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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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.84T
| $812M | 1.24% |
14,102,186
+1,103,731
| +8% | +$62.3M |
|
2
Apple
AAPL
$4.89T
| $728M | 1.12% |
25,774,320
+3,277,824
| +15% | +$86.8M |
|
3
Procter & Gamble
PG
$343B
| $675M | 1.03% |
7,521,117
+1,452,176
| +24% | +$126M |
|
|
4
Johnson & Johnson
JNJ
$634B
| $670M | 1.03% |
5,668,755
+1,445,764
| +34% | +$175M |
|
5
Tyson Foods
TSN
$20.2B
| $569M | 0.87% |
7,621,531
+726,976
| +11% | +$53.3M |
|
6
Walmart Inc
WMT
$871B
| $514M | 0.79% |
21,362,397
+4,414,980
| +26% | +$107M |
|
7
PepsiCo
PEP
$186B
| $510M | 0.78% |
4,687,783
-105,164
| -2% | -$11.3M |
|
8
PNC Financial Services
PNC
$100B
| $492M | 0.75% |
5,460,812
+805,285
| +17% | +$69.1M |
|
|
9
HP
HPQ
$23.5B
| $468M | 0.72% |
30,105,174
+11,303,968
| +60% | +$161M |
|
|
10
Intel
INTC
$464B
| $461M | 0.71% |
12,213,791
+5,454,597
| +81% | +$193M |
|
11
Amazon
AMZN
$2.5T
| $458M | 0.7% |
10,949,180
+954,940
| +10% | +$36.5M |
|
12
Alphabet (Google) Class A
GOOGL
$3.91T
| $441M | 0.67% |
10,964,760
+647,960
| +6% | +$25.3M |
|
13
UnitedHealth
UNH
$382B
| $437M | 0.67% |
3,122,299
+131,866
| +4% | +$18.5M |
|
14
Meta Platforms (Facebook)
META
$1.51T
| $429M | 0.66% |
3,341,536
+492,786
| +17% | +$61.2M |
|
15
Cisco
CSCO
$450B
| $423M | 0.65% |
13,335,131
+1,379,481
| +12% | +$42.4M |
|
|
16
Applied Materials
AMAT
$426B
| $422M | 0.65% |
14,006,849
+11,661,066
| +497% | +$325M |
|
17
American Electric Power
AEP
$73.7B
| $417M | 0.64% |
6,495,516
+652,501
| +11% | +$43.9M |
|
18
TSMC
TSM
$2.09T
| $397M | 0.61% |
12,980,312
+471,027
| +4% | +$13.5M |
|
19
United Airlines
UAL
$38.4B
| $388M | 0.59% |
7,399,580
+751,719
| +11% | +$36.2M |
|
20
Northrop Grumman
NOC
$77B
| $380M | 0.58% |
1,774,747
+122,668
| +7% | +$26.6M |
|
21
Alibaba
BABA
$269B
| $379M | 0.58% |
3,578,456
+1,162,418
| +48% | +$108M |
|
|
22
ExxonMobil
XOM
$651B
| $372M | 0.57% |
4,259,100
+1,505,369
| +55% | +$134M |
|
23
Public Service Enterprise Group
PEG
$39.8B
| $371M | 0.57% |
8,865,296
-1,097,729
| -11% | -$48.4M |
|
24
eBay
EBAY
$48.6B
| $366M | 0.56% |
11,126,945
-283,412
| -2% | -$8.56M |
|
|
RTN
25
DELISTED
Raytheon Company
RTN
| $357M | 0.55% |
2,622,193
+828,553
| +46% | +$115M |
|
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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.