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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
IWV icon
101
iShares Russell 3000 ETF
IWV
$20.3B
$216M 0.26%
1,444,847
+37,268
+3% +$5.44M
SU icon
102
Suncor Energy
SU
$76.1B
$211M 0.25%
6,033,636
+3,107,850
+106% +$99.2M
ITUB icon
103
Itaú Unibanco
ITUB
$90.3B
$202M 0.24%
30,334,706
+6,422,781
+27% +$39.2M
C icon
104
Citigroup
C
$230B
$201M 0.24%
2,769,576
+192,075
+7% +$13.1M
CMI icon
105
Cummins
CMI
$87.8B
$201M 0.24%
1,191,878
-370,332
-24% -$59.9M
UNM icon
106
Unum
UNM
$14.5B
$198M 0.24%
3,862,640
-546,009
-12% -$26.6M
BMY icon
107
Bristol-Myers Squibb
BMY
$135B
$197M 0.23%
3,084,268
+832,608
+37% +$48.6M
MAN icon
108
ManpowerGroup
MAN
$2.55B
$196M 0.23%
1,637,331
-206,910
-11% -$23.2M
CPRI icon
109
Capri Holdings
CPRI
$1.9B
$195M 0.23%
4,080,695
-233,149
-5% -$9.47M
LNC icon
110
Lincoln National
LNC
$9B
$195M 0.23%
2,644,918
+928,119
+54% +$65.5M
TJX icon
111
TJX Companies
TJX
$174B
$194M 0.23%
5,275,568
+943,986
+22% +$33.6M
XOM icon
112
ExxonMobil
XOM
$638B
$192M 0.23%
2,342,264
+392,495
+20% +$31.2M
CAG icon
113
Conagra Brands
CAG
$7.18B
$191M 0.23%
5,583,385
-74,254
-1% -$2.52M
LOW icon
114
Lowe's Companies
LOW
$122B
$190M 0.23%
2,381,816
+1,518,424
+176% +$116M
HON icon
115
Honeywell
HON
$78.9B
$189M 0.23%
1,478,707
+364,160
+33% +$45.2M
NVR icon
116
NVR
NVR
$16.8B
$189M 0.23%
65,473
-1,345
-2% -$3.6M
CB icon
117
Chubb
CB
$134B
$187M 0.22%
1,308,441
+268,587
+26% +$38.9M
JNPR
118
DELISTED
Juniper Networks
JNPR
$186M 0.22%
6,691,472
+1,012,647
+18% +$28.4M
LVS icon
119
Las Vegas Sands
LVS
$29.8B
$185M 0.22%
2,876,026
+581,207
+25% +$36.1M
NFLX icon
120
Netflix
NFLX
$306B
$184M 0.22%
10,164,770
+8,287,630
+442% +$145M
AMP icon
121
Ameriprise Financial
AMP
$48.9B
$184M 0.22%
1,239,349
+512,886
+71% +$71.6M
AGO icon
122
Assured Guaranty
AGO
$3.67B
$183M 0.22%
4,838,701
+288,572
+6% +$12.4M
XRX icon
123
Xerox
XRX
$424M
$181M 0.22%
5,389,060
+404,620
+8% +$12.7M
CE icon
124
Celanese
CE
$4.96B
$181M 0.22%
1,737,462
+240,976
+16% +$23.7M
PM icon
125
Philip Morris
PM
$291B
$181M 0.22%
1,631,350
+649,435
+66% +$75.6M
3 4
5
6 7

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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.