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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
GNMK
2151
DELISTED
GenMark Diagnostics, Inc
GNMK
$223K ﹤0.01%
23,204
-16,649
-42% -$173K
ROX
2152
DELISTED
Castle Brands, Inc.
ROX
$219K ﹤0.01%
+163,062
New +$260K
AYR
2153
DELISTED
Aircastle Ltd
AYR
$218K ﹤0.01%
9,797
– –
NFBK
2154
DELISTED
Northfield Bancorp
NFBK
$216K ﹤0.01%
12,423
– –
AXON
2155
Axon Enterprise
AXON
$42.1B
$215K ﹤0.01%
9,500
-7,140
-43% -$167K
HAE icon
2156
Haemonetics
HAE
$3.86B
$214K ﹤0.01%
+4,764
New +$198K
VNDA icon
2157
Vanda Pharmaceuticals
VNDA
$308M
$213K ﹤0.01%
11,896
-13,477
-53% -$226K
CAMP
2158
DELISTED
CalAmp Corp.
CAMP
$213K ﹤0.01%
+399
New +$176K
ANF icon
2159
Abercrombie & Fitch
ANF
$4.91B
$212K ﹤0.01%
+14,692
New +$168K
STML
2160
DELISTED
Stemline Therapeutics, Inc.
STML
$212K ﹤0.01%
19,074
-6,488
-25% -$61K
FFWM
2161
DELISTED
First Foundation Inc
FFWM
$211K ﹤0.01%
+11,755
New +$199K
THC icon
2162
Tenet Healthcare
THC
$20.7B
$211K ﹤0.01%
+12,860
New +$218K
CVBF icon
2163
CVB Financial
CVBF
$4B
$210K ﹤0.01%
+8,687
New +$187K
RILY icon
2164
BRC Group Holdings
RILY
$292M
$209K ﹤0.01%
+12,270
New +$213K
TITN icon
2165
Titan Machinery
TITN
$448M
$206K ﹤0.01%
+13,241
New +$214K
BSFT
2166
DELISTED
BroadSoft, Inc.
BSFT
$205K ﹤0.01%
+4,084
New +$186K
CNDT icon
2167
Conduent
CNDT
$271M
$204K ﹤0.01%
13,021
-454,350
-97% -$7.42M
ECOL
2168
DELISTED
US Ecology, Inc.
ECOL
$204K ﹤0.01%
+3,783
New +$192K
KERX
2169
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$199K ﹤0.01%
+28,069
New +$202K
MBI icon
2170
MBIA
MBI
$269M
$197K ﹤0.01%
22,686
-7,134
-24% -$71.6K
TLGT
2171
DELISTED
Teligent, Inc
TLGT
$196K ﹤0.01%
+2,919
New +$214K
TGH
2172
DELISTED
Textainer Group Holdings limited
TGH
$194K ﹤0.01%
+11,295
New +$180K
BLCM
2173
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$192K ﹤0.01%
+1,666
New +$175K
ESIO
2174
DELISTED
Electro Scientific Industries
ESIO
$191K ﹤0.01%
+13,751
New +$149K
KW
2175
DELISTED
Kennedy-Wilson Holdings
KW
$190K ﹤0.01%
10,233
-1,000
-9% -$19.3K
85 86
87
88 89

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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.