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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
EEM icon
2151
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$214K ﹤0.01%
5,702
-953
-14% -$34.8K
BMTC
2152
DELISTED
Bryn Mawr Bank Corp
BMTC
$213K ﹤0.01%
+6,643
New +$203K
GHL
2153
DELISTED
Greenhill & Co., Inc.
GHL
$211K ﹤0.01%
+8,972
New +$188K
FORR icon
2154
Forrester Research
FORR
$224M
$210K ﹤0.01%
+5,405
New +$214K
CKEC
2155
DELISTED
Carmike Cinemas Inc
CKEC
$209K ﹤0.01%
+6,398
New +$202K
KW
2156
DELISTED
Kennedy-Wilson Holdings
KW
$208K ﹤0.01%
9,219
-4,910
-35% -$104K
SLGN icon
2157
Silgan Holdings
SLGN
$4.41B
$208K ﹤0.01%
+8,242
New +$206K
USAK
2158
DELISTED
USA Truck Inc
USAK
$208K ﹤0.01%
20,279
-25,124
-55% -$356K
RDNT icon
2159
RadNet
RDNT
$5.69B
$207K ﹤0.01%
28,018
-23,304
-45% -$148K
SGBK
2160
DELISTED
Stonegate Bank
SGBK
$207K ﹤0.01%
6,130
-6,396
-51% -$207K
AAOI icon
2161
Applied Optoelectronics
AAOI
$11.5B
$205K ﹤0.01%
9,247
-32,282
-78% -$500K
TRVN
2162
DELISTED
Trevena, Inc.
TRVN
$205K ﹤0.01%
49
– –
VAL
2163
DELISTED
Valspar
VAL
$205K ﹤0.01%
1,934
– –
GSM icon
2164
FerroAtlántica
GSM
$839M
$202K ﹤0.01%
22,388
– –
NFBK
2165
DELISTED
Northfield Bancorp
NFBK
$201K ﹤0.01%
+12,455
New +$193K
LSXMK
2166
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$200K ﹤0.01%
+7,851
New +$198K
MBI icon
2167
MBIA
MBI
$260M
$195K ﹤0.01%
25,027
-76,952
-75% -$606K
CIVI
2168
DELISTED
Civitas Solutions, Inc.
CIVI
$190K ﹤0.01%
10,404
-3,846
-27% -$76.1K
SRGA
2169
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$189K ﹤0.01%
2,020
-3,472
-63% -$348K
HALO icon
2170
Halozyme
HALO
$12.2B
$188K ﹤0.01%
15,629
– –
APTS
2171
DELISTED
Preferred Apartment Communities, Inc.
APTS
$188K ﹤0.01%
+13,944
New +$199K
CLAR icon
2172
Clarus
CLAR
$143M
$187K ﹤0.01%
36,561
-21,598
-37% -$98.4K
SIGM
2173
DELISTED
Sigma Designs Inc
SIGM
$187K ﹤0.01%
24,019
-85,804
-78% -$622K
PRMW
2174
DELISTED
Primo Water Corporation
PRMW
$184K ﹤0.01%
+12,926
New +$198K
XCO
2175
DELISTED
Exco Resources
XCO
$184K ﹤0.01%
+11,434
New +$204K
85 86
87
88 89

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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.