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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
ASH icon
676
Ashland
ASH
$3.33B
$14.9M 0.02%
209,920
-63,777
-23% -$4.4M
EAT icon
677
Brinker International
EAT
$9.67B
$14.9M 0.02%
382,357
-538,911
-58% -$18.6M
FHI icon
678
Federated Hermes
FHI
$4.68B
$14.8M 0.02%
410,194
+57,882
+16% +$1.87M
AAN.A
679
DELISTED
The Aaron's Company Inc Class A
AAN.A
$14.7M 0.02%
368,613
-981,367
-73% -$39.1M
PDLI
680
DELISTED
PDL BioPharma, Inc.
PDLI
$14.7M 0.02%
5,358,325
+554,020
+12% +$1.7M
VNO icon
681
Vornado Realty Trust
VNO
$7.37B
$14.6M 0.02%
186,337
+3,680
+2% +$282K
WR
682
DELISTED
Westar Energy Inc
WR
$14.6M 0.02%
275,601
+208,431
+310% +$11.2M
BHE icon
683
Benchmark Electronics
BHE
$2.94B
$14.4M 0.02%
495,706
-11,303
-2% -$352K
VEA icon
684
Vanguard FTSE Developed Markets ETF
VEA
$236B
$14.3M 0.02%
318,013
-6,585
-2% -$291K
AGM icon
685
Federal Agricultural Mortgage
AGM
$2.56B
$14.3M 0.02%
182,286
-13,299
-7% -$986K
KRO icon
686
KRONOS Worldwide
KRO
$944M
$14.2M 0.01%
549,533
-81,110
-13% -$2.13M
AEIS icon
687
Advanced Energy
AEIS
$13B
$14.2M 0.01%
209,739
-24,552
-10% -$1.98M
PPL
688
PPL Corp
PPL
$26.7B
$14.1M 0.01%
455,650
+118,340
+35% +$4.25M
M icon
689
Macy's
M
$6.62B
$13.9M 0.01%
552,476
-2,284,011
-81% -$50.1M
AZTA icon
690
Azenta
AZTA
$1.45B
$13.8M 0.01%
579,312
+128,136
+28% +$3.64M
MCO icon
691
Moody's
MCO
$82.7B
$13.8M 0.01%
93,465
+25,937
+38% +$3.8M
DPZ icon
692
Domino's
DPZ
$11.7B
$13.7M 0.01%
72,749
-4,816
-6% -$892K
KEM
693
DELISTED
KEMET Corporation
KEM
$13.7M 0.01%
908,696
+527,522
+138% +$10M
BRSS
694
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$13.6M 0.01%
409,797
+44,807
+12% +$1.52M
MOG.A icon
695
Moog Inc Class A
MOG.A
$12.9B
$13.6M 0.01%
156,173
-2,071
-1% -$178K
ABEV icon
696
Ambev
ABEV
$46.7B
$13.4M 0.01%
2,075,018
+569,209
+38% +$3.64M
WB icon
697
Weibo
WB
$1.96B
$13.2M 0.01%
127,342
+122,598
+2,584% +$12.7M
PLUS icon
698
ePlus
PLUS
$2.35B
$13.2M 0.01%
349,820
+74,424
+27% +$3.14M
EEFT icon
699
Euronet Worldwide
EEFT
$2.68B
$13.1M 0.01%
157,116
-238,804
-60% -$22.1M
KMT icon
700
Kennametal
KMT
$2.52B
$13.1M 0.01%
269,881
-290,521
-52% -$12.9M
26 27
28
29 30

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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.