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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 | |
|---|---|---|---|---|---|---|
151
Eli Lilly
LLY
$1.06T
| $117M | 0.18% |
1,458,217
+124,873
| +9% | +$10M |
|
152
Crown Holdings
CCK
$13.1B
| $114M | 0.18% |
2,004,157
+573,390
| +40% | +$30.7M |
|
153
Lumen
LUMN
$6.44B
| $114M | 0.18% |
4,169,110
+1,976,769
| +90% | +$57.7M |
|
154
Celanese
CE
$4.82B
| $113M | 0.17% |
1,700,977
+666,540
| +64% | +$43.6M |
|
155
Cabot Corp
CBT
$4.52B
| $113M | 0.17% |
2,148,158
+483,179
| +29% | +$23.9M |
|
156
RTX Corp
RTX
$301B
| $113M | 0.17% |
1,759,471
+1,157,331
| +192% | +$76.7M |
|
|
MXIM
157
DELISTED
Maxim Integrated Products
MXIM
| $112M | 0.17% |
2,812,768
+493,796
| +21% | +$19.5M |
|
|
FL
158
DELISTED
Foot Locker
FL
| $112M | 0.17% |
1,656,806
-89,573
| -5% | -$5.59M |
|
159
Lam Research
LRCX
$390B
| $112M | 0.17% |
11,824,970
+2,490,540
| +27% | +$22.7M |
|
160
NiSource
NI
$20.4B
| $112M | 0.17% |
4,641,292
+273,902
| +6% | +$6.86M |
|
161
Citigroup
C
$226B
| $112M | 0.17% |
2,369,289
-627,115
| -21% | -$28.5M |
|
162
Huntsman Corp
HUN
$1.77B
| $112M | 0.17% |
6,870,997
+3,630,721
| +112% | +$57.5M |
|
163
ConocoPhillips
COP
$141B
| $112M | 0.17% |
2,566,277
+1,618,076
| +171% | +$67.2M |
|
|
CA
164
DELISTED
CA, Inc.
CA
| $111M | 0.17% |
3,362,557
+782,266
| +30% | +$26.4M |
|
165
Unum
UNM
$14.3B
| $111M | 0.17% |
3,141,026
+684,379
| +28% | +$23.2M |
|
166
Avnet
AVT
$7.92B
| $111M | 0.17% |
2,693,781
-500,351
| -16% | -$20.4M |
|
167
Southern Company
SO
$107B
| $110M | 0.17% |
2,148,881
+535,092
| +33% | +$28.2M |
|
168
Prudential Financial
PRU
$41.8B
| $109M | 0.17% |
1,339,599
+837,441
| +167% | +$64.2M |
|
169
Universal Health Services
UHS
$10.5B
| $108M | 0.17% |
879,200
-69,258
| -7% | -$8.77M |
|
170
Quest Diagnostics
DGX
$26.3B
| $108M | 0.17% |
1,274,620
-276,926
| -18% | -$23.3M |
|
171
Marvell Technology
MRVL
$196B
| $106M | 0.16% |
8,006,850
-4,326,845
| -35% | -$50.8M |
|
172
Robert Half
RHI
$4.37B
| $105M | 0.16% |
2,775,201
+245,126
| +10% | +$9.34M |
|
173
IQVIA
IQV
$39.3B
| $105M | 0.16% |
1,291,105
-246,268
| -16% | -$18.6M |
|
174
Suncor Energy
SU
$70.3B
| $104M | 0.16% |
3,764,575
-404,449
| -10% | -$11M |
|
175
CenterPoint Energy
CNP
$26.8B
| $104M | 0.16% |
4,481,879
+2,132,033
| +91% | +$49.8M |
|
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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.