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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
PGNX
2301
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-18,012
Closed -$133K
I
2302
DELISTED
INTELSAT S. A.
I
– –
-135,907
Closed -$639K
QHC
2303
DELISTED
Quorum Health Corporation
QHC
– –
-11,355
Closed -$59K
AKS
2304
DELISTED
AK Steel Holding Corp
AKS
– –
-200,132
Closed -$1.12M
PKD
2305
DELISTED
Parker Drilling Company
PKD
– –
-4,444
Closed -$73K
TCF
2306
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-48,189
Closed -$2.52M
KEYW
2307
DELISTED
The KEYW Holding Corporation
KEYW
– –
-18,614
Closed -$142K
MFGP
2308
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
– –
-1,803,127
Closed -$69.6M
KS
2309
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-15,882
Closed -$341K
PNK
2310
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-40,144
Closed -$855K
FNGN
2311
DELISTED
Financial Engines, Inc.
FNGN
– –
-34,875
Closed -$1.21M
SCMP
2312
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-60,610
Closed -$715K
BSFT
2313
DELISTED
BroadSoft, Inc.
BSFT
– –
-4,084
Closed -$205K
GLBL
2314
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
– –
-31,435
Closed -$149K
GIMO
2315
DELISTED
Gigamon Inc.
GIMO
– –
-23,708
Closed -$999K
OME
2316
DELISTED
Omega Protein
OME
– –
-953,525
Closed -$15.9M
PMC
2317
DELISTED
PharMerica Corporation
PMC
– –
-25,334
Closed -$742K
CBF
2318
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
– –
-31,227
Closed -$1.28M
VWR
2319
DELISTED
VWR Corporation
VWR
– –
-38,666
Closed -$1.28M
FNFV
2320
DELISTED
Fidelity Natl Financial, Inc.
FNFV
– –
-29,853
Closed -$512K
ABCO
2321
DELISTED
Advisory Board Co
ABCO
– –
-40,760
Closed -$2.19M
BRCD
2322
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-160,318
Closed -$1.92M
RICE
2323
DELISTED
Rice Energy Inc.
RICE
– –
-8,033
Closed -$232K
RATE
2324
DELISTED
Bankrate Inc
RATE
– –
-84,032
Closed -$1.17M
LVLT
2325
DELISTED
Level 3 Communications Inc
LVLT
– –
-351,887
Closed -$18.8M
90 91 92
93
94

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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.