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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 | |
|---|---|---|---|---|---|---|
176
American International
AIG
$41.8B
| $103M | 0.16% |
1,739,030
-573,722
| -25% | -$32.8M |
|
177
Antero Resources
AR
$10.7B
| $103M | 0.16% |
3,803,341
+1,819,780
| +92% | +$48.5M |
|
178
Kinross Gold
KGC
$32.8B
| $102M | 0.16% |
24,337,148
+2,722,497
| +13% | +$13.1M |
|
179
Reinsurance Group of America
RGA
$16.1B
| $102M | 0.16% |
946,837
+77,038
| +9% | +$7.86M |
|
180
Sysco
SYY
$40.3B
| $102M | 0.16% |
2,081,526
-410,703
| -16% | -$21.1M |
|
181
Reliance Steel & Aluminium
RS
$21.6B
| $102M | 0.16% |
1,412,450
+115,578
| +9% | +$8.67M |
|
182
Hasbro
HAS
$13.2B
| $101M | 0.15% |
1,267,943
-116,149
| -8% | -$9.43M |
|
183
Lockheed Martin
LMT
$136B
| $100M | 0.15% |
418,951
-11,576
| -3% | -$2.9M |
|
184
Steel Dynamics
STLD
$37.6B
| $98.8M | 0.15% |
3,952,373
+867,890
| +28% | +$22.2M |
|
185
Jabil
JBL
$35.8B
| $98.7M | 0.15% |
4,523,606
-46,485
| -1% | -$968K |
|
186
ManpowerGroup
MAN
$2.63B
| $98.4M | 0.15% |
1,361,872
-214,429
| -14% | -$14.8M |
|
|
XLNX
187
DELISTED
Xilinx Inc
XLNX
| $98.2M | 0.15% |
1,806,354
+830,578
| +85% | +$42.7M |
|
188
Parker-Hannifin
PH
$135B
| $98.1M | 0.15% |
781,595
+265,805
| +52% | +$31.7M |
|
189
CSX Corp
CSX
$93.1B
| $97.9M | 0.15% |
9,632,481
+1,031,358
| +12% | +$9.75M |
|
|
190
Yum! Brands
YUM
$41.1B
| $97.1M | 0.15% |
1,486,745
-1,970,243
| -57% | -$126M |
|
191
American Financial Group
AFG
$12.1B
| $96.8M | 0.15% |
1,291,075
+36,569
| +3% | +$2.7M |
|
192
Textron
TXT
$15.4B
| $96.6M | 0.15% |
2,429,335
+748,317
| +45% | +$29.5M |
|
193
AXIS Capital
AXS
$7.55B
| $96.3M | 0.15% |
1,771,948
-280,491
| -14% | -$15.5M |
|
194
Charles River Laboratories
CRL
$12.8B
| $96M | 0.15% |
1,151,520
+41,022
| +4% | +$3.44M |
|
195
Bunge Global
BG
$20.8B
| $95.7M | 0.15% |
1,615,590
-287,089
| -15% | -$17.8M |
|
196
Phillips 66
PSX
$81.4B
| $95.2M | 0.15% |
1,181,835
-231,448
| -16% | -$18M |
|
197
Constellation Brands
STZ
$23.2B
| $94.5M | 0.14% |
567,454
+96,437
| +20% | +$15.9M |
|
198
Synopsys
SNPS
$79.7B
| $94.5M | 0.14% |
1,591,750
+376,624
| +31% | +$21.4M |
|
199
Clorox
CLX
$12.7B
| $94M | 0.14% |
751,294
-21,157
| -3% | -$2.77M |
|
200
BWX Technologies
BWXT
$15.6B
| $93.5M | 0.14% |
2,437,017
+340,994
| +16% | +$12.9M |
|
Similar funds
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.