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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
CMA
426
DELISTED
Comerica
CMA
$42.9M 0.05%
493,835
-212,004
-30% -$17.1M
MTG icon
427
MGIC Investment
MTG
$6.21B
$42.7M 0.04%
3,026,346
-284,296
-9% -$4M
AIG icon
428
American International
AIG
$42.4B
$42.6M 0.04%
714,284
-363,236
-34% -$22.3M
STAY
429
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$42.6M 0.04%
2,239,662
+95,375
+4% +$1.78M
DLX icon
430
Deluxe
DLX
$1.19B
$42.4M 0.04%
551,248
-20,147
-4% -$1.45M
YUMC icon
431
Yum China
YUMC
$16.5B
$42.2M 0.04%
1,053,913
+1,567
+0.1% +$64.5K
SAIC icon
432
Saic
SAIC
$5.25B
$42.1M 0.04%
549,350
-258,263
-32% -$18.7M
AWK icon
433
American Water Works
AWK
$26.8B
$41.8M 0.04%
457,054
+104,320
+30% +$9.22M
CHD icon
434
Church & Dwight Co
CHD
$24.5B
$41.7M 0.04%
831,154
+70,403
+9% +$3.3M
MNST icon
435
Monster Beverage
MNST
$92.1B
$41.6M 0.04%
1,313,062
+355,368
+37% +$10.6M
GHC icon
436
Graham Holdings Company
GHC
$5.06B
$41M 0.04%
73,431
-17,961
-20% -$10.2M
ENIA
437
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$40.8M 0.04%
3,652,179
-2,108,462
-37% -$22M
SPN
438
DELISTED
Superior Energy Services, Inc.
SPN
$40.5M 0.04%
420,732
+276,824
+192% +$25.7M
NWSA icon
439
News Corp Class A
NWSA
$16.1B
$40.4M 0.04%
2,494,456
+600,111
+32% +$8.98M
JKHY icon
440
Jack Henry & Associates
JKHY
$11.2B
$40.4M 0.04%
345,491
+2,406
+0.7% +$269K
DLR icon
441
Digital Realty Trust
DLR
$71.3B
$40.3M 0.04%
353,905
+119,798
+51% +$14.1M
EXPD icon
442
Expeditors International
EXPD
$23.2B
$40.2M 0.04%
621,375
+11,524
+2% +$706K
MCHP icon
443
Microchip Technology
MCHP
$40.4B
$40.1M 0.04%
913,530
+112,040
+14% +$5.07M
NTRS icon
444
Northern Trust
NTRS
$33.7B
$40M 0.04%
400,731
+213,445
+114% +$20.3M
EDU icon
445
New Oriental
EDU
$9.04B
$40M 0.04%
425,519
+6,501
+2% +$577K
FTNT icon
446
Fortinet
FTNT
$117B
$40M 0.04%
4,574,915
+1,387,565
+44% +$11.3M
SAM icon
447
Boston Beer
SAM
$1.88B
$39.8M 0.04%
208,005
+69,215
+50% +$12.4M
CNI icon
448
Canadian National Railway
CNI
$76.5B
$39.4M 0.04%
475,683
-163,378
-26% -$13.2M
TCF
449
DELISTED
TCF Financial Corporation
TCF
$39.2M 0.04%
1,913,618
-537,799
-22% -$10.1M
WLL
450
DELISTED
Whiting Petroleum Corporation
WLL
$39.1M 0.04%
+19,680
New +$34.5M
16 17
18
19 20

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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.