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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
GHL
2301
DELISTED
Greenhill & Co., Inc.
GHL
– –
-87,309
Closed -$1.75M
CIR
2302
DELISTED
CIRCOR International, Inc
CIR
– –
-5,498
Closed -$326K
QUOT
2303
DELISTED
Quotient Technology Inc
QUOT
– –
-56,637
Closed -$651K
NUVA
2304
DELISTED
NuVasive, Inc.
NUVA
– –
-15,649
Closed -$1.2M
ISEE
2305
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-67,444
Closed -$173K
HZN
2306
DELISTED
Horizon Global Corporation
HZN
– –
-20,711
Closed -$297K
SWIR
2307
DELISTED
Sierra Wireless
SWIR
– –
-34,648
Closed -$972K
AGTC
2308
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-155,819
Closed -$795K
CLR
2309
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-56,019
Closed -$1.81M
ZEN
2310
DELISTED
ZENDESK INC
ZEN
– –
-9,635
Closed -$268K
GCP
2311
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-8,663
Closed -$264K
SREV
2312
DELISTED
ServiceSource International, Inc.
SREV
– –
-31,532
Closed -$122K
AFI
2313
DELISTED
Armstrong Flooring, Inc.
AFI
– –
-12,141
Closed -$218K
DISCK
2314
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-8,218
Closed -$207K
FLXN
2315
DELISTED
Flexion Therapeutics, Inc.
FLXN
– –
-18,347
Closed -$371K
LMNX
2316
DELISTED
Luminex Corp
LMNX
– –
-29,596
Closed -$625K
IPHI
2317
DELISTED
INPHI CORPORATION
IPHI
– –
-23,576
Closed -$809K
ACIA
2318
DELISTED
Acacia Communications Inc
ACIA
– –
-15,652
Closed -$649K
BMCH
2319
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-93,194
Closed -$2.04M
SDRL
2320
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-1,359
Closed -$131K
DERM
2321
DELISTED
Dermira, Inc.
DERM
– –
-10,485
Closed -$306K
MDCO
2322
DELISTED
Medicines Co
MDCO
– –
-14,772
Closed -$561K
SEMG
2323
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-11,897
Closed -$321K
EPE
2324
DELISTED
EP Energy Corporation
EPE
– –
-58,839
Closed -$215K
SGYP
2325
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-100,440
Closed -$447K
91 92
93
94 95

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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.