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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
AAPL icon
1
Apple
AAPL
$4.89T
$1.29B 1.36%
30,559,308
+2,370,800
+8% +$99.1M
MSFT icon
2
Microsoft
MSFT
$2.84T
$1.24B 1.3%
14,536,249
+1,146,614
+9% +$94.1M
META icon
3
Meta Platforms (Facebook)
META
$1.51T
$1.22B 1.28%
6,911,016
+2,892,074
+72% +$511M
LYB icon
4
LyondellBasell Industries
LYB
$19.5B
$1.09B 1.14%
9,876,035
+2,678,212
+37% +$278M
BA icon
5
Boeing
BA
$165B
$921M 0.97%
3,123,383
+623,532
+25% +$169M
GILD icon
6
Gilead Sciences
GILD
$161B
$905M 0.95%
12,632,789
+516,486
+4% +$39.2M
GOOGL icon
7
Alphabet (Google) Class A
GOOGL
$3.91T
$893M 0.94%
16,956,220
+3,499,780
+26% +$181M
WDC icon
8
Western Digital
WDC
$179B
$850M 0.89%
14,146,713
+6,805,050
+93% +$438M
EBAY icon
9
eBay
EBAY
$48.6B
$838M 0.88%
22,200,698
+3,427,446
+18% +$127M
MU icon
10
Micron Technology
MU
$1.04T
$801M 0.84%
19,467,659
+2,613,634
+16% +$113M
ORCL icon
11
Oracle
ORCL
$331B
$789M 0.83%
16,691,570
+9,255,944
+124% +$454M
ELV icon
12
Elevance Health
ELV
$81.9B
$777M 0.82%
3,455,124
+249,472
+8% +$53.1M
WMT icon
13
Walmart Inc
WMT
$871B
$777M 0.82%
23,606,811
-4,817,919
-17% -$147M
JNJ icon
14
Johnson & Johnson
JNJ
$634B
$755M 0.79%
5,403,413
+469,417
+10% +$65.4M
ALL icon
15
Allstate
ALL
$66.9B
$746M 0.78%
7,128,248
+109,282
+2% +$10.8M
JPM icon
16
JPMorgan Chase
JPM
$939B
$739M 0.78%
6,910,314
-158,942
-2% -$16.1M
AMZN icon
17
Amazon
AMZN
$2.5T
$728M 0.76%
12,455,420
+3,804,160
+44% +$209M
INTC icon
18
Intel
INTC
$464B
$719M 0.75%
15,574,318
-3,463,958
-18% -$151M
PFE icon
19
Pfizer
PFE
$140B
$691M 0.73%
20,120,824
-1,864,636
-8% -$63.6M
BABA icon
20
Alibaba
BABA
$269B
$672M 0.7%
3,894,951
-27,548
-0.7% -$4.94M
HUM icon
21
Humana
HUM
$46.7B
$653M 0.69%
2,632,125
+327,882
+14% +$81M
TSM icon
22
TSMC
TSM
$2.09T
$637M 0.67%
16,056,169
+1,615,559
+11% +$65.5M
DIS icon
23
Walt Disney
DIS
$165B
$635M 0.67%
5,905,318
-316,061
-5% -$32.6M
BBY icon
24
Best Buy
BBY
$18B
$635M 0.67%
9,271,753
+410,479
+5% +$24.3M
AMGN icon
25
Amgen
AMGN
$203B
$633M 0.66%
3,641,930
+714,906
+24% +$127M
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.