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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 | |
|---|---|---|---|---|---|---|
|
USG
1851
DELISTED
Usg
USG
| $685K | ﹤0.01% |
26,489
-8,690
| -25% | -$241K |
|
|
BNCN
1852
DELISTED
BNC Bancorp
BNCN
| $685K | ﹤0.01% |
28,170
-6,448
| -19% | -$155K |
|
|
GHDX
1853
DELISTED
Genomic Health, Inc.
GHDX
| $679K | ﹤0.01% |
23,485
+13,062
| +125% | +$364K |
|
1854
Granite Construction
GVA
$5.62B
| $677K | ﹤0.01% |
13,612
+1,711
| +14% | +$83.2K |
|
1855
Kirby Corp
KEX
$6.93B
| $677K | ﹤0.01% |
10,898
-16,606
| -60% | -$953K |
|
|
AEPI
1856
DELISTED
AEP Industries Inc
AEPI
| $677K | ﹤0.01% |
6,190
-11,448
| -65% | -$1.07M |
|
|
GOOD
1857
Gladstone Commercial Corp
GOOD
$627M
| $673K | ﹤0.01% |
36,118
+19,720
| +120% | +$355K |
|
1858
MDU Resources
MDU
$4.32B
| $673K | ﹤0.01% |
69,610
+27,022
| +63% | +$247K |
|
1859
Simpson Manufacturing
SSD
$8.16B
| $672K | ﹤0.01% |
15,296
+9,614
| +169% | +$409K |
|
|
HF
1860
DELISTED
HFF Inc.
HF
| $669K | ﹤0.01% |
24,166
+7,472
| +45% | +$207K |
|
1861
Vale
VALE
$62.6B
| $668K | ﹤0.01% |
121,422
+15,243
| +14% | +$83.6K |
|
|
WAGE
1862
DELISTED
WageWorks, Inc.
WAGE
| $662K | ﹤0.01% |
10,876
+6,926
| +175% | +$425K |
|
|
AFI
1863
DELISTED
Armstrong Flooring, Inc.
AFI
| $658K | ﹤0.01% |
34,859
+6,845
| +24% | +$131K |
|
1864
Grand Canyon Education
LOPE
$3.98B
| $653K | ﹤0.01% |
+16,174
| New | +$672K |
|
1865
S&T Bancorp
STBA
$1.79B
| $652K | ﹤0.01% |
22,507
-2,519
| -10% | -$67.9K |
|
|
OPLN
1866
Openlane
OPLN
$4.54B
| $650K | ﹤0.01% |
+39,810
| New | +$635K |
|
|
TWO
1867
Two Harbors Investment
TWO
$1.27B
| $647K | ﹤0.01% |
9,483
+1,062
| +13% | +$74.7K |
|
1868
Allegion
ALLE
$14.4B
| $643K | ﹤0.01% |
9,326
+1,275
| +16% | +$89.8K |
|
1869
Ironwood Pharmaceuticals
IRWD
$714M
| $641K | ﹤0.01% |
+48,170
| New | +$563K |
|
1870
PDF Solutions
PDFS
$2.07B
| $640K | ﹤0.01% |
35,239
+516
| +1% | +$8.41K |
|
|
DERM
1871
DELISTED
Dermira, Inc.
DERM
| $640K | ﹤0.01% |
18,934
+2,839
| +18% | +$91.4K |
|
|
PSG
1872
DELISTED
Performance Sports Group Ltd.
PSG
| $639K | ﹤0.01% |
157,543
-69,551
| -31% | -$216K |
|
|
CIM
1873
Chimera Investment
CIM
$1B
| $638K | ﹤0.01% |
13,346
+1,479
| +12% | +$72.4K |
|
|
STBZ
1874
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $636K | ﹤0.01% |
27,881
+3,156
| +13% | +$70.2K |
|
|
FCB
1875
DELISTED
FCB Financial Holdings, Inc.
FCB
| $627K | ﹤0.01% |
16,307
-15,083
| -48% | -$556K |
|
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.