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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
RMD icon
501
ResMed
RMD
$32.4B
$30.9M 0.03%
364,629
+66,416
+22% +$5.49M
ILMN icon
502
Illumina
ILMN
$29.3B
$30.3M 0.03%
142,789
+12,956
+10% +$2.67M
NAVI icon
503
Navient
NAVI
$892M
$30.3M 0.03%
2,267,518
-426,499
-16% -$5.39M
HUBB icon
504
Hubbell
HUBB
$26.8B
$30.1M 0.03%
222,624
-174,156
-44% -$21.7M
RL icon
505
Ralph Lauren
RL
$23.6B
$30.1M 0.03%
290,081
+15,203
+6% +$1.4M
ENS icon
506
EnerSys
ENS
$6.83B
$29.9M 0.03%
430,053
-4,769
-1% -$327K
TTM
507
DELISTED
Tata Motors Limited
TTM
$29.9M 0.03%
904,811
-423,818
-32% -$13.7M
USFD icon
508
US Foods
USFD
$23.6B
$29.9M 0.03%
935,924
+380,284
+68% +$10.8M
EMBJ
509
Embraer S.A. ADS
EMBJ
$12.8B
$29.8M 0.03%
1,246,445
+122,935
+11% +$2.52M
MSGS icon
510
Madison Square Garden
MSGS
$9.43B
$29.8M 0.03%
198,016
+108,784
+122% +$16.8M
WRK
511
DELISTED
WestRock Company
WRK
$29.5M 0.03%
466,494
-589,326
-56% -$35.8M
MTOR
512
DELISTED
MERITOR, Inc.
MTOR
$29.4M 0.03%
1,251,820
+223,739
+22% +$5.62M
GAP
513
The Gap Inc
GAP
$7.39B
$29.3M 0.03%
861,150
+71,552
+9% +$2.13M
KEY icon
514
KeyCorp
KEY
$24.3B
$29.2M 0.03%
1,446,916
-891,713
-38% -$16.8M
ALGN icon
515
Align Technology
ALGN
$12B
$29.1M 0.03%
130,895
+46,560
+55% +$10.6M
CERN
516
DELISTED
Cerner Corp
CERN
$28.8M 0.03%
427,361
+282,256
+195% +$19.5M
EMR icon
517
Emerson Electric
EMR
$87.5B
$28.5M 0.03%
409,348
+41,604
+11% +$2.7M
MTCH icon
518
Match Group
MTCH
$8.4B
$28.4M 0.03%
908,015
+716,886
+375% +$20.1M
KBR icon
519
KBR
KBR
$4.74B
$28.1M 0.03%
1,415,991
+1,351,330
+2,090% +$25.6M
IDXX icon
520
Idexx Laboratories
IDXX
$46.5B
$27.9M 0.03%
178,218
+44,695
+33% +$7.04M
SJR
521
DELISTED
Shaw Communications Inc.
SJR
$27.8M 0.03%
1,216,682
-164,701
-12% -$3.71M
PRI icon
522
Primerica
PRI
$10.2B
$27.7M 0.03%
273,146
+22,536
+9% +$2.15M
ODFL icon
523
Old Dominion Freight Line
ODFL
$43.8B
$27.7M 0.03%
631,404
-139,404
-18% -$5.61M
KT icon
524
KT
KT
$8.83B
$27.6M 0.03%
1,769,123
+439,570
+33% +$6.47M
AL
525
DELISTED
Air Lease Corp
AL
$27.5M 0.03%
570,841
+137,389
+32% +$6.03M
19 20
21
22 23

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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.