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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
ALJ
2351
DELISTED
Alon USA Energy Inc
ALJ
– –
-41,127
Closed -$548K
ASCMA
2352
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
– –
-11,801
Closed -$181K
PSTB
2353
DELISTED
Park Sterling Corp.
PSTB
– –
-15,117
Closed -$180K
AWH
2354
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-166,758
Closed -$8.82M
NIHD
2355
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-377,302
Closed -$303K
AFAM
2356
DELISTED
Almost Family Inc
AFAM
– –
-3,469
Closed -$214K
MSFG
2357
DELISTED
MainSource Financial Group Inc
MSFG
– –
-25,950
Closed -$870K
SPLS
2358
DELISTED
Staples Inc
SPLS
– –
-5,208,907
Closed -$52.5M
FCH
2359
DELISTED
Felcor Lodging Trust
FCH
– –
-147,401
Closed -$1.06M
XTLY
2360
DELISTED
Xactly Corporation
XTLY
– –
-14,253
Closed -$223K
FRP
2361
DELISTED
Fairpoint Communications, Inc.
FRP
– –
-63,152
Closed -$989K
WOOF
2362
DELISTED
VCA Inc.
WOOF
– –
-2,329
Closed -$215K
SWFT
2363
DELISTED
Swift Transportation Company
SWFT
– –
-29,018
Closed -$769K
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.