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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
INTU icon
151
Intuit
INTU
$88.5B
$150M 0.18%
1,051,004
-63,673
-6% -$8.79M
INFY icon
152
Infosys
INFY
$51B
$150M 0.18%
20,499,782
-4,333,758
-17% -$32.8M
RCL icon
153
Royal Caribbean
RCL
$87.1B
$149M 0.18%
1,255,871
+802,857
+177% +$93.9M
RY icon
154
Royal Bank of Canada
RY
$290B
$149M 0.18%
1,923,967
+253,523
+15% +$18.9M
CM icon
155
Canadian Imperial Bank of Commerce
CM
$108B
$148M 0.18%
3,390,764
-310,376
-8% -$13.3M
VMW
156
DELISTED
VMware, Inc
VMW
$148M 0.18%
1,350,792
+246,968
+22% +$24.4M
CRUS icon
157
Cirrus Logic
CRUS
$6.74B
$148M 0.18%
2,768,220
-53,654
-2% -$3.14M
EMN icon
158
Eastman Chemical
EMN
$8.45B
$147M 0.18%
1,628,387
-144,398
-8% -$12.3M
EXEL icon
159
Exelixis
EXEL
$14.1B
$146M 0.17%
6,017,941
+4,600,694
+325% +$122M
VIAB
160
DELISTED
Viacom Inc. Class B
VIAB
$143M 0.17%
5,103,370
+4,943,175
+3,086% +$152M
TEL icon
161
TE Connectivity
TEL
$62.9B
$143M 0.17%
1,716,855
+268,165
+19% +$21.6M
ACN icon
162
Accenture
ACN
$104B
$142M 0.17%
1,040,600
+187,492
+22% +$24.4M
DOX icon
163
Amdocs
DOX
$6.02B
$142M 0.17%
2,200,181
+48,896
+2% +$3.16M
JBLU icon
164
JetBlue
JBLU
$2.42B
$142M 0.17%
7,644,530
+1,581,368
+26% +$33.2M
SBUX icon
165
Starbucks
SBUX
$120B
$140M 0.17%
2,606,406
+1,228,106
+89% +$68.1M
AFG icon
166
American Financial Group
AFG
$11.7B
$139M 0.17%
1,336,358
+61,253
+5% +$6.23M
CC icon
167
Chemours
CC
$2.7B
$138M 0.16%
2,726,416
+1,007,507
+59% +$47.5M
AIZ icon
168
Assurant
AIZ
$13.9B
$137M 0.16%
1,420,388
-415,243
-23% -$41.5M
CVS icon
169
CVS Health
CVS
$133B
$134M 0.16%
1,644,612
+1,151,372
+233% +$91.1M
HAL icon
170
Halliburton
HAL
$27B
$133M 0.16%
2,896,210
+1,376,614
+91% +$57.7M
AKAM icon
171
Akamai
AKAM
$17.9B
$133M 0.16%
2,734,062
+208,711
+8% +$9.98M
ALXN
172
DELISTED
Alexion Pharmaceuticals
ALXN
$132M 0.16%
944,006
+615,598
+187% +$83.6M
KLAC icon
173
KLA
KLAC
$255B
$132M 0.16%
12,450,990
+3,411,960
+38% +$32.6M
FL
174
DELISTED
Foot Locker
FL
$131M 0.16%
3,726,517
+744,147
+25% +$31.3M
JBL icon
175
Jabil
JBL
$35.6B
$130M 0.16%
4,437,235
+156,821
+4% +$4.74M
5 6
7
8 9

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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.