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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
FCF icon
1026
First Commonwealth Financial
FCF
$2.17B
$5M 0.01%
349,431
-73,842
-17% -$1.07M
PLAY icon
1027
Dave & Buster's
PLAY
$357M
$4.99M 0.01%
90,400
+8,670
+11% +$442K
RDNT icon
1028
RadNet
RDNT
$5.69B
$4.97M 0.01%
492,232
+359,823
+272% +$3.75M
NGVT icon
1029
Ingevity
NGVT
$2.68B
$4.97M 0.01%
70,534
+17,870
+34% +$1.29M
WRI
1030
DELISTED
Weingarten Realty Investors
WRI
$4.96M 0.01%
151,036
+67,197
+80% +$2.18M
EWBC icon
1031
East-West Bancorp
EWBC
$18B
$4.94M 0.01%
81,182
-267,050
-77% -$15.9M
LYV icon
1032
Live Nation Entertainment
LYV
$42.1B
$4.92M 0.01%
115,695
+79,317
+218% +$3.45M
LMAT icon
1033
LeMaitre Vascular
LMAT
$1.86B
$4.91M 0.01%
154,318
-59,306
-28% -$2.03M
THFF icon
1034
First Financial Corp
THFF
$969M
$4.91M 0.01%
108,327
+2,604
+2% +$123K
OSB
1035
DELISTED
Norbord Inc.
OSB
$4.89M 0.01%
144,034
+62,763
+77% +$2.25M
FCFS icon
1036
FirstCash
FCFS
$8.78B
$4.89M 0.01%
72,454
+8,120
+13% +$524K
K
1037
DELISTED
Kellanova
K
$4.89M 0.01%
76,556
-205,593
-73% -$12.4M
BGG
1038
DELISTED
Briggs & Stratton Corp.
BGG
$4.88M 0.01%
192,410
+20,107
+12% +$494K
CENTA icon
1039
Central Garden & Pet Co Class A
CENTA
$2.44B
$4.88M 0.01%
161,628
-67,910
-30% -$2.01M
POOL icon
1040
Pool Corp
POOL
$7.5B
$4.87M 0.01%
37,586
+20,049
+114% +$2.44M
WAFD icon
1041
WaFd
WAFD
$2.75B
$4.84M 0.01%
141,424
-48,412
-26% -$1.66M
PSB
1042
DELISTED
PS Business Parks, Inc.
PSB
$4.84M 0.01%
38,692
+4,529
+13% +$598K
PAYC icon
1043
Paycom
PAYC
$10B
$4.84M 0.01%
60,238
+12,668
+27% +$1.01M
INVA icon
1044
Innoviva
INVA
$1.48B
$4.83M 0.01%
340,736
+62,175
+22% +$829K
GHDX
1045
DELISTED
Genomic Health, Inc.
GHDX
$4.83M 0.01%
141,355
+28,639
+25% +$913K
BKH icon
1046
Black Hills Corp
BKH
$5.68B
$4.83M 0.01%
80,306
-447
-0.6% -$27.7K
AVX
1047
DELISTED
AVX Corporation
AVX
$4.8M 0.01%
277,532
– –
CRVL icon
1048
CorVel
CRVL
$3.19B
$4.78M 0.01%
271,227
-363
-0.1% -$6.84K
HBI
1049
DELISTED
Hanesbrands
HBI
$4.78M 0.01%
228,535
+206,178
+922% +$4.4M
VRNT
1050
DELISTED
Verint Systems
VRNT
$4.78M 0.01%
224,177
+41,553
+23% +$894K
40 41
42
43 44

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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.