -4% | -$5.31M |
|
142
Philip Morris
PM
$295B
| $121M | 0.19% |
1,249,194
-237,501
| -16% | -$23.8M |
|
143
Cognizant
CTSH
$26B
| $120M | 0.18% |
2,515,078
+215,103
| +9% | +$12.2M |
|
144
International Paper
IP
$22B
| $120M | 0.18% |
2,634,469
+434,835
| +20% | +$19.2M |
|
145
UGI
UGI
$7.33B
| $120M | 0.18% |
2,642,446
+1,290,389
| +95% | +$58.9M |
|
146
J.M. Smucker
SJM
$12.8B
| $119M | 0.18% |
880,829
+677,476
| +333% | +$99.4M |
|
|
ATVI
147
DELISTED
Activision Blizzard
ATVI
| $119M | 0.18% |
2,693,953
+825,433
| +44% | +$34.6M |
|
|
CSC
148
DELISTED
Computer Sciences
CSC
| $119M | 0.18% |
2,278,901
-350,226
| -13% | -$16.9M |
|
149
PVH
PVH
$4.04B
| $118M | 0.18% |
1,065,683
-20,029
| -2% | -$2.07M |
|
150
Newmont
NEM
$119B
| $117M | 0.18% |
2,986,419
+1,898,277
| +174% | +$78.7M |
|
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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.