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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
AMX icon
201
America Movil
AMX
$74.7B
$126M 0.13%
7,352,344
+1,536,580
+26% +$26.8M
QVCGA
202
DELISTED
QVC Group Inc Series A
QVCGA
$126M 0.13%
106,326
+31,849
+43% +$36.9M
QCOM icon
203
Qualcomm
QCOM
$171B
$126M 0.13%
1,968,495
+1,775,055
+918% +$108M
INFY icon
204
Infosys
INFY
$51B
$125M 0.13%
15,418,766
-5,081,016
-25% -$38.6M
JBLU icon
205
JetBlue
JBLU
$2.42B
$123M 0.13%
5,492,325
-2,152,205
-28% -$44M
MA icon
206
Mastercard
MA
$500B
$120M 0.13%
793,592
+306,682
+63% +$45.6M
HSY icon
207
Hershey
HSY
$36B
$119M 0.12%
1,045,194
-67,413
-6% -$7.42M
ON icon
208
ON Semiconductor
ON
$31.4B
$119M 0.12%
5,659,885
+413,757
+8% +$8.44M
FLEX icon
209
Flex
FLEX
$46.8B
$118M 0.12%
8,738,639
-1,040,872
-11% -$14.1M
NUS icon
210
Nu Skin
NUS
$259M
$117M 0.12%
1,717,841
-56,661
-3% -$3.66M
CB icon
211
Chubb
CB
$134B
$117M 0.12%
797,707
-510,734
-39% -$76.3M
MDLZ icon
212
Mondelez International
MDLZ
$79.2B
$116M 0.12%
2,721,679
+140,415
+5% +$5.9M
TXT icon
213
Textron
TXT
$15.3B
$116M 0.12%
2,043,296
-772,561
-27% -$42.1M
TT icon
214
Trane Technologies
TT
$104B
$115M 0.12%
1,290,735
-1,472,155
-53% -$130M
FLIR
215
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$115M 0.12%
2,457,923
+434,662
+21% +$19.8M
BSAC icon
216
Banco Santander Chile
BSAC
$16.4B
$114M 0.12%
3,643,073
-44,055
-1% -$1.32M
SWN
217
DELISTED
Southwestern Energy Company
SWN
$113M 0.12%
20,271,133
+19,589,369
+2,873% +$114M
SPY icon
218
State Street SPDR S&P 500 ETF Trust
SPY
$821B
$112M 0.12%
420,870
-52,222
-11% -$13.6M
CBT icon
219
Cabot Corp
CBT
$4.23B
$112M 0.12%
1,820,822
-247,716
-12% -$14.9M
AET
220
DELISTED
Aetna Inc
AET
$112M 0.12%
618,180
-1,542,661
-71% -$265M
HPQ icon
221
HP
HPQ
$26.4B
$110M 0.12%
5,238,009
+203,545
+4% +$4.33M
DHR icon
222
Danaher
DHR
$137B
$110M 0.12%
1,333,369
+298,595
+29% +$24.3M
SNX icon
223
TD Synnex
SNX
$21.1B
$109M 0.11%
1,609,092
-172,640
-10% -$11.4M
AMT icon
224
American Tower
AMT
$81.7B
$109M 0.11%
764,223
+81,405
+12% +$11.6M
F icon
225
Ford
F
$56.8B
$109M 0.11%
8,725,018
+4,008,333
+85% +$49.4M
7 8
9
10 11

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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.