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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
HELE icon
751
Helen of Troy
HELE
$692M
$11.1M 0.01%
115,550
-77,810
-40% -$7.17M
ESS icon
752
Essex Property Trust
ESS
$18.5B
$11.1M 0.01%
46,121
+7,768
+20% +$1.96M
FLR icon
753
Fluor
FLR
$7.99B
$11.1M 0.01%
215,210
-311,199
-59% -$14.5M
BLUE
754
DELISTED
bluebird bio
BLUE
$10.9M 0.01%
4,742
+662
+16% +$1.34M
ASIX icon
755
AdvanSix
ASIX
$442M
$10.9M 0.01%
258,369
-92
-0% -$3.94K
DNB
756
DELISTED
Dun & Bradstreet
DNB
$10.8M 0.01%
91,631
+1,014
+1% +$120K
WPX
757
DELISTED
WPX Energy, Inc.
WPX
$10.8M 0.01%
769,022
-157,356
-17% -$1.9M
CGNX icon
758
Cognex
CGNX
$11.3B
$10.8M 0.01%
176,662
+33,878
+24% +$2.16M
TEN
759
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$10.8M 0.01%
183,993
-19,404
-10% -$1.15M
BF.B icon
760
Brown-Forman Class B
BF.B
$13.1B
$10.8M 0.01%
244,595
-106,386
-30% -$4.06M
DLPH
761
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$10.7M 0.01%
+204,707
New +$10.6M
EFSC icon
762
Enterprise Financial Services Corp
EFSC
$2.39B
$10.7M 0.01%
237,801
-37,692
-14% -$1.65M
MSTR icon
763
Strategy Inc
MSTR
$37.7B
$10.7M 0.01%
817,530
+229,800
+39% +$3.09M
RUTH
764
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$10.7M 0.01%
495,494
-11,296
-2% -$237K
TRMB icon
765
Trimble
TRMB
$13.7B
$10.7M 0.01%
263,252
+186,669
+244% +$7.65M
NUE icon
766
Nucor
NUE
$62B
$10.6M 0.01%
167,065
-182,249
-52% -$10.7M
CRM icon
767
Salesforce
CRM
$157B
$10.6M 0.01%
103,872
+27,248
+36% +$2.78M
RPXC
768
DELISTED
RPX Corporation
RPXC
$10.6M 0.01%
790,070
+42,146
+6% +$557K
SCS
769
DELISTED
Steelcase
SCS
$10.6M 0.01%
698,197
+42,597
+6% +$626K
MKTX icon
770
MarketAxess Holdings
MKTX
$5.72B
$10.5M 0.01%
52,268
-67,889
-57% -$12.8M
MTN icon
771
Vail Resorts
MTN
$5.3B
$10.5M 0.01%
49,595
+2,471
+5% +$553K
HTO
772
H2O America
HTO
$2.63B
$10.5M 0.01%
164,771
-2,203
-1% -$139K
EXAS
773
DELISTED
Exact Sciences
EXAS
$10.5M 0.01%
199,337
-14,216
-7% -$759K
AZPN
774
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$10.4M 0.01%
156,811
+45,344
+41% +$3M
SCSC icon
775
Scansource
SCSC
$1.13B
$10.4M 0.01%
289,152
+5,475
+2% +$214K
29 30
31
32 33

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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.