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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
AVID
1076
DELISTED
Avid Technology Inc
AVID
$4.31M 0.01%
948,692
+57,025
+6% +$270K
AMAG
1077
DELISTED
AMAG Pharmaceuticals
AMAG
$4.3M 0.01%
233,319
-80,105
-26% -$1.49M
FFBC icon
1078
First Financial Bancorp
FFBC
$3.53B
$4.29M 0.01%
164,245
+6,049
+4% +$155K
PLAY icon
1079
Dave & Buster's
PLAY
$357M
$4.29M 0.01%
81,730
+2,050
+3% +$122K
CMG icon
1080
Chipotle Mexican Grill
CMG
$41.5B
$4.28M 0.01%
695,200
-295,100
-30% -$1.99M
TCBI icon
1081
Texas Capital Bancshares
TCBI
$4.32B
$4.25M 0.01%
49,588
-56,421
-53% -$4.38M
NRG icon
1082
NRG Energy
NRG
$24.8B
$4.25M 0.01%
166,150
+71,722
+76% +$1.7M
TRS icon
1083
TriMas Corp
TRS
$1.44B
$4.25M 0.01%
157,415
+45,661
+41% +$1.1M
VIA
1084
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$4.23M 0.01%
56,421
-4,649
-8% -$416K
IPGP icon
1085
IPG Photonics
IPGP
$3.84B
$4.23M 0.01%
22,840
+10,891
+91% +$1.81M
GPT
1086
DELISTED
Gramercy Property Trust
GPT
$4.21M 0.01%
139,101
+65,743
+90% +$1.97M
FORM icon
1087
FormFactor
FORM
$9.17B
$4.19M 0.01%
248,471
+197,179
+384% +$2.8M
SXC icon
1088
SunCoke Energy
SXC
$797M
$4.18M 0.01%
457,529
-205,713
-31% -$1.93M
SWN
1089
DELISTED
Southwestern Energy Company
SWN
$4.17M 0.01%
681,764
+279,150
+69% +$1.58M
AMSF icon
1090
AMERISAFE
AMSF
$540M
$4.15M 0.01%
71,282
-12,902
-15% -$724K
ZUMZ icon
1091
Zumiez
ZUMZ
$339M
$4.14M ﹤0.01%
228,786
+81,154
+55% +$1.1M
NBHC icon
1092
National Bank Holdings
NBHC
$1.9B
$4.14M ﹤0.01%
115,973
-8,668
-7% -$287K
MGLN
1093
DELISTED
Magellan Health Services, Inc.
MGLN
$4.13M ﹤0.01%
47,889
-3,352
-7% -$264K
TRST
1094
Trustco Bank Corp NY
TRST
$938M
$4.13M ﹤0.01%
92,721
-853
-0.9% -$34K
FFIC
1095
DELISTED
Flushing Financial
FFIC
$4.11M ﹤0.01%
138,419
-22,975
-14% -$642K
SWBI icon
1096
Smith & Wesson
SWBI
$637M
$4.11M ﹤0.01%
350,345
+78,048
+29% +$1.1M
JAZZ icon
1097
Jazz Pharmaceuticals
JAZZ
$16.7B
$4.1M ﹤0.01%
28,063
-4,661
-14% -$705K
FLO icon
1098
Flowers Foods
FLO
$1.57B
$4.1M ﹤0.01%
217,798
-13,266
-6% -$236K
SUM
1099
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$4.09M ﹤0.01%
131,712
+29,691
+29% +$842K
IVR icon
1100
Invesco Mortgage Capital
IVR
$805M
$4.07M ﹤0.01%
23,749
+1,197
+5% +$202K
42 43
44
45 46

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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.