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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
COKE icon
1051
Coca-Cola Consolidated
COKE
$12.8B
$4.78M 0.01%
221,820
-770
-0.3% -$16.8K
SCL icon
1052
Stepan Co
SCL
$1.48B
$4.74M 0.01%
60,039
+662
+1% +$54.4K
GBX icon
1053
The Greenbrier Companies
GBX
$1.46B
$4.74M 0.01%
88,936
-6,454
-7% -$324K
SRE icon
1054
Sempra
SRE
$54.8B
$4.73M 0.01%
88,548
+842
+1% +$48.8K
ALSN icon
1055
Allison Transmission
ALSN
$9.82B
$4.72M 0.01%
+109,522
New +$4.46M
IEMG icon
1056
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
$4.72M 0.01%
82,896
-55
-0.1% -$3.07K
LQ
1057
DELISTED
La Quinta Holdings Inc.
LQ
$4.72M 0.01%
255,534
-37,100
-13% -$658K
ESGR
1058
DELISTED
Enstar Group
ESGR
$4.71M ﹤0.01%
23,443
-4,447
-16% -$991K
DG icon
1059
Dollar General
DG
$27.9B
$4.69M ﹤0.01%
50,451
+2,456
+5% +$211K
CATY icon
1060
Cathay General Bancorp
CATY
$4.24B
$4.68M ﹤0.01%
111,019
-75,516
-40% -$3.15M
ISBC
1061
DELISTED
Investors Bancorp, Inc.
ISBC
$4.67M ﹤0.01%
336,315
-278,233
-45% -$3.86M
QLYS icon
1062
Qualys
QLYS
$6.35B
$4.64M ﹤0.01%
78,218
+55,521
+245% +$3.12M
CCRN
1063
DELISTED
Cross Country Healthcare
CCRN
$4.61M ﹤0.01%
361,583
-139,026
-28% -$1.84M
CHE icon
1064
Chemed
CHE
$7.22B
$4.59M ﹤0.01%
18,881
+1,417
+8% +$322K
WRLD icon
1065
World Acceptance Corp
WRLD
$872M
$4.59M ﹤0.01%
56,819
+1,089
+2% +$87.6K
USNA icon
1066
Usana Health Sciences
USNA
$286M
$4.57M ﹤0.01%
61,701
-3,967
-6% -$265K
PLXS icon
1067
Plexus
PLXS
$7.23B
$4.56M ﹤0.01%
75,163
-6,794
-8% -$412K
MSGN
1068
DELISTED
MSG Networks Inc.
MSGN
$4.55M ﹤0.01%
224,768
-8,336
-4% -$161K
PAC icon
1069
Grupo Aeroportuario del Pacifico
PAC
$13.3B
$4.52M ﹤0.01%
43,945
+5,466
+14% +$538K
IBCP icon
1070
Independent Bank Corp
IBCP
$844M
$4.51M ﹤0.01%
201,712
+53,176
+36% +$1.2M
BLMN icon
1071
Bloomin' Brands
BLMN
$937M
$4.5M ﹤0.01%
210,879
-9,634
-4% -$185K
MSCC
1072
DELISTED
Microsemi Corp
MSCC
$4.5M ﹤0.01%
87,055
+70,879
+438% +$3.73M
MOH icon
1073
Molina Healthcare
MOH
$10.3B
$4.49M ﹤0.01%
58,526
-284,233
-83% -$20.5M
PBYI icon
1074
Puma Biotechnology
PBYI
$454M
$4.47M ﹤0.01%
45,221
-3,040
-6% -$340K
AWI icon
1075
Armstrong World Industries
AWI
$7.84B
$4.46M ﹤0.01%
+73,616
New +$4.06M
41 42
43
44 45

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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.