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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 | |
|---|---|---|---|---|---|---|
501
Rockwell Automation
ROK
$49.1B
| $29.4M | 0.04% |
165,017
-185,437
| -53% | -$30.9M |
|
502
J.M. Smucker
SJM
$12.9B
| $29M | 0.03% |
276,353
-112,828
| -29% | -$12.9M |
|
503
Park Hotels & Resorts
PK
$2.98B
| $28.5M | 0.03% |
1,035,700
+1,011,603
| +4,198% | +$27.1M |
|
|
TIF
504
DELISTED
Tiffany & Co.
TIF
| $28.5M | 0.03% |
310,974
+215,219
| +225% | +$19.7M |
|
505
American Water Works
AWK
$27B
| $28.5M | 0.03% |
352,734
-20,669
| -6% | -$1.67M |
|
506
Healthpeak Properties
DOC
$14.7B
| $28.4M | 0.03% |
1,022,229
+407,897
| +66% | +$12.3M |
|
507
Alcoa
AA
$13.2B
| $28.4M | 0.03% |
610,120
-291,997
| -32% | -$11.7M |
|
|
ZNGA
508
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $28.4M | 0.03% |
7,519,647
-1,171,662
| -13% | -$4.32M |
|
509
ConocoPhillips
COP
$142B
| $28.3M | 0.03% |
566,319
+111,944
| +25% | +$5.03M |
|
510
Old Dominion Freight Line
ODFL
$45.1B
| $28.3M | 0.03% |
770,808
+13,533
| +2% | +$447K |
|
511
Sanmina
SANM
$11B
| $28.1M | 0.03% |
757,696
-6,910
| -0.9% | -$258K |
|
512
General Mills
GIS
$19.5B
| $28.1M | 0.03% |
542,351
-154,437
| -22% | -$8.47M |
|
513
Digital Realty Trust
DLR
$71.9B
| $27.7M | 0.03% |
234,107
+22,901
| +11% | +$2.65M |
|
514
Nike
NKE
$62.2B
| $27.4M | 0.03% |
527,981
-33,655
| -6% | -$1.89M |
|
515
West Pharmaceutical
WST
$24.9B
| $27.1M | 0.03% |
281,622
-37,298
| -12% | -$3.37M |
|
516
Nabors Industries
NBR
$1.23B
| $27M | 0.03% |
66,912
-611
| -0.9% | -$224K |
|
517
Rollins
ROL
$18B
| $26.8M | 0.03% |
1,308,031
+674,503
| +106% | +$13M |
|
518
Enovis
ENOV
$1.5B
| $26.8M | 0.03% |
373,928
+313,648
| +520% | +$21.8M |
|
|
MTOR
519
DELISTED
MERITOR, Inc.
MTOR
| $26.7M | 0.03% |
1,028,081
-193,503
| -16% | -$3.84M |
|
520
Leidos
LDOS
$17.2B
| $26.6M | 0.03% |
449,491
-698,422
| -61% | -$38.9M |
|
|
SAFM
521
DELISTED
Sanderson Farms Inc
SAFM
| $26.5M | 0.03% |
163,846
+13,768
| +9% | +$1.91M |
|
522
Monster Beverage
MNST
$88.6B
| $26.5M | 0.03% |
957,694
-727,632
| -43% | -$19.6M |
|
523
Quest Diagnostics
DGX
$26.3B
| $26.4M | 0.03% |
281,779
-475,160
| -63% | -$50.4M |
|
524
WEC Energy
WEC
$35.3B
| $26.3M | 0.03% |
419,576
+35,967
| +9% | +$2.29M |
|
525
Dominion Energy
D
$59.5B
| $26.3M | 0.03% |
342,275
+9,504
| +3% | +$739K |
|
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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.