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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 | |
|---|---|---|---|---|---|---|
826
Cincinnati Financial
CINF
$27.1B
| $8.36M | 0.01% |
110,821
+35,774
| +48% | +$2.71M |
|
827
United Fire Group
UFCS
$1.4B
| $8.34M | 0.01% |
197,153
+27,209
| +16% | +$1.16M |
|
|
CRAY
828
DELISTED
Cray, Inc.
CRAY
| $8.28M | 0.01% |
351,562
+223,725
| +175% | +$5.71M |
|
|
ZEUS
829
DELISTED
Olympic Steel
ZEUS
| $8.25M | 0.01% |
373,234
+331,508
| +794% | +$7.92M |
|
830
Yelp
YELP
$1.41B
| $8.24M | 0.01% |
197,602
-101,087
| -34% | -$3.54M |
|
831
PBF Energy
PBF
$7.31B
| $8.22M | 0.01% |
363,275
-957,544
| -72% | -$21.5M |
|
|
AL
832
DELISTED
Air Lease Corp
AL
| $8.22M | 0.01% |
287,760
+19,414
| +7% | +$550K |
|
|
IPCC
833
DELISTED
Infinity Property & Casualty C
IPCC
| $8.22M | 0.01% |
99,432
+6,065
| +6% | +$501K |
|
834
Sabre
SABR
$835M
| $8.21M | 0.01% |
291,455
-82,082
| -22% | -$2.29M |
|
|
EXPR
835
DELISTED
Express, Inc.
EXPR
| $8.2M | 0.01% |
34,784
+15,629
| +82% | +$4.24M |
|
|
CXO
836
DELISTED
CONCHO RESOURCES INC.
CXO
| $8.13M | 0.01% |
59,198
-26,831
| -31% | -$3.4M |
|
|
TBI
837
Trueblue
TBI
$311M
| $8.07M | 0.01% |
356,264
+121,691
| +52% | +$2.66M |
|
838
TransUnion
TRU
$15.3B
| $8.04M | 0.01% |
+233,137
| New | +$7.81M |
|
839
Unifirst Corp
UNF
$5.25B
| $8.04M | 0.01% |
60,943
+4,722
| +8% | +$582K |
|
|
LPNT
840
DELISTED
LifePoint Health, Inc.
LPNT
| $8.04M | 0.01% |
135,652
-70,220
| -34% | -$4.21M |
|
841
Brixmor Property Group
BRX
$9.32B
| $7.98M | 0.01% |
287,222
-1,675
| -0.6% | -$46.6K |
|
842
Federal Agricultural Mortgage
AGM
$2.56B
| $7.96M | 0.01% |
201,622
+99,747
| +98% | +$3.91M |
|
|
MASI
843
DELISTED
Masimo
MASI
| $7.96M | 0.01% |
133,881
+24,184
| +22% | +$1.36M |
|
844
Federal Realty Investment Trust
FRT
$10.3B
| $7.88M | 0.01% |
51,220
+11,282
| +28% | +$1.82M |
|
845
Extra Space Storage
EXR
$31.6B
| $7.88M | 0.01% |
99,175
+8,322
| +9% | +$702K |
|
846
Outfront Media
OUT
$5.5B
| $7.82M | 0.01% |
335,797
+99,984
| +42% | +$2.25M |
|
|
GRMN
847
Garmin
GRMN
$60B
| $7.81M | 0.01% |
162,373
+147,795
| +1,014% | +$7.29M |
|
848
GoDaddy
GDDY
$11.5B
| $7.81M | 0.01% |
226,218
-7,787
| -3% | -$248K |
|
849
LCI Industries
LCII
$2.65B
| $7.81M | 0.01% |
79,646
+45,816
| +135% | +$4.35M |
|
850
Wabash National
WNC
$527M
| $7.79M | 0.01% |
547,096
+153,385
| +39% | +$2.1M |
|
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.