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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
TVTX icon
1726
Travere Therapeutics
TVTX
$5.82B
$860K ﹤0.01%
40,806
+1,412
+4% +$32.3K
TDS icon
1727
Telephone and Data Systems
TDS
$3.62B
$851K ﹤0.01%
30,587
+9,426
+45% +$259K
X
1728
DELISTED
US Steel
X
$850K ﹤0.01%
24,157
-1,375
-5% -$40K
ANGO icon
1729
AngioDynamics
ANGO
$641M
$846K ﹤0.01%
50,842
-14,374
-22% -$245K
CLW icon
1730
Clearwater Paper
CLW
$374M
$845K ﹤0.01%
18,616
-7,635
-29% -$347K
GBT
1731
DELISTED
Global Blood Therapeutics, Inc.
GBT
$845K ﹤0.01%
21,476
+4,362
+25% +$163K
OMER icon
1732
Omeros
OMER
$947M
$843K ﹤0.01%
43,370
-14,462
-25% -$271K
PEN icon
1733
Penumbra
PEN
$12.8B
$838K ﹤0.01%
8,903
-2,480
-22% -$246K
KALU icon
1734
Kaiser Aluminum
KALU
$2.99B
$836K ﹤0.01%
7,821
+1,828
+31% +$183K
ALNY icon
1735
Alnylam Pharmaceuticals
ALNY
$28.8B
$832K ﹤0.01%
+6,545
New +$822K
CTWS
1736
DELISTED
Connecticut Water Service Inc
CTWS
$832K ﹤0.01%
14,482
+2,264
+19% +$138K
BOX icon
1737
Box
BOX
$4.55B
$825K ﹤0.01%
39,073
-17,212
-31% -$363K
GTT
1738
DELISTED
GTT Communications, Inc.
GTT
$824K ﹤0.01%
17,554
+559
+3% +$21.3K
SFUN
1739
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$821K ﹤0.01%
2,943
-369
-11% -$83.2K
SUP
1740
DELISTED
Superior Industries International
SUP
$820K ﹤0.01%
55,222
-101,262
-65% -$1.62M
TYPE
1741
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$820K ﹤0.01%
+34,008
New +$797K
RBC icon
1742
RBC Bearings
RBC
$18B
$816K ﹤0.01%
6,452
+1,985
+44% +$249K
ABG icon
1743
Asbury Automotive
ABG
$3.82B
$815K ﹤0.01%
12,735
-1,147
-8% -$71.7K
RUN icon
1744
Sunrun
RUN
$2.43B
$815K ﹤0.01%
138,063
+6,292
+5% +$36.2K
SIOX
1745
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$812K ﹤0.01%
19,251
-1,486
-7% -$66.7K
SSNC icon
1746
SS&C Technologies
SSNC
$18.7B
$811K ﹤0.01%
20,037
+611
+3% +$24.9K
EXP icon
1747
Eagle Materials
EXP
$6.56B
$805K ﹤0.01%
7,108
+212
+3% +$22.9K
SPWR
1748
DELISTED
SunPower Corporation Common Stock
SPWR
$805K ﹤0.01%
145,858
-1,414,121
-91% -$7.32M
SHOO icon
1749
Steven Madden
SHOO
$3.54B
$804K ﹤0.01%
25,814
-7,851
-23% -$220K
MB
1750
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$804K ﹤0.01%
26,393
-4,291
-14% -$132K
68 69
70
71 72

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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.