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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
CI icon
51
Cigna
CI
$72.6B
$354M 0.42%
1,896,154
+520,200
+38% +$92.6M
LUV icon
52
Southwest Airlines
LUV
$23.7B
$346M 0.41%
6,182,908
+716,264
+13% +$40.2M
WM icon
53
Waste Management
WM
$89.4B
$346M 0.41%
4,412,708
-789,089
-15% -$60M
TXN icon
54
Texas Instruments
TXN
$256B
$344M 0.41%
3,840,027
-264,665
-6% -$21.8M
AET
55
DELISTED
Aetna Inc
AET
$344M 0.41%
2,160,841
-848,249
-28% -$133M
GOOG icon
56
Alphabet (Google) Class C
GOOG
$4.57T
$343M 0.41%
7,152,800
+319,680
+5% +$14.9M
ABBV icon
57
AbbVie
ABBV
$431B
$332M 0.4%
3,740,301
+2,845,510
+318% +$217M
CSCO icon
58
Cisco
CSCO
$475B
$332M 0.4%
9,860,016
-1,156,285
-10% -$36.8M
BRK.B icon
59
Berkshire Hathaway Class B
BRK.B
$1.11T
$331M 0.39%
1,805,145
+60,428
+3% +$10.7M
WCG
60
DELISTED
Wellcare Health Plans, Inc.
WCG
$321M 0.38%
1,871,016
-152,401
-8% -$26.7M
CNC icon
61
Centene
CNC
$31.6B
$321M 0.38%
6,633,390
-150,930
-2% -$6.5M
SPR
62
DELISTED
Spirit AeroSystems
SPR
$320M 0.38%
4,112,691
+129,170
+3% +$8.93M
UAL icon
63
United Airlines
UAL
$42.8B
$314M 0.37%
5,145,200
-1,466,603
-22% -$97.7M
T icon
64
AT&T
T
$158B
$309M 0.37%
10,429,332
+482,597
+5% +$13.7M
AEE icon
65
Ameren
AEE
$30.2B
$306M 0.37%
5,283,763
+527,180
+11% +$30.5M
LMT icon
66
Lockheed Martin
LMT
$135B
$305M 0.36%
983,427
+208,906
+27% +$62.3M
OC icon
67
Owens Corning
OC
$11.7B
$302M 0.36%
3,901,976
+747,908
+24% +$52.3M
ED icon
68
Consolidated Edison
ED
$39.8B
$301M 0.36%
3,736,411
-365,100
-9% -$30.2M
ADM icon
69
Archer Daniels Midland
ADM
$38.1B
$299M 0.36%
7,042,335
+588,619
+9% +$24.8M
AEP icon
70
American Electric Power
AEP
$69.7B
$297M 0.35%
4,222,137
-1,824,211
-30% -$130M
EIX icon
71
Edison International
EIX
$27.7B
$295M 0.35%
3,823,877
+160,452
+4% +$12.7M
CELG
72
DELISTED
Celgene Corp
CELG
$292M 0.35%
2,000,191
+1,142,163
+133% +$156M
VRTX icon
73
Vertex Pharmaceuticals
VRTX
$121B
$287M 0.34%
1,890,690
+1,046,806
+124% +$158M
DFS
74
DELISTED
Discover Financial Services
DFS
$285M 0.34%
4,413,653
+203,529
+5% +$12.3M
URI icon
75
United Rentals
URI
$71B
$283M 0.34%
2,043,383
+54,350
+3% +$6.49M
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.