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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
BMY icon
101
Bristol-Myers Squibb
BMY
$134B
$250M 0.26%
4,072,999
+988,731
+32% +$61.8M
CVS icon
102
CVS Health
CVS
$133B
$245M 0.26%
3,383,550
+1,738,938
+106% +$126M
T icon
103
AT&T
T
$160B
$243M 0.26%
8,286,752
-2,142,580
-21% -$58.5M
XOM icon
104
ExxonMobil
XOM
$637B
$239M 0.25%
2,855,756
+513,492
+22% +$42.5M
CMCSA icon
105
Comcast
CMCSA
$88.2B
$238M 0.25%
5,951,152
-489,932
-8% -$18.4M
DHI icon
106
D.R. Horton
DHI
$42.1B
$238M 0.25%
4,659,667
-2,170,159
-32% -$101M
FCX icon
107
Freeport-McMoran
FCX
$96.6B
$238M 0.25%
12,543,440
-274,928
-2% -$4.15M
IQV icon
108
IQVIA
IQV
$37.6B
$238M 0.25%
2,428,988
+1,599,517
+193% +$163M
VZ icon
109
Verizon
VZ
$194B
$237M 0.25%
4,470,293
-70,652
-2% -$3.47M
VIAB
110
DELISTED
Viacom Inc. Class B
VIAB
$236M 0.25%
7,663,422
+2,560,052
+50% +$69.5M
COF icon
111
Capital One
COF
$136B
$232M 0.24%
2,332,061
-980,278
-30% -$89.5M
IWV icon
112
iShares Russell 3000 ETF
IWV
$20.3B
$229M 0.24%
1,444,847
– –
MAN icon
113
ManpowerGroup
MAN
$2.54B
$228M 0.24%
1,805,278
+167,947
+10% +$21M
VRTX icon
114
Vertex Pharmaceuticals
VRTX
$121B
$227M 0.24%
1,517,835
-372,855
-20% -$55.2M
LLL
115
DELISTED
L3 Technologies, Inc.
LLL
$227M 0.24%
1,146,115
+306,146
+36% +$58.3M
C icon
116
Citigroup
C
$230B
$226M 0.24%
3,031,176
+261,600
+9% +$19.3M
USB icon
117
US Bancorp
USB
$100B
$224M 0.23%
4,173,776
+115,532
+3% +$6.22M
EXEL icon
118
Exelixis
EXEL
$14.1B
$223M 0.23%
7,325,932
+1,307,991
+22% +$34.8M
BIDU icon
119
Baidu
BIDU
$38.3B
$222M 0.23%
947,772
+23,709
+3% +$5.8M
UNM icon
120
Unum
UNM
$14.4B
$215M 0.23%
3,909,350
+46,710
+1% +$2.51M
MPC icon
121
Marathon Petroleum
MPC
$91.7B
$214M 0.22%
3,240,155
+158,805
+5% +$9.72M
ACN icon
122
Accenture
ACN
$104B
$213M 0.22%
1,390,907
+350,307
+34% +$50.8M
PPLI
123
People Inc
PPLI
$3.42B
$213M 0.22%
9,741,392
+5,378,636
+123% +$120M
RHI icon
124
Robert Half
RHI
$4.15B
$213M 0.22%
3,829,441
+543,040
+17% +$28.9M
GLW icon
125
Corning
GLW
$138B
$212M 0.22%
6,624,573
+1,207,663
+22% +$38M
3 4
5
6 7

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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.