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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
(+11%)
Cap. Flow
+$4.02B
Cap. Flow
% of AUM
4.8%
Top 10 Holdings %
Top 10 Hldgs %
9.7%
Holding
2,363
New
175
Increased
947
Reduced
1,032
Closed
129
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Western Digital
WDC
|
+$358M |
| 2 |
Walt Disney
DIS
|
+$340M |
| 3 |
General Motors
GM
|
+$324M |
| 4 |
Meta Platforms (Facebook)
META
|
+$272M |
| 5 |
Gilead Sciences
GILD
|
+$259M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HP
HPQ
|
+$216M |
| 2 |
UnitedHealth
UNH
|
+$181M |
| 3 |
Tyson Foods
TSN
|
+$179M |
| 4 |
LLL
L3 Technologies, Inc.
LLL
|
+$154M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
ITT
ITT
$19.2B
| $66.8M | 0.08% |
1,509,840
+121,307
| +9% | +$5M |
|
|
Y
302
DELISTED
Alleghany Corp
Y
| $66.8M | 0.08% |
120,571
+12,099
| +11% | +$7.06M |
|
303
American International
AIG
$42.4B
| $66.1M | 0.08% |
1,077,520
+462,289
| +75% | +$28.8M |
|
304
Trinity Industries
TRN
$2.47B
| $66.1M | 0.08% |
2,879,287
-10,550
| -0.4% | -$218K |
|
305
Costco
COST
$421B
| $66M | 0.08% |
401,691
-351,844
| -47% | -$55.3M |
|
306
Genpact
G
$6.13B
| $65.6M | 0.08% |
2,281,967
+425,258
| +23% | +$12.1M |
|
|
MXIM
307
DELISTED
Maxim Integrated Products
MXIM
| $65.5M | 0.08% |
1,373,907
-1,646,800
| -55% | -$75.5M |
|
308
Copa Holdings
CPA
$5.8B
| $64.8M | 0.08% |
520,544
+62,412
| +14% | +$7.89M |
|
309
Globe Life
GL
$14.4B
| $63.9M | 0.08% |
797,353
-36,054
| -4% | -$2.81M |
|
310
RTX Corp
RTX
$301B
| $63.9M | 0.08% |
874,498
+92,276
| +12% | +$6.83M |
|
311
Campbell Soup
CPB
$6.73B
| $63.9M | 0.08% |
1,364,292
-285,868
| -17% | -$14.5M |
|
312
Cintas
CTAS
$80.9B
| $63.4M | 0.08% |
1,757,384
-3,270,724
| -65% | -$109M |
|
313
Trip.com Group
TCOM
$29.1B
| $63.4M | 0.08% |
1,201,287
-8,359
| -0.7% | -$454K |
|
314
NextEra Energy
NEE
$176B
| $63.2M | 0.08% |
1,724,432
+313,080
| +22% | +$11.5M |
|
315
Invesco
IVZ
$14B
| $63.1M | 0.08% |
1,801,637
+463,452
| +35% | +$15.8M |
|
316
Worthington Enterprises
WOR
$2.83B
| $63M | 0.08% |
2,220,688
-353,966
| -14% | -$11M |
|
317
Quanta Services
PWR
$100B
| $62.5M | 0.07% |
1,664,924
+79,399
| +5% | +$2.78M |
|
|
SNV
318
DELISTED
Synovus
SNV
| $62.4M | 0.07% |
1,352,027
+69,592
| +5% | +$3.02M |
|
319
Fidelity National Financial
FNF
$14.1B
| $62.2M | 0.07% |
1,887,552
+1,428,697
| +311% | +$46.7M |
|
320
Teradyne
TER
$60.2B
| $61.9M | 0.07% |
1,660,762
+36,470
| +2% | +$1.26M |
|
321
Macy's
M
$6.61B
| $61.9M | 0.07% |
2,836,487
+204,611
| +8% | +$4.5M |
|
322
Rogers Communications
RCI
$18.7B
| $61.4M | 0.07% |
1,194,289
+11,422
| +1% | +$584K |
|
323
Oceaneering
OII
$4.9B
| $61.4M | 0.07% |
2,337,675
+399,336
| +21% | +$9.67M |
|
324
Brunswick
BC
$5.28B
| $61M | 0.07% |
1,090,046
-253,982
| -19% | -$14.3M |
|
|
AHL
325
DELISTED
ASPEN Insurance Holding Limited
AHL
| $61M | 0.07% |
1,494,159
+130,175
| +10% | +$6.02M |
|
Similar funds
VGA
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.