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AQR Capital Management

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
Cap. Flow
+$6.43B
Cap. Flow %
9.84%
Top 10 Hldgs %
9.03%
Holding
2,383
New
194
Increased
1,282
Reduced
712
Closed
140

Top Buys

Rank Stock Value
1
AMAT icon
Applied Materials
AMAT
+$325M
2
INTC icon
Intel
INTC
+$193M
3
JNJ icon
Johnson & Johnson
JNJ
+$175M
4
HPQ icon
HP
HPQ
+$161M
5
XOM icon
ExxonMobil
XOM
+$134M

Top Sells

Rank Stock Value
1
YUM icon
Yum! Brands
YUM
+$126M
2
HCA icon
HCA Healthcare
HCA
+$106M
3
DINO icon
HF Sinclair
DINO
+$90.5M
4
CCL icon
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
ESE icon
1901
ESCO Technologies
ESE
$7.92B
$574K ﹤0.01%
+12,357
New +$545K
NXTM
1902
DELISTED
NxStage Medical Inc.
NXTM
$574K ﹤0.01%
22,966
+4,579
+25% +$107K
SHOR
1903
DELISTED
ShoreTel, Inc.
SHOR
$574K ﹤0.01%
71,748
-24,026
-25% -$188K
BBW icon
1904
Build-A-Bear
BBW
$462M
$572K ﹤0.01%
55,165
-30,803
-36% -$377K
ECOM
1905
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$571K ﹤0.01%
44,146
+24,668
+127% +$334K
LBTYK icon
1906
Liberty Global Class C
LBTYK
$3.49B
$569K ﹤0.01%
17,217
– –
ANDE icon
1907
Andersons Inc
ANDE
$2.22B
$564K ﹤0.01%
15,588
– –
FELE icon
1908
Franklin Electric
FELE
$4.84B
$563K ﹤0.01%
+13,831
New +$524K
MFA
1909
MFA Financial
MFA
$933M
$559K ﹤0.01%
18,696
+1,605
+9% +$48.7K
WTW icon
1910
Willis Towers Watson
WTW
$32B
$556K ﹤0.01%
4,187
-11,424
-73% -$1.42M
FMSA
1911
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$553K ﹤0.01%
+65,210
New +$484K
MATW icon
1912
Matthews International
MATW
$739M
$551K ﹤0.01%
9,065
+181
+2% +$10.9K
SPA
1913
DELISTED
Sparton
SPA
$549K ﹤0.01%
+20,889
New +$480K
GRP.U
1914
DELISTED
Granite Real Estate Investment Trust
GRP.U
$541K ﹤0.01%
17,729
+1,311
+8% +$40.7K
VA
1915
DELISTED
Virgin America Inc.
VA
$537K ﹤0.01%
10,044
– –
HASI icon
1916
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.2B
$536K ﹤0.01%
+22,944
New +$528K
YDKN
1917
DELISTED
Yadkin Financial Corporation
YDKN
$536K ﹤0.01%
20,381
– –
XTLY
1918
DELISTED
Xactly Corporation
XTLY
$536K ﹤0.01%
+36,427
New +$488K
FSM icon
1919
Fortuna Silver Mines
FSM
$3.07B
$535K ﹤0.01%
73,956
+19,869
+37% +$165K
NVAX icon
1920
Novavax
NVAX
$1.31B
$534K ﹤0.01%
12,842
+5,411
+73% +$699K
SIG icon
1921
Signet Jewelers
SIG
$3.76B
$532K ﹤0.01%
7,140
-49,206
-87% -$4.16M
FRGI
1922
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$531K ﹤0.01%
22,145
-5,118
-19% -$124K
SMRT
1923
DELISTED
Stein Mart Inc
SMRT
$531K ﹤0.01%
83,601
-367
-0.4% -$2.98K
EHTH icon
1924
eHealth
EHTH
$43.9M
$529K ﹤0.01%
+47,220
New +$555K
ALJ
1925
DELISTED
Alon USA Energy Inc
ALJ
$527K ﹤0.01%
65,413
-85,377
-57% -$633K
75 76
77
78 79

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VGA
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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.