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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
RTN
26
DELISTED
Raytheon Company
RTN
$502M 0.6%
2,691,410
-161,337
-6% -$28.4M
TRV icon
27
Travelers Companies
TRV
$77.8B
$494M 0.59%
4,014,941
+241,376
+6% +$30.1M
PG icon
28
Procter & Gamble
PG
$338B
$491M 0.59%
5,395,688
-743,110
-12% -$67.7M
NOC icon
29
Northrop Grumman
NOC
$77.6B
$484M 0.58%
1,682,873
-137,330
-8% -$37M
IBM icon
30
IBM
IBM
$213B
$480M 0.57%
3,457,330
+1,037,812
+43% +$145M
WDC icon
31
Western Digital
WDC
$181B
$479M 0.57%
7,341,663
+5,399,363
+278% +$358M
AFL icon
32
Aflac
AFL
$64.6B
$474M 0.57%
11,591,498
+392,778
+4% +$15.8M
UNH icon
33
UnitedHealth
UNH
$378B
$470M 0.56%
2,400,920
-936,088
-28% -$181M
EXC icon
34
Exelon
EXC
$47.1B
$463M 0.55%
17,211,303
+6,767,635
+65% +$181M
PEG icon
35
Public Service Enterprise Group
PEG
$38.2B
$448M 0.54%
9,684,912
+1,727,555
+22% +$78.2M
HII icon
36
Huntington Ingalls Industries
HII
$13B
$432M 0.52%
1,908,350
-190,834
-9% -$39.8M
PNC icon
37
PNC Financial Services
PNC
$100B
$426M 0.51%
3,145,840
-1,044,200
-25% -$134M
AMZN icon
38
Amazon
AMZN
$3.06T
$416M 0.5%
8,651,260
-1,693,780
-16% -$83.2M
MCK icon
39
McKesson
MCK
$99.6B
$415M 0.49%
2,679,721
+1,384,051
+107% +$216M
WFC icon
40
Wells Fargo
WFC
$262B
$410M 0.49%
7,428,270
+2,240,701
+43% +$119M
EG icon
41
Everest Group
EG
$14.5B
$401M 0.48%
1,753,999
+355,402
+25% +$89.6M
STI
42
DELISTED
SunTrust Banks, Inc.
STI
$395M 0.47%
6,597,909
+565,406
+9% +$32M
LEA icon
43
Lear
LEA
$6.48B
$392M 0.47%
2,257,092
+143,269
+7% +$21.7M
PEP icon
44
PepsiCo
PEP
$190B
$386M 0.46%
3,458,911
+70,896
+2% +$8.19M
AMAT icon
45
Applied Materials
AMAT
$409B
$383M 0.46%
7,360,043
-3,334,900
-31% -$151M
BAX icon
46
Baxter International
BAX
$14.2B
$362M 0.43%
5,775,540
+67,735
+1% +$4.18M
STLA icon
47
Stellantis
STLA
$21.7B
$361M 0.43%
20,141,830
-10,415,241
-34% -$144M
ORCL icon
48
Oracle
ORCL
$394B
$361M 0.43%
7,435,626
+3,534,782
+91% +$176M
PCG icon
49
PG&E
PCG
$37.9B
$360M 0.43%
5,287,556
+703,217
+15% +$48.2M
DTE icon
50
DTE Energy
DTE
$29.5B
$356M 0.42%
3,886,764
-627,957
-14% -$58.2M
1
2
3 4 5

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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.