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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
+7.23%
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
$95.3B
AUM Growth
+$11.5B
Cap. Flow
+$6.3B
Cap. Flow %
6.61%
Top 10 Hldgs %
10.55%
Holding
2,349
New
115
Increased
1,048
Reduced
954
Closed
134

Top Buys

Rank Stock Value
1
META icon
Meta Platforms (Facebook)
META
+$511M
2
ORCL icon
Oracle
ORCL
+$454M
3
WDC icon
Western Digital
WDC
+$438M
4
LYB icon
LyondellBasell Industries
LYB
+$278M
5
CELG
Celgene Corp
CELG
+$268M

Top Sells

Rank Stock Value
1
AET
Aetna Inc
AET
+$265M
2
PCG icon
PG&E
PCG
+$220M
3
GM icon
General Motors
GM
+$192M
4
RF icon
Regions Financial
RF
+$174M
5
STI
SunTrust Banks, Inc.
STI
+$157M

Sector Composition

Rank Sector Weight
1 Technology 17.52%
2 Healthcare 14.52%
3 Financials 14.34%
4 Industrials 13.06%
5 Consumer Discretionary 12.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATVI
226
DELISTED
Activision Blizzard
ATVI
$108M 0.11%
1,700,807
+75,494
+5% +$4.77M
PSA icon
227
Public Storage
PSA
$61.1B
$107M 0.11%
514,214
+104,663
+26% +$22.1M
ETR icon
228
Entergy
ETR
$49.4B
$106M 0.11%
2,601,752
+532,410
+26% +$22.3M
CA
229
DELISTED
CA, Inc.
CA
$105M 0.11%
3,155,450
+718,275
+29% +$23.8M
CBOE icon
230
Cboe Global Markets
CBOE
$30.1B
$105M 0.11%
840,557
+330,512
+65% +$38.7M
SPG icon
231
Simon Property Group
SPG
$72.2B
$104M 0.11%
608,072
+28,243
+5% +$4.59M
NDAQ icon
232
Nasdaq
NDAQ
$52.3B
$104M 0.11%
4,057,581
+4,119
+0.1% +$104K
WSM icon
233
Williams-Sonoma
WSM
$29.1B
$104M 0.11%
4,018,868
+606,144
+18% +$15.5M
MFC icon
234
Manulife Financial
MFC
$74.3B
$104M 0.11%
4,960,594
+1,458,279
+42% +$30.3M
CW icon
235
Curtiss-Wright
CW
$26.8B
$104M 0.11%
851,280
-82,678
-9% -$9.75M
BR icon
236
Broadridge
BR
$18.7B
$103M 0.11%
1,138,259
+219,931
+24% +$19.2M
ITT icon
237
ITT
ITT
$19.6B
$102M 0.11%
1,916,845
+407,005
+27% +$20.4M
TD icon
238
Toronto Dominion Bank
TD
$200B
$102M 0.11%
1,739,790
-20,843
-1% -$1.19M
STT icon
239
State Street
STT
$51.8B
$102M 0.11%
1,045,878
-59,825
-5% -$5.72M
RJF icon
240
Raymond James Financial
RJF
$34.5B
$102M 0.11%
1,711,524
-165,815
-9% -$9.55M
CLX icon
241
Clorox
CLX
$12.8B
$102M 0.11%
683,409
+402,491
+143% +$54.8M
DE icon
242
Deere & Co
DE
$166B
$102M 0.11%
648,802
-26,368
-4% -$3.69M
DST
243
DELISTED
DST Systems Inc.
DST
$101M 0.11%
1,628,700
+52,698
+3% +$3.13M
TAP icon
244
Molson Coors Class B
TAP
$7.93B
$101M 0.11%
1,228,170
-295,669
-19% -$23.9M
HPE icon
245
Hewlett Packard
HPE
$69.7B
$101M 0.11%
7,012,131
-8,664,210
-55% -$123M
CME icon
246
CME Group
CME
$95.4B
$100M 0.11%
685,104
+94,992
+16% +$13.5M
TGNA
247
DELISTED
TEGNA Inc
TGNA
$99.8M 0.1%
7,086,374
+1,160,704
+20% +$15.2M
TECD
248
DELISTED
Tech Data Corp
TECD
$98.8M 0.1%
1,008,012
+17,398
+2% +$1.63M
AVT icon
249
Avnet
AVT
$8.02B
$98M 0.1%
2,473,022
+68,727
+3% +$2.75M
HDS
250
DELISTED
HD Supply Holdings, Inc.
HDS
$97.1M 0.1%
2,425,280
+2,273,777
+1,501% +$83.5M
8 9
10
11 12

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AQR Capital Management's Q4 2017 Portfolio in Review

As of Q4 2017, AQR Capital Management held 2,349 positions worth $95.3B, up 14% from $83.8B the previous quarter. Its ten largest holdings account for 11% of the portfolio.

AQR Capital Management deployed $6.3B of net new capital in Q4 2017, opening 115 new positions and adding to 1,048 existing holdings. Its largest new stake was Whiting Petroleum Corporation: 19,680 shares worth $39.1M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 16% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was Aetna Inc, an estimated $265M trimmed.

  • AQR Capital Management's largest Q4 2017 buy was Whiting Petroleum Corporation: 19,680 shares worth $39.1M.
  • AQR Capital Management added most to Meta Platforms (Facebook) in Q4 2017, an estimated $511M increase.
  • AQR Capital Management's biggest Q4 2017 reduction was Aetna Inc, cutting an estimated $265M.
  • AQR Capital Management fully exited Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share in Q4 2017, selling an estimated $69.6M.
  • AQR Capital Management's ten largest holdings make up 11% of its $95.3B portfolio in Q4 2017.
  • AQR Capital Management opened 115 new positions and closed 134 in Q4 2017.
  • AQR Capital Management's portfolio value rose 14% quarter-over-quarter to $95.3B.

Based on AQR Capital Management's 13F filing for Q4 2017, filed 14 Feb 2018.