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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
KE
1001
Kimball Electronics
KE
$628M
$5.41M 0.01%
296,414
+47,375
+19% +$977K
ZION icon
1002
Zions Bancorporation
ZION
$10.3B
$5.41M 0.01%
106,426
-342,928
-76% -$16.4M
PSX icon
1003
Phillips 66
PSX
$81.4B
$5.4M 0.01%
53,392
+27,111
+103% +$2.58M
ESNT icon
1004
Essent Group
ESNT
$6.33B
$5.36M 0.01%
123,541
+9,620
+8% +$419K
MITK icon
1005
Mitek Systems
MITK
$835M
$5.35M 0.01%
598,089
+250,993
+72% +$2.29M
HIBB
1006
DELISTED
Hibbett, Inc. Common Stock
HIBB
$5.34M 0.01%
261,714
-69,343
-21% -$1.14M
HBAN icon
1007
Huntington Bancshares
HBAN
$35.5B
$5.32M 0.01%
365,178
-1,026,943
-74% -$14.4M
CLB icon
1008
Core Laboratories
CLB
$521M
$5.27M 0.01%
48,101
-18,528
-28% -$1.85M
VMI icon
1009
Valmont Industries
VMI
$9.53B
$5.25M 0.01%
31,661
-34,917
-52% -$5.68M
FLXS icon
1010
Flexsteel Industries
FLXS
$311M
$5.25M 0.01%
112,230
-3,786
-3% -$185K
TSLA icon
1011
Tesla
TSLA
$1.3T
$5.24M 0.01%
252,510
-6,930
-3% -$151K
BTU icon
1012
Peabody Energy
BTU
$2.9B
$5.22M 0.01%
132,500
+31,386
+31% +$1.02M
BCC icon
1013
Boise Cascade
BCC
$3.02B
$5.21M 0.01%
130,474
+107,745
+474% +$3.99M
SIGI icon
1014
Selective Insurance
SIGI
$5.73B
$5.18M 0.01%
88,241
+1,481
+2% +$85.7K
CNR
1015
DELISTED
Cornerstone Building Brands, Inc.
CNR
$5.16M 0.01%
267,582
+10,886
+4% +$183K
FTS icon
1016
Fortis
FTS
$28.7B
$5.15M 0.01%
139,826
-141,458
-50% -$5.22M
IPCC
1017
DELISTED
Infinity Property & Casualty C
IPCC
$5.13M 0.01%
48,416
-4,086
-8% -$415K
TRS icon
1018
TriMas Corp
TRS
$1.44B
$5.12M 0.01%
191,527
+34,112
+22% +$909K
MGLN
1019
DELISTED
Magellan Health Services, Inc.
MGLN
$5.12M 0.01%
52,993
+5,104
+11% +$452K
AX icon
1020
Axos Financial
AX
$5.68B
$5.1M 0.01%
170,697
+10,610
+7% +$289K
EQC
1021
DELISTED
Equity Commonwealth
EQC
$5.09M 0.01%
166,719
+131
+0.1% +$3.97K
CSFL
1022
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$5.07M 0.01%
196,994
-104,391
-35% -$2.78M
DFRG
1023
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
$5.05M 0.01%
331,051
-32,001
-9% -$455K
ACLS icon
1024
Axcelis
ACLS
$4.31B
$5.04M 0.01%
175,693
-36,580
-17% -$1.15M
SAIA icon
1025
Saia
SAIA
$9.72B
$5.01M 0.01%
70,873
-22,223
-24% -$1.43M
39 40
41
42 43

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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.