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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
GTS
701
DELISTED
Triple-S Management Corporation
GTS
$13.1M 0.01%
552,613
+54,401
+11% +$1.33M
MYGN icon
702
Myriad Genetics
MYGN
$305M
$13M 0.01%
378,377
+124,087
+49% +$4.19M
OTEX icon
703
Open Text
OTEX
$5.94B
$13M 0.01%
364,187
-139,051
-28% -$4.64M
EW icon
704
Edwards Lifesciences
EW
$51.6B
$12.9M 0.01%
342,798
-50,085
-13% -$1.84M
PPG icon
705
PPG Industries
PPG
$26.5B
$12.9M 0.01%
110,151
+34,649
+46% +$4M
CORT icon
706
Corcept Therapeutics
CORT
$11.8B
$12.8M 0.01%
711,015
-223,369
-24% -$4.05M
ARGO
707
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$12.8M 0.01%
238,907
-38,756
-14% -$2.07M
ALG icon
708
Alamo Group
ALG
$2.05B
$12.8M 0.01%
113,196
-12,847
-10% -$1.44M
PGEM
709
DELISTED
Ply Gem Holdings, Inc.
PGEM
$12.8M 0.01%
690,554
+28,080
+4% +$488K
ULTA icon
710
Ulta Beauty
ULTA
$23.9B
$12.8M 0.01%
57,049
-15,542
-21% -$3.29M
UNVR
711
DELISTED
Univar Solutions Inc.
UNVR
$12.7M 0.01%
411,439
+92,675
+29% +$2.76M
JWN
712
DELISTED
Nordstrom
JWN
$12.7M 0.01%
268,716
-102,344
-28% -$4.41M
MTRX icon
713
Matrix Service
MTRX
$337M
$12.7M 0.01%
715,222
+263,430
+58% +$4.14M
CTRN icon
714
Citi Trends
CTRN
$589M
$12.5M 0.01%
470,846
+193,030
+69% +$4.5M
LNT icon
715
Alliant Energy
LNT
$18.1B
$12.4M 0.01%
291,008
+83,042
+40% +$3.62M
LSTR icon
716
Landstar System
LSTR
$6.19B
$12.4M 0.01%
119,097
-13,760
-10% -$1.38M
L icon
717
Loews
L
$23.6B
$12.3M 0.01%
246,648
+94,229
+62% +$4.66M
IDCC icon
718
InterDigital
IDCC
$8.89B
$12.3M 0.01%
161,610
-94,085
-37% -$7.03M
AMKR icon
719
Amkor Technology
AMKR
$13.6B
$12.3M 0.01%
1,222,704
+52,069
+4% +$557K
ZD icon
720
Ziff Davis
ZD
$1.98B
$12.2M 0.01%
187,511
+146,323
+355% +$9.53M
BCH icon
721
Banco de Chile
BCH
$20.9B
$12.2M 0.01%
387,650
+414
+0.1% +$12.1K
LRN icon
722
Stride
LRN
$3.36B
$12.2M 0.01%
765,582
+14,908
+2% +$248K
FBP icon
723
First Bancorp
FBP
$4.4B
$12.1M 0.01%
2,363,098
-1,558,755
-40% -$7.77M
IP icon
724
International Paper
IP
$21.9B
$12M 0.01%
219,368
+83,367
+61% +$4.48M
WNC icon
725
Wabash National
WNC
$515M
$12M 0.01%
552,988
-100,007
-15% -$2.08M
27 28
29
30 31

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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.