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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
+7.05%
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
$105B
AUM Growth
+$5.25B
Cap. Flow
+$274M
Cap. Flow %
0.26%
Top 10 Hldgs %
13.27%
Holding
2,400
New
91
Increased
1,022
Reduced
1,069
Closed
146

Top Buys

Rank Stock Value
1
MU icon
Micron Technology
MU
+$619M
2
TGT icon
Target
TGT
+$465M
3
MSFT icon
Microsoft
MSFT
+$390M
4
PFE icon
Pfizer
PFE
+$353M
5
ADBE icon
Adobe
ADBE
+$348M

Top Sells

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$401M
2
ORCL icon
Oracle
ORCL
+$322M
3
EBAY icon
eBay
EBAY
+$235M
4
EXC icon
Exelon
EXC
+$232M
5
BKNG icon
Booking.com
BKNG
+$197M

Sector Composition

Rank Sector Weight
1 Technology 21.34%
2 Healthcare 16.51%
3 Consumer Discretionary 13.92%
4 Industrials 11.71%
5 Financials 9.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMN icon
201
Eastman Chemical
EMN
$8.42B
$118M 0.11%
1,233,295
-323,410
-21% -$32.1M
AEP icon
202
American Electric Power
AEP
$68.4B
$117M 0.11%
1,654,525
-136,177
-8% -$9.69M
CHRW icon
203
C.H. Robinson
CHRW
$17.5B
$116M 0.11%
1,180,160
+343,688
+41% +$32.2M
MSCI icon
204
MSCI
MSCI
$40.9B
$115M 0.11%
650,520
+50,074
+8% +$8.7M
ODFL icon
205
Old Dominion Freight Line
ODFL
$44.9B
$112M 0.11%
2,092,824
+395,898
+23% +$20M
PVH icon
206
PVH
PVH
$4.04B
$112M 0.11%
777,222
+356,158
+85% +$52.7M
LVS icon
207
Las Vegas Sands
LVS
$29.6B
$112M 0.11%
1,887,417
-1,466,059
-44% -$98.4M
SPG icon
208
Simon Property Group
SPG
$72.3B
$111M 0.11%
630,423
+23,001
+4% +$4.07M
PNW icon
209
Pinnacle West Capital
PNW
$12.2B
$111M 0.11%
1,397,256
-23,657
-2% -$1.9M
CNQ icon
210
Canadian Natural Resources
CNQ
$93.8B
$110M 0.11%
6,899,226
+2,940,642
+74% +$49.8M
DTE icon
211
DTE Energy
DTE
$29.1B
$108M 0.1%
1,166,867
-640,536
-35% -$59.7M
CMCSA icon
212
Comcast
CMCSA
$90B
$108M 0.1%
3,056,561
-1,226,829
-29% -$43.4M
URI icon
213
United Rentals
URI
$72.4B
$108M 0.1%
660,629
-423,668
-39% -$65.9M
ICUI icon
214
ICU Medical
ICUI
$4.61B
$108M 0.1%
382,179
+324,819
+566% +$95.1M
CRUS icon
215
Cirrus Logic
CRUS
$6.26B
$107M 0.1%
2,766,026
+52,377
+2% +$2.17M
ITT icon
216
ITT
ITT
$19.1B
$106M 0.1%
1,725,347
-341,925
-17% -$19.7M
NSC icon
217
Norfolk Southern
NSC
$75.1B
$106M 0.1%
585,463
-273,787
-32% -$46.8M
MOH icon
218
Molina Healthcare
MOH
$10.3B
$105M 0.1%
712,507
-265,164
-27% -$33.8M
AET
219
DELISTED
Aetna Inc
AET
$104M 0.1%
512,384
+18,248
+4% +$3.57M
CMI icon
220
Cummins
CMI
$88.7B
$103M 0.1%
707,361
-1,066,097
-60% -$150M
LH icon
221
Labcorp
LH
$25.9B
$103M 0.1%
691,828
-62,769
-8% -$9.55M
DAL icon
222
Delta Air Lines
DAL
$60.1B
$103M 0.1%
1,783,898
-2,719,348
-60% -$150M
BAC icon
223
Bank of America
BAC
$442B
$103M 0.1%
3,501,139
+1,752
+0.1% +$53.4K
KBH icon
224
KB Home
KBH
$3.59B
$103M 0.1%
4,304,081
-17,154
-0.4% -$430K
HUN icon
225
Huntsman Corp
HUN
$1.77B
$103M 0.1%
3,771,721
-2,150,094
-36% -$65.5M
7 8
9
10 11

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AQR Capital Management's Q3 2018 Portfolio in Review

As of Q3 2018, AQR Capital Management held 2,400 positions worth $105B, up 5.3% from $99.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

AQR Capital Management's Q3 2018 filing shows 91 new, 1,022 increased, 1,069 reduced and 146 closed positions. Its largest new stake was Bombardier Recreational Products: 908,172 shares worth $42.6M. The largest sale was Meta Platforms (Facebook), an estimated $401M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 20% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • AQR Capital Management's largest Q3 2018 buy was Bombardier Recreational Products: 908,172 shares worth $42.6M.
  • AQR Capital Management added most to Micron Technology in Q3 2018, an estimated $619M increase.
  • AQR Capital Management's biggest Q3 2018 reduction was Meta Platforms (Facebook), cutting an estimated $401M.
  • AQR Capital Management fully exited Verifone Systems Inc in Q3 2018, selling an estimated $25.9M.
  • AQR Capital Management's ten largest holdings make up 13% of its $105B portfolio in Q3 2018.
  • AQR Capital Management opened 91 new positions and closed 146 in Q3 2018.
  • AQR Capital Management's portfolio value rose 5.3% quarter-over-quarter to $105B.

Based on AQR Capital Management's 13F filing for Q3 2018, filed 14 Nov 2018.