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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 | |
|---|---|---|---|---|---|---|
676
Greif
GEF
$5.04B
| $13.2M | 0.02% |
266,878
+174,235
| +188% | +$7.46M |
|
677
Autoliv
ALV
$9B
| $13.1M | 0.02% |
170,706
+36,632
| +27% | +$2.81M |
|
678
Ziff Davis
ZD
$1.98B
| $13.1M | 0.02% |
226,314
+59,856
| +36% | +$3.48M |
|
679
Cooper Companies
COO
$14.5B
| $13.1M | 0.02% |
291,284
+12,476
| +4% | +$568K |
|
680
GATX Corp
GATX
$6.27B
| $13M | 0.02% |
291,012
+101,472
| +54% | +$4.47M |
|
681
Eldorado Gold
EGO
$9.89B
| $12.9M | 0.02% |
656,210
+50,633
| +8% | +$1.05M |
|
|
CVSA
682
Covista Inc
CVSA
$4.8B
| $12.9M | 0.02% |
558,159
+40,246
| +8% | +$898K |
|
683
Insteel Industries
IIIN
$625M
| $12.8M | 0.02% |
352,606
+95,748
| +37% | +$3.23M |
|
684
First Interstate BancSystem
FIBK
$3.58B
| $12.8M | 0.02% |
404,838
-5,595
| -1% | -$167K |
|
685
Murphy Oil
MUR
$4.78B
| $12.7M | 0.02% |
419,049
-10,333
| -2% | -$295K |
|
686
Madison Square Garden
MSGS
$9.39B
| $12.7M | 0.02% |
104,920
-7,583
| -7% | -$964K |
|
687
Energizer
ENR
$1.55B
| $12.7M | 0.02% |
253,630
+175,182
| +223% | +$8.6M |
|
|
QVCGA
688
DELISTED
QVC Group Inc Series A
QVCGA
| $12.7M | 0.02% |
13,037
-4,025
| -24% | -$4.44M |
|
689
T. Rowe Price
TROW
$24.3B
| $12.7M | 0.02% |
190,395
-991
| -0.5% | -$69.1K |
|
|
SWN
690
DELISTED
Southwestern Energy Company
SWN
| $12.6M | 0.02% |
913,794
+534,253
| +141% | +$7.41M |
|
691
Belden
BDC
$5.19B
| $12.6M | 0.02% |
183,078
+108,075
| +144% | +$7.52M |
|
|
ACH
692
Accendra Health
ACH
$214M
| $12.6M | 0.02% |
362,425
+8,876
| +3% | +$311K |
|
693
lululemon athletica
LULU
$14.6B
| $12.6M | 0.02% |
205,933
+20,026
| +11% | +$1.48M |
|
694
Gartner
IT
$11.7B
| $12.5M | 0.02% |
141,370
+8,517
| +6% | +$799K |
|
695
Cable One
CABO
$212M
| $12.5M | 0.02% |
21,331
+322
| +2% | +$174K |
|
696
International Flavors & Fragrances
IFF
$21.9B
| $12.4M | 0.02% |
86,788
+1,527
| +2% | +$207K |
|
697
Hawaiian Electric Industries
HE
$2.14B
| $12.4M | 0.02% |
414,521
+394,857
| +2,008% | +$12.1M |
|
698
Bath & Body Works
BBWI
$4.1B
| $12.4M | 0.02% |
216,194
-230,194
| -52% | -$13.6M |
|
699
Amkor Technology
AMKR
$13.7B
| $12.3M | 0.02% |
1,261,185
+527,598
| +72% | +$4.23M |
|
700
Dolby
DLB
$5.79B
| $12.2M | 0.02% |
225,390
+157,406
| +232% | +$7.88M |
|
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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.