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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
+6.49%
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
$83.8B
AUM Growth
+$8.22B
Cap. Flow
+$4.02B
Cap. Flow %
4.8%
Top 10 Hldgs %
9.7%
Holding
2,363
New
175
Increased
947
Reduced
1,032
Closed
129

Top Buys

Rank Stock Value
1
WDC icon
Western Digital
WDC
+$358M
2
DIS icon
Walt Disney
DIS
+$340M
3
GM icon
General Motors
GM
+$324M
4
META icon
Meta Platforms (Facebook)
META
+$272M
5
GILD icon
Gilead Sciences
GILD
+$259M

Top Sells

Rank Stock Value
1
HPQ icon
HP
HPQ
+$216M
2
UNH icon
UnitedHealth
UNH
+$181M
3
TSN icon
Tyson Foods
TSN
+$179M
4
LLL
L3 Technologies, Inc.
LLL
+$154M
5
AMAT icon
Applied Materials
AMAT
+$151M

Sector Composition

Rank Sector Weight
1 Financials 16.31%
2 Technology 15.75%
3 Healthcare 14.58%
4 Industrials 13.31%
5 Consumer Discretionary 12.71%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CW icon
226
Curtiss-Wright
CW
$26.4B
$98.1M 0.12%
933,958
-84,668
-8% -$8.22M
BNY
227
Bank of New York Mellon
BNY
$108B
$97.2M 0.12%
1,825,928
-108,756
-6% -$5.71M
ON icon
228
ON Semiconductor
ON
$18.6B
$96.9M 0.12%
5,246,128
+3,694,919
+238% +$59.5M
DELL icon
229
Dell
DELL
$283B
$95.8M 0.11%
4,423,008
-1,022,560
-19% -$19.7M
UHS icon
230
Universal Health Services
UHS
$10.3B
$95.2M 0.11%
857,670
+248,321
+41% +$28M
AVT icon
231
Avnet
AVT
$7.94B
$95M 0.11%
2,404,295
+841,180
+54% +$32.2M
TWX
232
DELISTED
Time Warner Inc
TWX
$94.7M 0.11%
924,675
+11,186
+1% +$1.13M
BURL icon
233
Burlington
BURL
$23.4B
$94.4M 0.11%
989,055
-72,284
-7% -$6.34M
SPG icon
234
Simon Property Group
SPG
$71.9B
$93.4M 0.11%
579,829
+20,678
+4% +$3.3M
AMT icon
235
American Tower
AMT
$79.8B
$93.3M 0.11%
682,818
+29,915
+5% +$4.16M
ETN icon
236
Eaton
ETN
$174B
$92.7M 0.11%
1,206,714
+197,527
+20% +$14.9M
CAT icon
237
Caterpillar
CAT
$395B
$92M 0.11%
738,067
+381,682
+107% +$44M
MEOH icon
238
Methanex
MEOH
$4.21B
$91.9M 0.11%
1,828,134
+723,843
+66% +$34.1M
MRVL icon
239
Marvell Technology
MRVL
$189B
$91.8M 0.11%
5,127,869
-959,417
-16% -$16M
PPLI
240
People Inc
PPLI
$3.2B
$91.7M 0.11%
4,362,756
+802,007
+23% +$15.6M
HIG icon
241
Hartford Financial Services
HIG
$39.6B
$90.7M 0.11%
1,636,693
-181,431
-10% -$9.87M
BIG
242
DELISTED
Big Lots, Inc.
BIG
$89.9M 0.11%
1,659,865
+636,381
+62% +$31.4M
DXC icon
243
DXC Technology
DXC
$1.77B
$89.1M 0.11%
1,199,482
-1,394,572
-54% -$98.9M
CTXS
244
DELISTED
Citrix Systems Inc
CTXS
$88.9M 0.11%
1,157,522
-446,307
-28% -$34.7M
TECD
245
DELISTED
Tech Data Corp
TECD
$88.2M 0.11%
990,614
-417,254
-30% -$41.2M
PSA icon
246
Public Storage
PSA
$61.1B
$87.6M 0.1%
409,551
+51,368
+14% +$10.6M
CVG
247
DELISTED
Convergys
CVG
$87.6M 0.1%
3,383,740
-58,173
-2% -$1.4M
BIVV
248
DELISTED
Bioverativ Inc. Common Stock
BIVV
$87.5M 0.1%
1,532,988
+594,098
+63% +$34.8M
AVY icon
249
Avery Dennison
AVY
$13.2B
$86.9M 0.1%
883,473
-1,147,493
-56% -$108M
WSM icon
250
Williams-Sonoma
WSM
$29.1B
$86.6M 0.1%
3,412,724
+3,108,424
+1,021% +$72.3M
8 9
10
11 12

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AQR Capital Management's Q3 2017 Portfolio in Review

As of Q3 2017, AQR Capital Management held 2,363 positions worth $83.8B, up 11% from $75.6B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

AQR Capital Management deployed $4.02B of net new capital in Q3 2017, opening 175 new positions and adding to 947 existing holdings. Its largest new stake was Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share: 1,803,127 shares worth $69.6M.

By sector, the portfolio is most concentrated in Financials at 16% of assets, down from 17% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was HP, an estimated $216M trimmed.

  • AQR Capital Management's largest Q3 2017 buy was Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share: 1,803,127 shares worth $69.6M.
  • AQR Capital Management added most to Western Digital in Q3 2017, an estimated $358M increase.
  • AQR Capital Management's biggest Q3 2017 reduction was HP, cutting an estimated $216M.
  • AQR Capital Management fully exited Invesco QQQ Trust in Q3 2017, selling an estimated $98.7M.
  • AQR Capital Management's ten largest holdings make up 9.7% of its $83.8B portfolio in Q3 2017.
  • AQR Capital Management opened 175 new positions and closed 129 in Q3 2017.
  • AQR Capital Management's portfolio value rose 11% quarter-over-quarter to $83.8B.

Based on AQR Capital Management's 13F filing for Q3 2017, filed 14 Nov 2017.