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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
VNET
2226
VNET Group
VNET
$2B
$93K ﹤0.01%
16,414
– –
CDMO
2227
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$86K ﹤0.01%
27,286
+2
+0% +$8
HMY icon
2228
Harmony Gold Mining
HMY
$11.3B
$82K ﹤0.01%
44,924
-14,730
-25% -$27K
SFS
2229
DELISTED
Smart & Final Stores, Inc.
SFS
$80K ﹤0.01%
+10,128
New +$77.9K
ORN icon
2230
Orion Group Holdings
ORN
$410M
$78K ﹤0.01%
11,898
-8,406
-41% -$53.4K
PKD
2231
DELISTED
Parker Drilling Company
PKD
$73K ﹤0.01%
4,444
-6,278
-59% -$114K
QHC
2232
DELISTED
Quorum Health Corporation
QHC
$59K ﹤0.01%
11,355
-165,002
-94% -$671K
MTNB icon
2233
Matinas BioPharma
MTNB
$1.72M
$19K ﹤0.01%
+289
New +$19.3K
OBE
2234
Obsidian Energy
OBE
$640M
$14K ﹤0.01%
1,970
– –
AAP icon
2235
Advance Auto Parts
AAP
$3.49B
– –
-2,719
Closed -$317K
ACTG icon
2236
Acacia Research
ACTG
$451M
– –
-52,730
Closed -$216K
ADEA icon
2237
Adeia
ADEA
$3.12B
– –
-169,034
Closed -$1.33M
AGEN
2238
Agenus
AGEN
$312M
– –
-1,625
Closed -$125K
ALSN icon
2239
Allison Transmission
ALSN
$9.64B
– –
-449,584
Closed -$16.9M
AMC icon
2240
AMC Entertainment Holdings
AMC
$2.29B
– –
-1,160
Closed -$264K
ANIP icon
2241
ANI Pharmaceuticals
ANIP
$1.88B
– –
-5,264
Closed -$246K
ARR
2242
Armour Residential REIT
ARR
$2.34B
– –
-3,662
Closed -$458K
ASPS icon
2243
Altisource Portfolio Solutions
ASPS
$66M
– –
-2,525
Closed -$441K
BANC icon
2244
Banc of California
BANC
$3.01B
– –
-10,120
Closed -$218K
BFAM icon
2245
Bright Horizons
BFAM
$3.89B
– –
-7,265
Closed -$561K
BGS icon
2246
B&G Foods
BGS
$278M
– –
-7,447
Closed -$265K
CAR icon
2247
Avis
CAR
$4.89B
– –
-22,128
Closed -$603K
COOP
2248
DELISTED
Mr. Cooper
COOP
– –
-16,604
Closed -$249K
DLTH icon
2249
Duluth Holdings
DLTH
$158M
– –
-10,258
Closed -$187K
DNOW icon
2250
DNOW Inc
DNOW
$2.81B
– –
-133,332
Closed -$2.14M
88 89
90
91 92

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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.