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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
ESL
326
DELISTED
Esterline Technologies
ESL
$65.8M 0.07%
881,410
+267,111
+43% +$21.9M
CDK
327
DELISTED
CDK Global, Inc.
CDK
$65.1M 0.07%
913,613
+49,639
+6% +$3.33M
BC icon
328
Brunswick
BC
$5.28B
$64.6M 0.07%
1,169,882
+79,836
+7% +$4.34M
RS icon
329
Reliance Steel & Aluminium
RS
$21.3B
$64.4M 0.07%
750,230
-262,193
-26% -$20.6M
RF icon
330
Regions Financial
RF
$26.8B
$64M 0.07%
3,704,784
-10,886,635
-75% -$174M
DUK icon
331
Duke Energy
DUK
$96.6B
$63.9M 0.07%
760,280
-179,227
-19% -$15.7M
TWTR
332
DELISTED
Twitter, Inc.
TWTR
$63.8M 0.07%
2,658,501
+1,953,905
+277% +$40.1M
TROW icon
333
T. Rowe Price
TROW
$24.2B
$63.4M 0.07%
604,254
+235,507
+64% +$23M
QGEN icon
334
Qiagen
QGEN
$8.61B
$63.1M 0.07%
1,924,863
+364,950
+23% +$12.6M
FAF icon
335
First American
FAF
$7.67B
$63M 0.07%
1,123,937
+171,326
+18% +$9.22M
RTX icon
336
RTX Corp
RTX
$301B
$62.1M 0.07%
773,025
-101,473
-12% -$7.7M
QEP
337
DELISTED
QEP RESOURCES, INC.
QEP
$61.8M 0.06%
6,461,292
+1,327,956
+26% +$12M
WAT icon
338
Waters Corp
WAT
$39.2B
$61.6M 0.06%
319,043
+234,222
+276% +$45.2M
VAR
339
DELISTED
Varian Medical Systems, Inc.
VAR
$61.3M 0.06%
551,135
+136,028
+33% +$14.6M
MAS icon
340
Masco
MAS
$14.9B
$60.9M 0.06%
1,385,225
+115,401
+9% +$4.69M
PCG icon
341
PG&E
PCG
$37.4B
$60.6M 0.06%
1,351,751
-3,935,805
-74% -$220M
VRSN icon
342
VeriSign
VRSN
$26.4B
$60.2M 0.06%
525,621
+349,797
+199% +$39M
TEX icon
343
Terex
TEX
$7.47B
$59.9M 0.06%
1,243,096
+719,808
+138% +$33.1M
OXY icon
344
Occidental Petroleum
OXY
$55.7B
$59.2M 0.06%
803,307
+701,898
+692% +$47.6M
ACGL icon
345
Arch Capital
ACGL
$33.9B
$59.1M 0.06%
1,952,490
-315,507
-14% -$10.1M
AXS icon
346
AXIS Capital
AXS
$7.62B
$59M 0.06%
1,174,317
-895,985
-43% -$47.7M
GT icon
347
Goodyear
GT
$1.94B
$59M 0.06%
1,824,628
+118,512
+7% +$3.76M
TKR icon
348
Timken Company
TKR
$8.92B
$58.9M 0.06%
1,199,331
-275,859
-19% -$13.4M
OVV icon
349
Ovintiv
OVV
$16.6B
$58.8M 0.06%
879,196
+40,242
+5% +$2.37M
CAKE icon
350
Cheesecake Factory
CAKE
$5.34B
$58.6M 0.06%
1,217,094
-147,170
-11% -$6.69M
12 13
14
15 16

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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.