We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
601
Valmont Industries
VMI
$9.53B
| $18.2M | 0.03% |
135,586
-6,876
| -5% | -$907K |
|
|
SE
602
DELISTED
Spectra Energy Corp Wi
SE
| $18.2M | 0.03% |
426,226
+216,326
| +103% | +$8.24M |
|
603
First American
FAF
$7.58B
| $18.2M | 0.03% |
462,365
+3,574
| +0.8% | +$148K |
|
604
New York Times
NYT
$10.2B
| $18.2M | 0.03% |
1,519,188
+577,174
| +61% | +$7.31M |
|
605
W.R. Berkley
WRB
$26.6B
| $18.1M | 0.03% |
1,055,795
+119,266
| +13% | +$2.06M |
|
606
NETGEAR
NTGR
$635M
| $18M | 0.03% |
298,234
+24,070
| +9% | +$1.31M |
|
607
WEC Energy
WEC
$35.1B
| $18M | 0.03% |
300,097
+64,635
| +27% | +$4.03M |
|
|
BERY
608
DELISTED
Berry Global Group, Inc.
BERY
| $17.9M | 0.03% |
444,268
+397,486
| +850% | +$15.6M |
|
609
Cinemark Holdings
CNK
$4.32B
| $17.9M | 0.03% |
466,546
-70,964
| -13% | -$2.69M |
|
|
X
610
DELISTED
US Steel
X
| $17.8M | 0.03% |
941,343
+235,514
| +33% | +$4.86M |
|
611
Eversource Energy
ES
$27.2B
| $17.8M | 0.03% |
327,611
-288
| -0.1% | -$16.3K |
|
|
OME
612
DELISTED
Omega Protein
OME
| $17.7M | 0.03% |
756,642
+135,245
| +22% | +$3.18M |
|
613
Air Products & Chemicals
APD
$67.6B
| $17.6M | 0.03% |
126,803
+10,405
| +9% | +$1.44M |
|
|
WOOF
614
DELISTED
VCA Inc.
WOOF
| $17.6M | 0.03% |
251,423
-55,638
| -18% | -$3.89M |
|
615
Canadian National Railway
CNI
$76.6B
| $17.4M | 0.03% |
267,422
-86,400
| -24% | -$5.46M |
|
616
Deckers Outdoor
DECK
$13.3B
| $17.2M | 0.03% |
1,732,722
-49,710
| -3% | -$521K |
|
617
Watsco Inc
WSO
$13.6B
| $17.1M | 0.03% |
121,032
+59,952
| +98% | +$8.59M |
|
|
TUP
618
DELISTED
Tupperware Brands Corporation
TUP
| $17M | 0.03% |
259,579
+15,571
| +6% | +$980K |
|
619
Paychex
PAYX
$42.7B
| $17M | 0.03% |
293,161
+65,214
| +29% | +$3.91M |
|
|
STJ
620
DELISTED
St Jude Medical
STJ
| $17M | 0.03% |
212,685
-23,979
| -10% | -$1.94M |
|
|
LTM
621
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $17M | 0.03% |
2,088,547
-644,081
| -24% | -$5.3M |
|
622
Groupon
GRPN
$1.02B
| $16.8M | 0.03% |
162,914
-77,157
| -32% | -$7.52M |
|
|
ENIA
623
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $16.8M | 0.03% |
2,045,317
+463,785
| +29% | +$3.98M |
|
624
Ashland
ASH
$3.5B
| $16.6M | 0.03% |
292,443
-2,465
| -0.8% | -$141K |
|
625
Teck Resources
TECK
$32.6B
| $16.6M | 0.03% |
921,776
+647,956
| +237% | +$10.3M |
|
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.