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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
REGN icon
476
Regeneron Pharmaceuticals
REGN
$80.8B
$35.2M 0.04%
93,648
+45,447
+94% +$18.4M
ARCH
477
DELISTED
Arch Resources, Inc.
ARCH
$35M 0.04%
376,165
+88,262
+31% +$7.03M
CSL icon
478
Carlisle Companies
CSL
$15.4B
$35M 0.04%
308,319
-60,102
-16% -$6.56M
BDX icon
479
Becton Dickinson
BDX
$48.2B
$34.1M 0.04%
163,138
-55,250
-25% -$11.6M
PK icon
480
Park Hotels & Resorts
PK
$2.97B
$33.9M 0.04%
1,177,906
+142,206
+14% +$4.07M
OMC icon
481
Omnicom Group
OMC
$23.4B
$33.8M 0.04%
463,563
-268,686
-37% -$19.3M
MSA icon
482
Mine Safety
MSA
$7.49B
$33.7M 0.04%
434,653
+48,672
+13% +$3.88M
WMB icon
483
Williams Companies
WMB
$86.1B
$33.6M 0.04%
1,103,013
-615,946
-36% -$17.9M
LBTYK icon
484
Liberty Global Class C
LBTYK
$3.49B
$33.5M 0.04%
989,077
-707,013
-42% -$21.7M
ZNGA
485
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$33.5M 0.04%
8,363,638
+843,991
+11% +$3.29M
GRMN
486
Garmin
GRMN
$60B
$33.3M 0.04%
559,836
+405,321
+262% +$23.8M
MKC icon
487
McCormick & Company Non-Voting
MKC
$14.2B
$33.2M 0.03%
650,848
-277,566
-30% -$13.8M
ALK icon
488
Alaska Air
ALK
$5.58B
$32.9M 0.03%
447,583
-290,206
-39% -$20.6M
NKE icon
489
Nike
NKE
$61.9B
$32.7M 0.03%
522,953
-5,028
-1% -$289K
TXRH icon
490
Texas Roadhouse
TXRH
$13.7B
$32.6M 0.03%
617,914
-277,574
-31% -$14M
VC icon
491
Visteon
VC
$2.78B
$32.5M 0.03%
259,865
-21,136
-8% -$2.68M
WOR icon
492
Worthington Enterprises
WOR
$2.86B
$32.5M 0.03%
1,196,543
-1,024,145
-46% -$27.3M
VVC
493
DELISTED
Vectren Corporation
VVC
$32.4M 0.03%
498,723
-94,157
-16% -$6.32M
LDOS icon
494
Leidos
LDOS
$17.3B
$32.3M 0.03%
500,752
+51,261
+11% +$3.21M
WEC icon
495
WEC Energy
WEC
$35.1B
$32.2M 0.03%
483,997
+64,421
+15% +$4.32M
ANDV
496
DELISTED
Andeavor
ANDV
$32M 0.03%
279,975
+39,874
+17% +$4.29M
RDN icon
497
Radian Group
RDN
$4.93B
$31.9M 0.03%
1,546,414
-209,565
-12% -$4.32M
HE icon
498
Hawaiian Electric Industries
HE
$2.14B
$31.3M 0.03%
865,133
-285,914
-25% -$10.3M
WRB icon
499
W.R. Berkley
WRB
$26.6B
$31.1M 0.03%
1,466,647
+241,505
+20% +$4.94M
ADSK icon
500
Autodesk
ADSK
$52.6B
$30.9M 0.03%
294,985
-15,489
-5% -$1.81M
18 19
20
21 22

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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.