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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
CFG icon
351
Citizens Financial Group
CFG
$30.5B
$57.4M 0.06%
1,368,403
+405,170
+42% +$15.8M
CVX icon
352
Chevron
CVX
$371B
$57.3M 0.06%
457,544
+150,387
+49% +$17.8M
SYK icon
353
Stryker
SYK
$129B
$56.9M 0.06%
367,361
+52,103
+17% +$7.95M
WCC
354
WESCO International
WCC
$18.1B
$56.6M 0.06%
830,898
+51,657
+7% +$3.23M
AVB icon
355
AvalonBay Communities
AVB
$26.6B
$56.3M 0.06%
315,662
+100,030
+46% +$18.2M
SYF icon
356
Synchrony
SYF
$25.6B
$56.2M 0.06%
1,454,951
-2,183,038
-60% -$74.7M
ODP
357
DELISTED
ODP
ODP
$55.9M 0.06%
1,580,123
+288,974
+22% +$10M
BAH icon
358
Booz Allen Hamilton
BAH
$8.89B
$55.8M 0.06%
1,463,923
+50,425
+4% +$1.91M
VSH icon
359
Vishay Intertechnology
VSH
$5.03B
$55.8M 0.06%
2,689,540
+568,168
+27% +$12.1M
ADP icon
360
Automatic Data Processing
ADP
$109B
$55.8M 0.06%
476,209
+282,578
+146% +$32.3M
FISV
361
Fiserv Inc
FISV
$28.9B
$55.7M 0.06%
850,096
+42,884
+5% +$2.77M
TCOM icon
362
Trip.com Group
TCOM
$29.1B
$55.7M 0.06%
1,262,881
+61,594
+5% +$2.94M
LULU icon
363
lululemon athletica
LULU
$14.2B
$55.4M 0.06%
705,190
+60,321
+9% +$4.02M
SNV
364
DELISTED
Synovus
SNV
$55.2M 0.06%
1,151,401
-200,626
-15% -$9.5M
FICO icon
365
Fair Isaac
FICO
$22.3B
$54.9M 0.06%
358,549
-12,188
-3% -$1.84M
APTV icon
366
Aptiv
APTV
$9.61B
$54.5M 0.06%
642,163
+223,235
+53% +$21.3M
IPGP icon
367
IPG Photonics
IPGP
$3.69B
$54.1M 0.06%
252,508
+229,668
+1,006% +$48.7M
PF
368
DELISTED
Pinnacle Foods, Inc.
PF
$54M 0.06%
907,689
-344,536
-28% -$19.4M
NEM icon
369
Newmont
NEM
$111B
$53.6M 0.06%
1,428,975
+475,683
+50% +$17.5M
IJH icon
370
iShares Core S&P Mid-Cap ETF
IJH
$125B
$53.3M 0.06%
1,403,430
+37,450
+3% +$1.38M
GME icon
371
GameStop
GME
$8.63B
$52.9M 0.06%
11,798,348
+704,300
+6% +$3.28M
WIT icon
372
Wipro
WIT
$19.7B
$52.9M 0.06%
25,786,389
-10,557,531
-29% -$21.1M
GE icon
373
GE Aerospace
GE
$389B
$52.8M 0.06%
630,818
-373,289
-37% -$35.6M
FNV icon
374
Franco-Nevada
FNV
$44.6B
$52.4M 0.06%
653,797
+178,798
+38% +$14.4M
DO
375
DELISTED
Diamond Offshore Drilling
DO
$52.4M 0.06%
2,817,815
+323,227
+13% +$5.26M
13 14
15
16 17

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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.