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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
ZTS icon
851
Zoetis
ZTS
$30.5B
$8.07M 0.01%
111,987
+11,181
+11% +$768K
CPF icon
852
Central Pacific Financial
CPF
$1B
$8.05M 0.01%
270,028
-17,029
-6% -$531K
PFC
853
DELISTED
Premier Financial Corp. Common Stock
PFC
$7.99M 0.01%
307,484
-11,902
-4% -$320K
FR icon
854
First Industrial Realty Trust
FR
$8.44B
$7.99M 0.01%
253,774
+12,627
+5% +$398K
ICFI icon
855
ICF International
ICFI
$1.72B
$7.98M 0.01%
152,044
+4,293
+3% +$231K
PRIM icon
856
Primoris Services
PRIM
$4.45B
$7.97M 0.01%
293,174
+246,330
+526% +$6.85M
KYNB
857
Kyntra Bio
KYNB
$29.4M
$7.97M 0.01%
6,724
+388
+6% +$487K
NWLI
858
DELISTED
National Western Life Group, Inc. Class A
NWLI
$7.95M 0.01%
24,019
-598
-2% -$209K
TMHC
859
DELISTED
Taylor Morrison
TMHC
$7.93M 0.01%
324,250
-15,319
-5% -$358K
CHTR icon
860
Charter Communications
CHTR
$18.2B
$7.92M 0.01%
23,575
-9,334
-28% -$3.17M
WDR
861
DELISTED
Waddell & Reed Financial, Inc.
WDR
$7.91M 0.01%
354,204
-208,944
-37% -$4.25M
GCO icon
862
Genesco
GCO
$422M
$7.91M 0.01%
243,396
-23,798
-9% -$654K
SAGE
863
DELISTED
Sage Therapeutics
SAGE
$7.91M 0.01%
48,010
+27,862
+138% +$2.7M
BRX icon
864
Brixmor Property Group
BRX
$9.32B
$7.87M 0.01%
421,752
-269,409
-39% -$4.93M
FF icon
865
Future Fuel
FF
$223M
$7.86M 0.01%
557,608
+21,138
+4% +$315K
ASR icon
866
Grupo Aeroportuario del Sureste
ASR
$8.3B
$7.84M 0.01%
42,961
-67,316
-61% -$12.1M
AAOI icon
867
Applied Optoelectronics
AAOI
$10.9B
$7.83M 0.01%
207,072
+122,209
+144% +$5.39M
AOS icon
868
A.O. Smith
AOS
$8.7B
$7.83M 0.01%
127,761
-653,715
-84% -$39.7M
HUBG icon
869
HUB Group
HUBG
$2.92B
$7.83M 0.01%
326,764
+31,572
+11% +$695K
AOSL icon
870
Alpha and Omega Semiconductor
AOSL
$1.08B
$7.79M 0.01%
475,874
-49,178
-9% -$861K
WGL
871
DELISTED
Wgl Holdings
WGL
$7.77M 0.01%
90,481
-429
-0.5% -$36.6K
MLKN icon
872
MillerKnoll
MLKN
$1.67B
$7.64M 0.01%
190,887
-329,591
-63% -$11.6M
AGX icon
873
Argan
AGX
$8.37B
$7.58M 0.01%
168,552
-42,492
-20% -$2.53M
PRAH
874
DELISTED
PRA Health Sciences, Inc.
PRAH
$7.56M 0.01%
82,996
-39,418
-32% -$3.28M
HAFC icon
875
Hanmi Financial
HAFC
$946M
$7.53M 0.01%
248,062
-57,342
-19% -$1.77M
33 34
35
36 37

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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.