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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
CERS icon
2176
Cerus
CERS
$474M
$181K ﹤0.01%
29,083
– –
INSM icon
2177
Insmed
INSM
$28.6B
$179K ﹤0.01%
12,350
-1,010
-8% -$12.6K
TROX icon
2178
Tronox
TROX
$1.04B
$177K ﹤0.01%
18,942
-5,770
-23% -$44.3K
PRMW
2179
DELISTED
Primo Water Corporation
PRMW
$174K ﹤0.01%
+14,384
New +$169K
MYCC
2180
DELISTED
ClubCorp Holdings, Inc.
MYCC
$164K ﹤0.01%
11,361
– –
SNOW
2181
DELISTED
Intrawest Resorts Holdings, Inc.
SNOW
$164K ﹤0.01%
+10,121
New +$154K
SPWH icon
2182
Sportsman's Warehouse
SPWH
$46M
$162K ﹤0.01%
15,403
-48,849
-76% -$492K
GCAP
2183
DELISTED
Gain Capital Holdings, Inc.
GCAP
$162K ﹤0.01%
26,214
– –
PFSW
2184
DELISTED
PFSweb, Inc.
PFSW
$162K ﹤0.01%
18,088
– –
EZPW icon
2185
Ezcorp Inc
EZPW
$1.71B
$161K ﹤0.01%
+14,533
New +$140K
AMCC
2186
DELISTED
Applied Micro Circuits Corporation New
AMCC
$161K ﹤0.01%
+23,174
New +$161K
ATRC icon
2187
AtriCure
ATRC
$2.11B
$159K ﹤0.01%
10,047
– –
CIO
2188
DELISTED
City Office REIT
CIO
$158K ﹤0.01%
+12,400
New +$163K
VATE icon
2189
INNOVATE Corp
VATE
$165M
$157K ﹤0.01%
2,886
– –
ACTA
2190
DELISTED
Actua Corp
ACTA
$157K ﹤0.01%
12,100
– –
PARR icon
2191
Par Pacific Holdings
PARR
$3.32B
$155K ﹤0.01%
11,878
-8,373
-41% -$117K
CECO icon
2192
Ceco Environmental
CECO
$4.14B
$154K ﹤0.01%
+13,684
New +$139K
SREV
2193
DELISTED
ServiceSource International, Inc.
SREV
$154K ﹤0.01%
31,532
– –
CNCE
2194
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$153K ﹤0.01%
15,125
-22,344
-60% -$244K
NGD
2195
DELISTED
New Gold Inc
NGD
$152K ﹤0.01%
35,180
-137,427
-80% -$685K
UAM
2196
DELISTED
Universal American Corp
UAM
$151K ﹤0.01%
19,738
– –
LMOS
2197
DELISTED
Lumos Networks Corp
LMOS
$147K ﹤0.01%
10,484
– –
YELL
2198
DELISTED
Yellow Corporation Common Stock
YELL
$146K ﹤0.01%
11,848
-12,651
-52% -$141K
CWST icon
2199
Casella Waste Systems
CWST
$5.69B
$144K ﹤0.01%
+13,943
New +$127K
VIVS
2200
VivoSim Labs
VIVS
$1.64M
$143K ﹤0.01%
158
-10
-6% -$9.79K
86 87
88
89 90

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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.