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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
AAPL icon
1
Apple
AAPL
$4.89T
$1.09B 1.3%
28,188,508
+434,944
+2% +$16.9M
MSFT icon
2
Microsoft
MSFT
$2.84T
$997M 1.19%
13,389,635
+5,247
+0% +$383K
GILD icon
3
Gilead Sciences
GILD
$161B
$982M 1.17%
12,116,303
+3,384,623
+39% +$259M
WMT icon
4
Walmart Inc
WMT
$871B
$745M 0.89%
28,424,730
+327,357
+1% +$8.59M
PFE icon
5
Pfizer
PFE
$140B
$745M 0.89%
21,985,460
+6,563,146
+43% +$211M
INTC icon
6
Intel
INTC
$464B
$725M 0.87%
19,038,276
+5,292,188
+38% +$188M
MRK icon
7
Merck
MRK
$324B
$724M 0.86%
11,851,796
+3,134,810
+36% +$190M
EBAY icon
8
eBay
EBAY
$48.6B
$722M 0.86%
18,773,252
-148,988
-0.8% -$5.42M
LYB icon
9
LyondellBasell Industries
LYB
$19.5B
$714M 0.85%
7,197,823
+2,862,808
+66% +$258M
META icon
10
Meta Platforms (Facebook)
META
$1.51T
$687M 0.82%
4,018,942
+1,630,298
+68% +$272M
BABA icon
11
Alibaba
BABA
$269B
$677M 0.81%
3,922,499
+38,240
+1% +$6.2M
JPM icon
12
JPMorgan Chase
JPM
$939B
$675M 0.81%
7,069,256
+189,513
+3% +$17.5M
MU icon
13
Micron Technology
MU
$1.04T
$663M 0.79%
16,854,025
+7,756,475
+85% +$245M
GOOGL icon
14
Alphabet (Google) Class A
GOOGL
$3.91T
$655M 0.78%
13,456,440
+2,225,160
+20% +$106M
ALL icon
15
Allstate
ALL
$66.9B
$645M 0.77%
7,018,966
+618,232
+10% +$56.2M
GM icon
16
General Motors
GM
$74.7B
$644M 0.77%
15,882,466
+8,874,720
+127% +$324M
JNJ icon
17
Johnson & Johnson
JNJ
$634B
$641M 0.77%
4,933,996
+19,782
+0.4% +$2.62M
BA icon
18
Boeing
BA
$165B
$635M 0.76%
2,499,851
-32,720
-1% -$7.63M
DIS icon
19
Walt Disney
DIS
$165B
$613M 0.73%
6,221,379
+3,308,901
+114% +$340M
ELV icon
20
Elevance Health
ELV
$81.9B
$609M 0.73%
3,205,652
+137,122
+4% +$26.1M
BIIB icon
21
Biogen
BIIB
$29.9B
$585M 0.7%
1,869,661
+565,002
+43% +$167M
HUM icon
22
Humana
HUM
$46.7B
$561M 0.67%
2,304,243
+754,619
+49% +$185M
AMGN icon
23
Amgen
AMGN
$203B
$546M 0.65%
2,927,024
+1,389,028
+90% +$246M
TSM icon
24
TSMC
TSM
$2.09T
$542M 0.65%
14,440,610
+1,041,699
+8% +$38M
BBY icon
25
Best Buy
BBY
$18B
$505M 0.6%
8,861,274
+3,765,234
+74% +$216M
1
2 3 4 5

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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.