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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
OLLI icon
1376
Ollie's Bargain Outlet
OLLI
$4.94B
$2.02M ﹤0.01%
37,943
+3,015
+9% +$142K
CVLG icon
1377
Covenant Logistics
CVLG
$872M
$2.02M ﹤0.01%
140,538
+100,552
+251% +$1.44M
CASH icon
1378
Pathward Financial
CASH
$1.8B
$2.02M ﹤0.01%
65,319
-31,488
-33% -$913K
CTMX icon
1379
CytomX Therapeutics
CTMX
$754M
$2.01M ﹤0.01%
95,387
+42,751
+81% +$886K
AWR icon
1380
American States Water
AWR
$3.46B
$2.01M ﹤0.01%
34,741
+22,669
+188% +$1.24M
TIER
1381
DELISTED
TIER REIT, Inc.
TIER
$2.01M ﹤0.01%
98,505
-8,114
-8% -$160K
LOXO
1382
DELISTED
Loxo Oncology, Inc
LOXO
$2M ﹤0.01%
23,764
-3,318
-12% -$277K
PEB icon
1383
Pebblebrook Hotel Trust
PEB
$2.05B
$1.99M ﹤0.01%
53,625
+9,309
+21% +$344K
CBM
1384
DELISTED
Cambrex Corporation
CBM
$1.99M ﹤0.01%
41,433
-58,822
-59% -$2.91M
LHO
1385
DELISTED
LaSalle Hotel Properties
LHO
$1.98M ﹤0.01%
70,589
+1,645
+2% +$47.1K
OSPN icon
1386
OneSpan
OSPN
$618M
$1.98M ﹤0.01%
142,269
+131,578
+1,231% +$1.74M
EE
1387
DELISTED
El Paso Electric Company
EE
$1.98M ﹤0.01%
35,682
+3,861
+12% +$224K
ALEX
1388
DELISTED
Alexander & Baldwin
ALEX
$1.96M ﹤0.01%
70,664
-624
-0.9% -$24.3K
HR icon
1389
Healthcare Realty
HR
$6.84B
$1.95M ﹤0.01%
65,060
-7,019
-10% -$212K
MED icon
1390
Medifast
MED
$141M
$1.94M ﹤0.01%
27,769
-13,054
-32% -$866K
KNX icon
1391
Knight Transportation
KNX
$11.4B
$1.94M ﹤0.01%
44,268
-10,916
-20% -$449K
SPTN
1392
DELISTED
SpartanNash
SPTN
$1.94M ﹤0.01%
72,518
-13,838
-16% -$344K
EGP icon
1393
EastGroup Properties
EGP
$10.9B
$1.93M ﹤0.01%
21,794
+1,214
+6% +$110K
BCOV
1394
DELISTED
Brightcove, Inc.
BCOV
$1.92M ﹤0.01%
270,828
-114,377
-30% -$829K
AU icon
1395
AngloGold Ashanti
AU
$48.7B
$1.92M ﹤0.01%
188,457
-19,348
-9% -$187K
RWT
1396
Redwood Trust
RWT
$594M
$1.92M ﹤0.01%
129,420
+41
+0% +$635
XYL icon
1397
Xylem
XYL
$28.1B
$1.92M ﹤0.01%
28,130
+121
+0.4% +$8.03K
DS
1398
DELISTED
Drive Shack Inc.
DS
$1.92M ﹤0.01%
346,749
+231,730
+201% +$1.1M
UDR icon
1399
UDR
UDR
$12.3B
$1.91M ﹤0.01%
49,631
+10,207
+26% +$397K
CBD
1400
DELISTED
Companhia Brasileira de Distribuicao
CBD
$1.91M ﹤0.01%
80,945
-60,621
-43% -$1.4M
54 55
56
57 58

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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.