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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
TWX
251
DELISTED
Time Warner Inc
TWX
$95.6M 0.1%
1,045,436
+120,761
+13% +$11.4M
AGCO icon
252
AGCO
AGCO
$7.12B
$95.4M 0.1%
1,336,235
-18,083
-1% -$1.29M
BIVV
253
DELISTED
Bioverativ Inc. Common Stock
BIVV
$94.9M 0.1%
1,760,862
+227,874
+15% +$12.5M
CNO icon
254
CNO Financial Group
CNO
$5.14B
$93.8M 0.1%
3,800,912
+553,889
+17% +$13.5M
NTES icon
255
NetEase
NTES
$83.5B
$93.5M 0.1%
1,355,280
-1,715
-0.1% -$107K
JD icon
256
JD.com
JD
$44.3B
$93.5M 0.1%
2,257,910
+10,040
+0.4% +$395K
MBT
257
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$92.2M 0.1%
9,047,610
-7,284,702
-45% -$75.2M
BPOP icon
258
Popular Inc
BPOP
$11.2B
$91.9M 0.1%
2,590,092
-1,506,828
-37% -$52.1M
FDX icon
259
FedEx
FDX
$74.7B
$91.5M 0.1%
366,518
-186,631
-34% -$42.7M
CXT icon
260
Crane NXT
CXT
$3.13B
$91.2M 0.1%
2,941,471
-1,115,385
-27% -$32.6M
KDP icon
261
Keurig Dr Pepper
KDP
$41.3B
$90.8M 0.1%
935,137
-231,609
-20% -$20.8M
MXIM
262
DELISTED
Maxim Integrated Products
MXIM
$90.5M 0.1%
1,731,518
+357,611
+26% +$18.6M
BIG
263
DELISTED
Big Lots, Inc.
BIG
$90.3M 0.09%
1,608,230
-51,635
-3% -$2.8M
SYY icon
264
Sysco
SYY
$40.4B
$90.1M 0.09%
1,483,976
+534,305
+56% +$30.3M
EMN icon
265
Eastman Chemical
EMN
$8.4B
$89.9M 0.09%
970,918
-657,469
-40% -$59.7M
DELL icon
266
Dell
DELL
$283B
$89.5M 0.09%
3,923,072
-499,936
-11% -$11.3M
ROST icon
267
Ross Stores
ROST
$81.6B
$88.6M 0.09%
1,104,573
-673,857
-38% -$47.1M
NEE icon
268
NextEra Energy
NEE
$176B
$87M 0.09%
2,226,964
+502,532
+29% +$19.4M
BNS icon
269
Scotiabank
BNS
$108B
$86.8M 0.09%
1,340,453
-535,925
-29% -$34.7M
FFIV icon
270
F5
FFIV
$23.5B
$85.2M 0.09%
649,518
+47,468
+8% +$5.9M
PGR icon
271
Progressive
PGR
$125B
$85.1M 0.09%
1,510,942
-15,370
-1% -$795K
MUR icon
272
Murphy Oil
MUR
$4.74B
$84.7M 0.09%
2,726,843
+593,685
+28% +$16.5M
COST icon
273
Costco
COST
$421B
$84.5M 0.09%
454,252
+52,561
+13% +$9.07M
HUN icon
274
Huntsman Corp
HUN
$1.78B
$84.3M 0.09%
2,532,237
+2,229,297
+736% +$68.3M
SAFM
275
DELISTED
Sanderson Farms Inc
SAFM
$83.4M 0.09%
601,246
+437,400
+267% +$67.5M
9 10
11
12 13

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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.