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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
LDR
2326
DELISTED
Landauer Inc
LDR
– –
-7,917
Closed -$533K
SCLN
2327
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-1,030,748
Closed -$11.5M
PKY
2328
DELISTED
Parkway, Inc.
PKY
– –
-19,355
Closed -$446K
WSTC
2329
DELISTED
West Corporation
WSTC
– –
-88,004
Closed -$2.06M
CACQ
2330
DELISTED
Caesars Acquisition Company
CACQ
– –
-17,837
Closed -$383K
ATW
2331
DELISTED
Atwood Oceanics
ATW
– –
-37,840
Closed -$355K
KITE
2332
DELISTED
Kite Pharma, Inc.
KITE
– –
-51,461
Closed -$9.25M
ALR
2333
DELISTED
Alere Inc
ALR
– –
-25,892
Closed -$1.32M
NEFF
2334
DELISTED
Neff Corporation
NEFF
– –
-26,524
Closed -$663K
AF
2335
DELISTED
Astoria Financial Corporation
AF
– –
-117,283
Closed -$2.52M
PRXL
2336
DELISTED
Parexel International Corp
PRXL
– –
-53,644
Closed -$4.72M
SFR
2337
DELISTED
Starwood Waypoint Homes
SFR
– –
-218,663
Closed -$7.95M
CRC
2338
DELISTED
California Resources Corporation
CRC
– –
-102,752
Closed -$1.07M
XL
2339
DELISTED
XL Group Ltd.
XL
– –
-9,504
Closed -$377K
ESV
2340
DELISTED
Ensco Rowan plc
ESV
– –
-21,630
Closed -$517K
IIP
2341
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-68,667
Closed -$299K
VSTO
2342
DELISTED
Vista Outdoor Inc.
VSTO
– –
-24,635
Closed -$565K
FTR
2343
DELISTED
Frontier Communications Corp.
FTR
– –
-30,154
Closed -$356K
BBOX
2344
DELISTED
Black Box Corp
BBOX
– –
-38,177
Closed -$125K
BOBE
2345
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-11,565
Closed -$896K
BCR
2346
DELISTED
CR Bard Inc.
BCR
– –
-42,570
Closed -$13.6M
DGI
2347
DELISTED
DigitalGlobe Inc.
DGI
– –
-101,455
Closed -$3.58M
FPO
2348
DELISTED
First Potomac Realty Trust
FPO
– –
-157,288
Closed -$1.75M
DDC
2349
DELISTED
Dominion Diamond Corporation
DDC
– –
-35,756
Closed -$506K
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.