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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
ALOG
1326
DELISTED
Analogic Corp
ALOG
$2.29M ﹤0.01%
27,396
-8,172
-23% -$596K
KNX icon
1327
Knight Transportation
KNX
$11.4B
$2.29M ﹤0.01%
+55,184
New +$2.09M
CAL icon
1328
Caleres
CAL
$487M
$2.28M ﹤0.01%
74,734
+5,694
+8% +$154K
SPTN
1329
DELISTED
SpartanNash
SPTN
$2.28M ﹤0.01%
86,356
-220,932
-72% -$5.68M
MPWR icon
1330
Monolithic Power Systems
MPWR
$68.9B
$2.28M ﹤0.01%
21,361
+376
+2% +$38.2K
BMTC
1331
DELISTED
Bryn Mawr Bank Corp
BMTC
$2.27M ﹤0.01%
51,782
-4,371
-8% -$182K
CHKP icon
1332
Check Point Software Technologies
CHKP
$13.1B
$2.27M ﹤0.01%
19,875
– –
BDC icon
1333
Belden
BDC
$5.19B
$2.25M ﹤0.01%
27,906
-26,093
-48% -$1.97M
ALLY icon
1334
Ally Financial
ALLY
$13.3B
$2.23M ﹤0.01%
91,872
+54,746
+147% +$1.22M
XNCR icon
1335
Xencor
XNCR
$1.55B
$2.22M ﹤0.01%
96,764
-45,525
-32% -$1.01M
NPTN
1336
DELISTED
NEOPHOTONICS CORP
NPTN
$2.21M ﹤0.01%
397,729
+115,836
+41% +$782K
CYS
1337
DELISTED
CYS Investments Inc.
CYS
$2.2M ﹤0.01%
254,388
– –
ABCO
1338
DELISTED
Advisory Board Co
ABCO
$2.19M ﹤0.01%
40,760
+32,776
+411% +$1.77M
MEET
1339
DELISTED
The Meet Group, Inc. Common Stock
MEET
$2.19M ﹤0.01%
600,643
-910,372
-60% -$3.88M
UPL
1340
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$2.17M ﹤0.01%
+250,827
New +$2.29M
NVRI icon
1341
Enviri
NVRI
$620M
$2.17M ﹤0.01%
103,918
-102,986
-50% -$1.76M
ARI
1342
Apollo Commercial Real Estate
ARI
$885M
$2.17M ﹤0.01%
119,609
+22,356
+23% +$405K
CASY icon
1343
Casey's General Stores
CASY
$30.9B
$2.16M ﹤0.01%
19,775
-152,573
-89% -$16.2M
OKE icon
1344
Oneok
OKE
$54.5B
$2.16M ﹤0.01%
38,960
-4,964
-11% -$268K
TROX icon
1345
Tronox
TROX
$1.04B
$2.16M ﹤0.01%
102,190
-74,098
-42% -$1.47M
HR icon
1346
Healthcare Realty
HR
$6.84B
$2.15M ﹤0.01%
72,079
-19,428
-21% -$590K
NUAN
1347
DELISTED
Nuance Communications, Inc.
NUAN
$2.15M ﹤0.01%
157,772
-260,117
-62% -$3.71M
PCMI
1348
DELISTED
PCM, Inc
PCMI
$2.15M ﹤0.01%
153,329
+137,780
+886% +$2.03M
ERIE icon
1349
Erie Indemnity
ERIE
$13.2B
$2.14M ﹤0.01%
17,714
-275
-2% -$33.6K
QSR icon
1350
Restaurant Brands International
QSR
$25.8B
$2.13M ﹤0.01%
33,398
-6,265
-16% -$387K
52 53
54
55 56

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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.