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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
COF icon
76
Capital One
COF
$134B
$280M 0.33%
3,312,339
+428,377
+15% +$35.3M
DHI icon
77
D.R. Horton
DHI
$41B
$273M 0.33%
6,829,826
-918,146
-12% -$33.5M
HD icon
78
Home Depot
HD
$339B
$272M 0.32%
1,663,483
+292,664
+21% +$44.9M
RGA icon
79
Reinsurance Group of America
RGA
$15.5B
$271M 0.32%
1,935,017
+135,626
+8% +$18.3M
UNP icon
80
Union Pacific
UNP
$173B
$269M 0.32%
2,314,118
+431,189
+23% +$46.2M
ESRX
81
DELISTED
Express Scripts Holding Company
ESRX
$265M 0.32%
4,168,888
+2,678,648
+180% +$166M
LRCX icon
82
Lam Research
LRCX
$398B
$259M 0.31%
13,982,450
+565,020
+4% +$9.17M
UTHR icon
83
United Therapeutics
UTHR
$21.9B
$258M 0.31%
2,180,000
-9,201
-0.4% -$1.18M
EA icon
84
Electronic Arts
EA
$53B
$253M 0.3%
2,143,649
+386,494
+22% +$44.8M
CMCSA icon
85
Comcast
CMCSA
$87.2B
$248M 0.3%
6,441,084
+1,238,168
+24% +$48.8M
TT icon
86
Trane Technologies
TT
$101B
$246M 0.29%
2,762,890
-619,116
-18% -$54.7M
BKNG icon
87
Booking.com
BKNG
$151B
$235M 0.28%
3,207,475
+2,264,000
+240% +$172M
SWKS icon
88
Skyworks Solutions
SWKS
$9.22B
$234M 0.28%
2,295,679
+48,555
+2% +$5.04M
OSK icon
89
Oshkosh
OSK
$9.16B
$232M 0.28%
2,808,538
-93,632
-3% -$6.88M
INGR icon
90
Ingredion
INGR
$6.33B
$231M 0.28%
1,916,277
+64,337
+3% +$7.84M
GS icon
91
Goldman Sachs
GS
$303B
$231M 0.28%
973,937
+173,060
+22% +$39M
HPE icon
92
Hewlett Packard
HPE
$69.4B
$231M 0.28%
15,676,341
-9,810,441
-38% -$134M
DVN icon
93
Devon Energy
DVN
$51.4B
$229M 0.27%
6,249,998
+3,272,996
+110% +$106M
BIDU icon
94
Baidu
BIDU
$38.2B
$229M 0.27%
924,063
-8,173
-0.9% -$1.78M
DRI icon
95
Darden Restaurants
DRI
$23.6B
$228M 0.27%
2,888,899
+245,252
+9% +$20.7M
DAL icon
96
Delta Air Lines
DAL
$60.2B
$226M 0.27%
4,678,077
-2,289,361
-33% -$114M
VZ icon
97
Verizon
VZ
$195B
$225M 0.27%
4,540,945
-407,023
-8% -$19.2M
RF icon
98
Regions Financial
RF
$26.9B
$223M 0.27%
14,591,419
+3,490,534
+31% +$50.2M
USB icon
99
US Bancorp
USB
$99.6B
$219M 0.26%
4,058,244
+325,659
+9% +$17M
TSN icon
100
Tyson Foods
TSN
$21B
$218M 0.26%
3,095,305
-2,800,700
-48% -$179M
2 3
4
5 6

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VGA
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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.