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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
STX icon
176
Seagate
STX
$199B
$130M 0.15%
3,909,166
+400,425
+11% +$13.6M
FDX icon
177
FedEx
FDX
$73.6B
$125M 0.15%
553,149
+208,228
+60% +$44.3M
TAP icon
178
Molson Coors Class B
TAP
$7.86B
$124M 0.15%
1,523,839
+460,113
+43% +$40.5M
CL icon
179
Colgate-Palmolive
CL
$73.9B
$124M 0.15%
1,700,143
+537,967
+46% +$38.8M
MCD icon
180
McDonald's
MCD
$194B
$123M 0.15%
782,121
-90,383
-10% -$14.2M
FLEX icon
181
Flex
FLEX
$46.4B
$122M 0.15%
9,779,511
-4,438,496
-31% -$54.7M
HSY icon
182
Hershey
HSY
$35.9B
$121M 0.14%
1,112,607
-92,877
-8% -$9.89M
TGT icon
183
Target
TGT
$67.1B
$121M 0.14%
2,047,687
+931,100
+83% +$52.1M
BNS icon
184
Scotiabank
BNS
$108B
$121M 0.14%
1,876,378
-335,972
-15% -$20.9M
NSC icon
185
Norfolk Southern
NSC
$76.7B
$119M 0.14%
901,929
+51,339
+6% +$6.24M
AXS icon
186
AXIS Capital
AXS
$7.58B
$119M 0.14%
2,070,302
+206,868
+11% +$12.8M
SPY icon
187
State Street SPDR S&P 500 ETF Trust
SPY
$821B
$119M 0.14%
473,092
-136,341
-22% -$33.6M
CCL icon
188
Carnival Corporation Ltd
CCL
$40.7B
$119M 0.14%
1,837,419
+681,311
+59% +$45.5M
SNPS icon
189
Synopsys
SNPS
$77.1B
$117M 0.14%
1,455,831
-505,664
-26% -$39.2M
GE icon
190
GE Aerospace
GE
$396B
$116M 0.14%
1,004,107
+570,704
+132% +$69M
CDNS icon
191
Cadence Design Systems
CDNS
$92.8B
$116M 0.14%
2,933,269
+926,832
+46% +$34.1M
CBT icon
192
Cabot Corp
CBT
$4.23B
$116M 0.14%
2,068,538
-185,967
-8% -$9.93M
HRB icon
193
H&R Block
HRB
$5.73B
$115M 0.14%
4,252,582
+71,049
+2% +$2.06M
ROST icon
194
Ross Stores
ROST
$81.1B
$115M 0.14%
1,778,430
-518,069
-23% -$29.8M
DD icon
195
DuPont de Nemours
DD
$19.7B
$114M 0.14%
651,636
-223,979
-26% -$37.4M
KO icon
196
Coca-Cola
KO
$373B
$114M 0.14%
2,534,332
+388,351
+18% +$17.7M
BBBY
197
DELISTED
Bed Bath & Beyond Inc
BBBY
$113M 0.14%
4,787,421
+2,697,848
+129% +$75.6M
BMO icon
198
Bank of Montreal
BMO
$127B
$113M 0.13%
1,494,224
-582,441
-28% -$43.4M
SYF icon
199
Synchrony
SYF
$25.8B
$113M 0.13%
3,637,989
+2,303,620
+173% +$68.9M
CXT icon
200
Crane NXT
CXT
$3.09B
$113M 0.13%
4,056,856
-662,807
-14% -$17.8M
6 7
8
9 10

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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.