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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 | |
|---|---|---|---|---|---|---|
776
BlackBerry
BB
$5.26B
| $9.68M | 0.01% |
1,215,988
-564,924
| -32% | -$4.24M |
|
|
PRA
777
DELISTED
ProAssurance
PRA
| $9.67M | 0.01% |
184,282
-1,114
| -0.6% | -$59.1K |
|
778
Bio-Rad Laboratories Class A
BIO
$9.42B
| $9.64M | 0.01% |
58,849
-30,578
| -34% | -$4.64M |
|
779
SL Green Realty
SLG
$3.99B
| $9.64M | 0.01% |
92,098
+15,093
| +20% | +$1.66M |
|
|
FPRX
780
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $9.6M | 0.01% |
182,908
+62,786
| +52% | +$3M |
|
|
SIR
781
DELISTED
SELECT INCOME REIT
SIR
| $9.6M | 0.01% |
811,477
+348,155
| +75% | +$4.14M |
|
|
VIAB
782
DELISTED
Viacom Inc. Class B
VIAB
| $9.55M | 0.01% |
250,729
-1,862,143
| -88% | -$77.2M |
|
|
ANSS
783
DELISTED
Ansys
ANSS
| $9.45M | 0.01% |
101,997
+12,119
| +13% | +$1.13M |
|
784
Revvity
RVTY
$12.8B
| $9.42M | 0.01% |
167,953
+91,192
| +119% | +$4.98M |
|
785
AutoNation
AN
$6.92B
| $9.39M | 0.01% |
192,805
+6,543
| +4% | +$322K |
|
786
Employers Holdings
EIG
$889M
| $9.38M | 0.01% |
314,274
+81,742
| +35% | +$2.43M |
|
|
JNS
787
DELISTED
Janus Capital Group Inc
JNS
| $9.36M | 0.01% |
667,980
+45,569
| +7% | +$660K |
|
788
LiveRamp
RAMP
$2.3B
| $9.28M | 0.01% |
348,212
+60,727
| +21% | +$1.5M |
|
|
ATW
789
DELISTED
Atwood Oceanics
ATW
| $9.23M | 0.01% |
1,062,357
+287,096
| +37% | +$2.72M |
|
|
PDLI
790
DELISTED
PDL BioPharma, Inc.
PDLI
| $9.21M | 0.01% |
2,750,787
+501,874
| +22% | +$1.59M |
|
|
GTS
791
DELISTED
Triple-S Management Corporation
GTS
| $9.19M | 0.01% |
440,440
+52,731
| +14% | +$1.18M |
|
792
The Mosaic Company
MOS
$7.33B
| $9.17M | 0.01% |
375,019
-799,153
| -68% | -$21.8M |
|
793
Advance Auto Parts
AAP
$3.49B
| $9.17M | 0.01% |
61,492
-34,369
| -36% | -$5.49M |
|
794
Associated Banc-Corp
ASB
$5.91B
| $9.16M | 0.01% |
467,509
+98,803
| +27% | +$1.87M |
|
795
Community Health Systems
CYH
$423M
| $9.13M | 0.01% |
791,530
-887,440
| -53% | -$10.2M |
|
|
SCHW
796
Charles Schwab
SCHW
$187B
| $9.13M | 0.01% |
289,053
-384,465
| -57% | -$11.3M |
|
|
HBI
797
DELISTED
Hanesbrands
HBI
| $9.1M | 0.01% |
360,271
-97,897
| -21% | -$2.58M |
|
|
RAD
798
DELISTED
Rite Aid Corporation
RAD
| $9.09M | 0.01% |
59,127
-1,418
| -2% | -$212K |
|
799
OGE Energy
OGE
$9.71B
| $9.07M | 0.01% |
286,709
-134,523
| -32% | -$4.26M |
|
800
Radian Group
RDN
$4.93B
| $9.02M | 0.01% |
665,963
+253,944
| +62% | +$3.28M |
|
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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.