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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
MGA icon
126
Magna International
MGA
$18.7B
$211M 0.22%
3,704,299
+378,881
+11% +$20.8M
ARW icon
127
Arrow Electronics
ARW
$11.6B
$209M 0.22%
2,598,668
+491,611
+23% +$39.5M
INTU icon
128
Intuit
INTU
$88.5B
$208M 0.22%
1,315,833
+264,829
+25% +$40.4M
DOX icon
129
Amdocs
DOX
$6.02B
$207M 0.22%
3,167,162
+966,981
+44% +$62.8M
NSC icon
130
Norfolk Southern
NSC
$76.7B
$205M 0.22%
1,414,279
+512,350
+57% +$68.8M
SU icon
131
Suncor Energy
SU
$76.1B
$204M 0.21%
5,550,728
-482,908
-8% -$16.8M
CDNS icon
132
Cadence Design Systems
CDNS
$93.8B
$204M 0.21%
4,884,627
+1,951,358
+67% +$83.9M
CM icon
133
Canadian Imperial Bank of Commerce
CM
$108B
$202M 0.21%
4,121,424
+730,660
+22% +$33.3M
AIZ icon
134
Assurant
AIZ
$13.9B
$200M 0.21%
1,986,507
+566,119
+40% +$56M
JNPR
135
DELISTED
Juniper Networks
JNPR
$199M 0.21%
6,976,514
+285,042
+4% +$7.7M
CE icon
136
Celanese
CE
$4.96B
$198M 0.21%
1,847,504
+110,042
+6% +$11.7M
TEL icon
137
TE Connectivity
TEL
$62.9B
$197M 0.21%
2,075,269
+358,414
+21% +$33M
PM icon
138
Philip Morris
PM
$291B
$195M 0.21%
1,848,927
+217,577
+13% +$23.2M
CMI icon
139
Cummins
CMI
$87.8B
$195M 0.2%
1,103,587
-88,291
-7% -$15.1M
AFG icon
140
American Financial Group
AFG
$11.7B
$188M 0.2%
1,730,096
+393,738
+29% +$41.3M
OSK icon
141
Oshkosh
OSK
$9.68B
$185M 0.19%
2,039,056
-769,482
-27% -$67.4M
FNF icon
142
Fidelity National Financial
FNF
$13.9B
$185M 0.19%
4,894,049
+3,006,497
+159% +$110M
A icon
143
Agilent Technologies
A
$39.3B
$185M 0.19%
2,756,600
+1,218,166
+79% +$82.2M
MO icon
144
Altria Group
MO
$114B
$181M 0.19%
2,529,795
+97,641
+4% +$6.54M
VMW
145
DELISTED
VMware, Inc
VMW
$179M 0.19%
1,431,473
+80,681
+6% +$9.68M
MCD icon
146
McDonald's
MCD
$191B
$178M 0.19%
1,034,515
+252,394
+32% +$42.4M
CTSH icon
147
Cognizant
CTSH
$25.3B
$175M 0.18%
2,457,564
+1,048,442
+74% +$76.6M
CL icon
148
Colgate-Palmolive
CL
$73.8B
$174M 0.18%
2,310,256
+610,113
+36% +$44.5M
V icon
149
Visa
V
$690B
$173M 0.18%
1,519,702
+454,131
+43% +$50.2M
LLY icon
150
Eli Lilly
LLY
$995B
$173M 0.18%
2,051,011
+158,755
+8% +$13.5M
4 5
6
7 8

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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.