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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
TFIN icon
1126
Triumph Financial Inc
TFIN
$1.82B
$3.85M ﹤0.01%
122,218
+29,198
+31% +$922K
EBIX
1127
DELISTED
Ebix Inc
EBIX
$3.83M ﹤0.01%
48,327
-9,893
-17% -$719K
ELS icon
1128
Equity Lifestyle Properties
ELS
$12.6B
$3.83M ﹤0.01%
85,964
+12,522
+17% +$557K
IDT icon
1129
IDT Corp
IDT
$1.62B
$3.82M ﹤0.01%
426,087
-316,508
-43% -$3.47M
EEM icon
1130
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$3.81M ﹤0.01%
80,756
+62,143
+334% +$2.88M
OPB
1131
DELISTED
Opus Bank Common Stock
OPB
$3.8M ﹤0.01%
139,185
-91,093
-40% -$2.36M
SJM icon
1132
J.M. Smucker
SJM
$12.8B
$3.78M ﹤0.01%
30,413
-245,940
-89% -$27.3M
SMTC icon
1133
Semtech
SMTC
$13B
$3.75M ﹤0.01%
109,601
-5,642
-5% -$211K
STBZ
1134
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$3.74M ﹤0.01%
125,331
-2,727
-2% -$80.3K
CLVS
1135
DELISTED
Clovis Oncology, Inc.
CLVS
$3.71M ﹤0.01%
54,536
-9,814
-15% -$686K
LPT
1136
DELISTED
Liberty Property Trust
LPT
$3.71M ﹤0.01%
86,155
-10,633
-11% -$462K
SNP
1137
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$3.69M ﹤0.01%
50,267
+9,542
+23% +$696K
WP
1138
DELISTED
Worldpay, Inc.
WP
$3.69M ﹤0.01%
50,140
+27,901
+125% +$1.99M
BAS
1139
DELISTED
Basis Energy Services, Inc.
BAS
$3.66M ﹤0.01%
156,077
+19,690
+14% +$409K
ZIXI
1140
DELISTED
Zix Corporation
ZIXI
$3.66M ﹤0.01%
835,769
+419,602
+101% +$1.98M
LGF.B
1141
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$3.64M ﹤0.01%
114,640
+37,723
+49% +$1.13M
ARRY
1142
DELISTED
Array Biopharma Inc
ARRY
$3.62M ﹤0.01%
283,102
+331
+0.1% +$3.77K
EGOV
1143
DELISTED
NIC Inc
EGOV
$3.61M ﹤0.01%
217,337
+26,479
+14% +$447K
FANG icon
1144
Diamondback Energy
FANG
$52.7B
$3.6M ﹤0.01%
28,535
– –
BLD
1145
DELISTED
TopBuild
BLD
$3.6M ﹤0.01%
47,521
-3,837
-7% -$254K
MYRG icon
1146
MYR Group
MYRG
$5.25B
$3.59M ﹤0.01%
100,395
-96,214
-49% -$3.19M
SHLM
1147
DELISTED
Schulman (A.) Inc
SHLM
$3.59M ﹤0.01%
+96,303
New +$3.58M
W icon
1148
Wayfair
W
$14.6B
$3.57M ﹤0.01%
44,522
+19,301
+77% +$1.36M
CLS icon
1149
Celestica
CLS
$36.5B
$3.57M ﹤0.01%
338,960
-160,676
-32% -$1.78M
DXCM icon
1150
DexCom
DXCM
$32B
$3.56M ﹤0.01%
248,020
-146,468
-37% -$1.9M
44 45
46
47 48

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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.