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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
RACE icon
601
Ferrari
RACE
$72.3B
$20.6M 0.02%
196,418
+34,575
+21% +$3.84M
SCCO icon
602
Southern Copper
SCCO
$165B
$20.6M 0.02%
468,107
+9,952
+2% +$400K
SINA
603
DELISTED
Sina Corp
SINA
$20.4M 0.02%
203,840
+4,931
+2% +$526K
AMCX icon
604
AMC Global Media
AMCX
$495M
$20.3M 0.02%
374,677
+13,277
+4% +$709K
SANM icon
605
Sanmina
SANM
$10.8B
$20.1M 0.02%
608,009
-149,687
-20% -$5.23M
MET icon
606
MetLife
MET
$62.5B
$19.9M 0.02%
393,290
-223,611
-36% -$11.8M
HGV icon
607
Hilton Grand Vacations
HGV
$3.53B
$19.9M 0.02%
473,528
+129,292
+38% +$5.26M
CLF icon
608
Cleveland-Cliffs
CLF
$6.94B
$19.7M 0.02%
2,726,644
-577
-0% -$3.84K
ATO icon
609
Atmos Energy
ATO
$29B
$19.6M 0.02%
228,494
-227,009
-50% -$20M
AON icon
610
Aon
AON
$76.4B
$19.6M 0.02%
146,016
+32,588
+29% +$4.64M
CTLT
611
DELISTED
CATALENT, INC.
CTLT
$19.5M 0.02%
474,941
+348,901
+277% +$14.2M
DF
612
DELISTED
Dean Foods Company
DF
$19.4M 0.02%
1,679,713
-156,100
-9% -$1.66M
MRO
613
DELISTED
Marathon Oil Corporation
MRO
$19.3M 0.02%
1,139,048
+1,109,830
+3,798% +$16.5M
WTFC icon
614
Wintrust Financial
WTFC
$10.7B
$19.3M 0.02%
233,748
+48,741
+26% +$3.92M
MKL icon
615
Markel Group
MKL
$23.2B
$19.2M 0.02%
16,858
+7,131
+73% +$7.8M
BERY
616
DELISTED
Berry Global Group, Inc.
BERY
$19.1M 0.02%
355,103
+162,587
+84% +$8.85M
GWW icon
617
W.W. Grainger
GWW
$60.8B
$19.1M 0.02%
80,834
+4,777
+6% +$988K
MZTI
618
The Marzetti Company
MZTI
$3.04B
$19.1M 0.02%
147,456
+2,338
+2% +$295K
BCO icon
619
Brink's
BCO
$4.67B
$19M 0.02%
241,903
+136,715
+130% +$11.1M
FTV icon
620
Fortive
FTV
$18.6B
$19M 0.02%
417,145
-348,442
-46% -$16M
YUM icon
621
Yum! Brands
YUM
$41.3B
$18.8M 0.02%
230,246
-457,386
-67% -$36.2M
RUSHA icon
622
Rush Enterprises Class A
RUSHA
$6.26B
$18.7M 0.02%
829,827
-84,074
-9% -$1.83M
WCN
623
Waste Connections
WCN
$42.5B
$18.7M 0.02%
263,983
+42,719
+19% +$2.98M
SEIC icon
624
SEI Investments
SEIC
$12.6B
$18.7M 0.02%
260,288
+20,328
+8% +$1.36M
HAS icon
625
Hasbro
HAS
$13.2B
$18.6M 0.02%
204,508
+42,790
+26% +$4.01M
23 24
25
26 27

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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.