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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 | |
|---|---|---|---|---|---|---|
1151
NACCO Industries
NC
$315M
| $3.49M | 0.01% |
224,702
+52,493
| +30% | +$752K |
|
1152
Johnson Controls International
JCI
$91.8B
| $3.47M | 0.01% |
+74,548
| New | +$3.46M |
|
1153
ICF International
ICFI
$1.66B
| $3.46M | 0.01% |
78,175
+16,546
| +27% | +$694K |
|
1154
LKQ Corp
LKQ
$6.21B
| $3.46M | 0.01% |
97,623
-29,144
| -23% | -$1.01M |
|
1155
International Bancshares
IBOC
$4.51B
| $3.46M | 0.01% |
116,175
+5,290
| +5% | +$150K |
|
|
BCOV
1156
DELISTED
Brightcove, Inc.
BCOV
| $3.46M | 0.01% |
264,944
+170,799
| +181% | +$1.95M |
|
|
PERY
1157
DELISTED
Perry Ellis International Inc
PERY
| $3.46M | 0.01% |
179,313
+45,708
| +34% | +$927K |
|
|
LHCG
1158
DELISTED
LHC Group LLC
LHCG
| $3.45M | 0.01% |
93,560
-51,309
| -35% | -$2.06M |
|
1159
Future Fuel
FF
$230M
| $3.43M | 0.01% |
304,429
+118,708
| +64% | +$1.35M |
|
|
CCMP
1160
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $3.43M | 0.01% |
64,875
+39,904
| +160% | +$1.96M |
|
|
NCI
1161
DELISTED
Navigant Consulting, Inc.
NCI
| $3.43M | 0.01% |
169,684
-94,885
| -36% | -$1.8M |
|
|
ACC
1162
DELISTED
American Campus Communities, Inc.
ACC
| $3.43M | 0.01% |
67,361
+1,764
| +3% | +$90.5K |
|
|
PDM
1163
Piedmont Realty Trust
PDM
$1.15B
| $3.42M | 0.01% |
157,327
-6,661
| -4% | -$143K |
|
1164
Invesco Mortgage Capital
IVR
$793M
| $3.42M | 0.01% |
22,447
+6,492
| +41% | +$975K |
|
1165
American States Water
AWR
$3.42B
| $3.42M | 0.01% |
85,309
+18,282
| +27% | +$756K |
|
1166
ArcBest
ARCB
$3.08B
| $3.4M | 0.01% |
178,781
+63,132
| +55% | +$1.14M |
|
|
EOCC
1167
DELISTED
Enel Generacion Chile S.A.
EOCC
| $3.4M | 0.01% |
171,164
+41,889
| +32% | +$1.02M |
|
1168
DexCom
DXCM
$33B
| $3.38M | 0.01% |
154,088
+6,456
| +4% | +$144K |
|
|
MGLN
1169
DELISTED
Magellan Health Services, Inc.
MGLN
| $3.36M | 0.01% |
62,516
-663
| -1% | -$40K |
|
1170
Barrett Business Services
BBSI
$783M
| $3.36M | 0.01% |
270,632
-21,316
| -7% | -$241K |
|
1171
Prestige Consumer Healthcare
PBH
$2.52B
| $3.35M | 0.01% |
69,501
+3,078
| +5% | +$156K |
|
1172
Fidelity National Financial
FNF
$13.1B
| $3.35M | 0.01% |
130,881
-3,467
| -3% | -$89.6K |
|
|
MRO
1173
DELISTED
Marathon Oil Corporation
MRO
| $3.33M | 0.01% |
210,609
-123,715
| -37% | -$1.84M |
|
|
ASXC
1174
DELISTED
Asensus Surgical, Inc.
ASXC
| $3.32M | 0.01% |
150,940
-23,084
| -13% | -$422K |
|
|
SFR
1175
DELISTED
Starwood Waypoint Homes
SFR
| $3.29M | 0.01% |
114,784
+61,960
| +117% | +$1.94M |
|
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.