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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
UAL icon
76
United Airlines
UAL
$43B
$311M 0.33%
4,617,781
-527,419
-10% -$32.9M
ESRX
77
DELISTED
Express Scripts Holding Company
ESRX
$310M 0.33%
4,158,748
-10,140
-0.2% -$648K
DVN icon
78
Devon Energy
DVN
$50.8B
$309M 0.32%
7,469,424
+1,219,426
+20% +$46.1M
VLO icon
79
Valero Energy
VLO
$88.9B
$308M 0.32%
3,355,735
+1,371,514
+69% +$113M
KSS icon
80
Kohl's
KSS
$2.28B
$307M 0.32%
5,653,710
+1,735,405
+44% +$79.9M
TSS
81
DELISTED
Total System Services, Inc.
TSS
$303M 0.32%
3,830,514
+2,233,965
+140% +$162M
ADM icon
82
Archer Daniels Midland
ADM
$38.5B
$294M 0.31%
7,326,689
+284,354
+4% +$11.7M
VTRS icon
83
Viatris
VTRS
$20.6B
$291M 0.31%
6,879,263
+1,252,878
+22% +$47.9M
RCL icon
84
Royal Caribbean
RCL
$87.1B
$291M 0.31%
2,439,554
+1,183,683
+94% +$146M
UTHR icon
85
United Therapeutics
UTHR
$22B
$286M 0.3%
1,933,042
-246,958
-11% -$31.4M
BKNG icon
86
Booking.com
BKNG
$151B
$283M 0.3%
4,068,300
+860,825
+27% +$62.4M
LOW icon
87
Lowe's Companies
LOW
$122B
$281M 0.3%
3,024,229
+642,413
+27% +$53.1M
DFS
88
DELISTED
Discover Financial Services
DFS
$276M 0.29%
3,593,348
-820,305
-19% -$56.4M
CCL icon
89
Carnival Corporation Ltd
CCL
$40.5B
$275M 0.29%
4,140,517
+2,303,098
+125% +$153M
HON icon
90
Honeywell
HON
$78.9B
$273M 0.29%
1,972,058
+493,351
+33% +$66.2M
EA icon
91
Electronic Arts
EA
$52.9B
$272M 0.29%
2,590,789
+447,140
+21% +$49.7M
WCG
92
DELISTED
Wellcare Health Plans, Inc.
WCG
$270M 0.28%
1,345,016
-526,000
-28% -$102M
DRI icon
93
Darden Restaurants
DRI
$23.4B
$262M 0.27%
2,726,440
-162,459
-6% -$13.7M
STI
94
DELISTED
SunTrust Banks, Inc.
STI
$260M 0.27%
4,018,582
-2,579,327
-39% -$157M
NVR icon
95
NVR
NVR
$16.8B
$259M 0.27%
73,825
+8,352
+13% +$27.2M
INGR icon
96
Ingredion
INGR
$6.6B
$256M 0.27%
1,834,502
-81,775
-4% -$10.8M
UNP icon
97
Union Pacific
UNP
$176B
$256M 0.27%
1,905,705
-408,413
-18% -$49.3M
DAL icon
98
Delta Air Lines
DAL
$61B
$255M 0.27%
4,553,929
-124,148
-3% -$6.49M
NFLX icon
99
Netflix
NFLX
$306B
$254M 0.27%
13,246,560
+3,081,790
+30% +$59.3M
LNC icon
100
Lincoln National
LNC
$9B
$252M 0.26%
3,281,455
+636,537
+24% +$48.2M
2 3
4
5 6

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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.