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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
QLIK
2376
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-52,650
Closed -$1.56M
WIBC
2377
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-38,200
Closed -$398K
QIHU
2378
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-164,979
Closed -$12.1M
DWRE
2379
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-18,018
Closed -$1.35M
GAS
2380
DELISTED
AGL Resources Inc
GAS
– –
-42,210
Closed -$2.79M
IMH
2381
DELISTED
Impac Mortgage Holdings Inc.
IMH
– –
-16,597
Closed -$260K
CIT
2382
DELISTED
CIT Group Inc.
CIT
– –
-43,690
Closed -$1.39M
92 93 94 95
96

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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.