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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
BRK.B icon
51
Berkshire Hathaway Class B
BRK.B
$1.11T
$408M 0.43%
2,058,268
+253,123
+14% +$48.1M
NVDA icon
52
NVIDIA
NVDA
$5.01T
$396M 0.42%
81,775,720
+42,440,280
+108% +$211M
EIX icon
53
Edison International
EIX
$27.5B
$391M 0.41%
6,178,449
+2,354,572
+62% +$180M
BAX icon
54
Baxter International
BAX
$14.5B
$389M 0.41%
6,024,474
+248,934
+4% +$16M
LMT icon
55
Lockheed Martin
LMT
$135B
$377M 0.4%
1,173,294
+189,867
+19% +$59.9M
LUV icon
56
Southwest Airlines
LUV
$23B
$375M 0.39%
5,734,972
-447,936
-7% -$26.3M
CPRI icon
57
Capri Holdings
CPRI
$1.88B
$371M 0.39%
5,895,499
+1,814,804
+44% +$99.5M
AMAT icon
58
Applied Materials
AMAT
$411B
$370M 0.39%
7,242,656
-117,387
-2% -$6.36M
HD icon
59
Home Depot
HD
$339B
$369M 0.39%
1,945,878
+282,395
+17% +$48.7M
SPR
60
DELISTED
Spirit AeroSystems
SPR
$368M 0.39%
4,220,310
+107,619
+3% +$8.83M
WM icon
61
Waste Management
WM
$90.5B
$366M 0.38%
4,236,651
-176,057
-4% -$14.3M
CNC icon
62
Centene
CNC
$31.5B
$364M 0.38%
7,211,128
+577,738
+9% +$28M
OC icon
63
Owens Corning
OC
$11.5B
$354M 0.37%
3,851,807
-50,169
-1% -$4.23M
PEG icon
64
Public Service Enterprise Group
PEG
$38.2B
$350M 0.37%
6,803,929
-2,880,983
-30% -$145M
SWKS icon
65
Skyworks Solutions
SWKS
$9.22B
$347M 0.36%
3,655,318
+1,359,639
+59% +$142M
WFC icon
66
Wells Fargo
WFC
$266B
$338M 0.36%
5,577,536
-1,850,734
-25% -$105M
EG icon
67
Everest Group
EG
$14.3B
$335M 0.35%
1,513,602
-240,397
-14% -$54.2M
ED icon
68
Consolidated Edison
ED
$39.8B
$327M 0.34%
3,847,179
+110,768
+3% +$9.52M
RGA icon
69
Reinsurance Group of America
RGA
$15.5B
$325M 0.34%
2,082,947
+147,930
+8% +$22.4M
DTE icon
70
DTE Energy
DTE
$29.5B
$325M 0.34%
3,486,491
-400,273
-10% -$38M
AMP icon
71
Ameriprise Financial
AMP
$48.8B
$325M 0.34%
1,915,085
+675,736
+55% +$108M
CSCO icon
72
Cisco
CSCO
$457B
$323M 0.34%
8,422,694
-1,437,322
-15% -$51.3M
PRU icon
73
Prudential Financial
PRU
$42.7B
$316M 0.33%
2,746,627
+1,118,278
+69% +$126M
AEP icon
74
American Electric Power
AEP
$69.9B
$314M 0.33%
4,274,142
+52,005
+1% +$3.89M
AEE icon
75
Ameren
AEE
$30.3B
$312M 0.33%
5,288,984
+5,221
+0.1% +$321K
1 2
3
4 5

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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.