We are live on ! Find out more
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
IBM icon
26
IBM
IBM
$211B
$632M 0.66%
4,309,977
+852,647
+25% +$124M
BIIB icon
27
Biogen
BIIB
$30B
$626M 0.66%
1,966,134
+96,473
+5% +$30.9M
RTN
28
DELISTED
Raytheon Company
RTN
$621M 0.65%
3,303,925
+612,515
+23% +$114M
MCK icon
29
McKesson
MCK
$100B
$602M 0.63%
3,862,074
+1,182,353
+44% +$175M
EXC icon
30
Exelon
EXC
$47.2B
$598M 0.63%
21,278,277
+4,066,974
+24% +$117M
TRV icon
31
Travelers Companies
TRV
$78.1B
$568M 0.6%
4,184,998
+170,057
+4% +$22.4M
AFL icon
32
Aflac
AFL
$64.9B
$566M 0.59%
12,885,016
+1,293,518
+11% +$55.2M
MRK icon
33
Merck
MRK
$322B
$552M 0.58%
10,289,677
-1,562,119
-13% -$86.6M
PEP icon
34
PepsiCo
PEP
$190B
$537M 0.56%
4,474,754
+1,015,843
+29% +$116M
PG icon
35
Procter & Gamble
PG
$336B
$519M 0.54%
5,646,171
+250,483
+5% +$22.5M
TXN icon
36
Texas Instruments
TXN
$252B
$512M 0.54%
4,897,544
+1,057,517
+28% +$103M
UNH icon
37
UnitedHealth
UNH
$376B
$503M 0.53%
2,280,994
-119,926
-5% -$25.4M
CI icon
38
Cigna
CI
$73.7B
$479M 0.5%
2,360,436
+464,282
+24% +$92.4M
GM icon
39
General Motors
GM
$80.4B
$469M 0.49%
11,452,586
-4,429,880
-28% -$192M
URI icon
40
United Rentals
URI
$67.2B
$469M 0.49%
2,730,387
+687,004
+34% +$105M
NOC icon
41
Northrop Grumman
NOC
$77.1B
$468M 0.49%
1,526,348
-156,525
-9% -$47M
CELG
42
DELISTED
Celgene Corp
CELG
$457M 0.48%
4,378,536
+2,378,345
+119% +$268M
HII icon
43
Huntington Ingalls Industries
HII
$12.9B
$452M 0.47%
1,918,477
+10,127
+0.5% +$2.39M
TSN icon
44
Tyson Foods
TSN
$20.4B
$448M 0.47%
5,531,269
+2,435,964
+79% +$186M
LEA icon
45
Lear
LEA
$6.54B
$439M 0.46%
2,485,173
+228,081
+10% +$40M
ABBV icon
46
AbbVie
ABBV
$443B
$435M 0.46%
4,493,160
+752,859
+20% +$71M
GOOG icon
47
Alphabet (Google) Class C
GOOG
$4.36T
$431M 0.45%
8,247,220
+1,094,420
+15% +$55.7M
PNC icon
48
PNC Financial Services
PNC
$99.7B
$425M 0.45%
2,943,236
-202,604
-6% -$28M
STLA icon
49
Stellantis
STLA
$21.7B
$422M 0.44%
23,574,425
+3,432,595
+17% +$60.4M
LRCX icon
50
Lam Research
LRCX
$367B
$420M 0.44%
22,840,010
+8,857,560
+63% +$174M
1
2
3 4 5

Similar funds

CTC (Chicago Trading Company)
CTC (Chicago Trading Company) Chicago, Illinois $217B AUM 46.5% 1-Year Est. Return
Janus Henderson Group
Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return
Jones Financial Companies
Jones Financial Companies Des Peres, Missouri $208B AUM 16.12% 1-Year Est. Return
BNP Paribas Financial Markets
BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return
Citigroup
Citigroup New York $235B AUM 32.99% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
American Century Companies
American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return
HSBC Holdings
HSBC Holdings London, United Kingdom $192B AUM 27.2% 1-Year Est. Return

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.