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
MRSH
526
Marsh
MRSH
$92.2B
$27.1M 0.03%
333,532
+52,271
+19% +$4.34M
WERN icon
527
Werner Enterprises
WERN
$2.21B
$26.9M 0.03%
694,894
-146,988
-17% -$5.34M
TAL icon
528
TAL Education Group
TAL
$6.91B
$26.8M 0.03%
903,424
+13,638
+2% +$415K
AES icon
529
AES
AES
$10.5B
$26.7M 0.03%
2,469,710
-2,474,719
-50% -$26.8M
SQM icon
530
Sociedad Química y Minera de Chile
SQM
$20.7B
$26.5M 0.03%
447,057
+313,032
+234% +$17.9M
LTM
531
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$26.5M 0.03%
1,904,725
+281,783
+17% +$3.77M
TRIP icon
532
TripAdvisor
TRIP
$1.22B
$26.3M 0.03%
763,713
+582,319
+321% +$21M
GPK icon
533
Graphic Packaging
GPK
$3.51B
$26.3M 0.03%
1,701,539
-944,871
-36% -$14.2M
TER icon
534
Teradyne
TER
$60.2B
$26.2M 0.03%
625,927
-1,034,835
-62% -$42.7M
TSE
535
DELISTED
Trinseo
TSE
$26.1M 0.03%
359,181
+17,454
+5% +$1.24M
BKU icon
536
Bankunited
BKU
$3.37B
$25.8M 0.03%
634,426
+46,078
+8% +$1.68M
CVE icon
537
Cenovus Energy
CVE
$52.1B
$25.8M 0.03%
2,815,047
+2,767,874
+5,867% +$26.9M
WPM icon
538
Wheaton Precious Metals
WPM
$56.9B
$25.8M 0.03%
1,162,849
-53,159
-4% -$1.11M
NLY icon
539
Annaly Capital Management
NLY
$17.1B
$25.7M 0.03%
540,103
+213,133
+65% +$10.1M
D icon
540
Dominion Energy
D
$58.8B
$25.6M 0.03%
316,251
-26,024
-8% -$2.11M
RHT
541
DELISTED
Red Hat Inc
RHT
$25.6M 0.03%
213,175
-124,006
-37% -$15.2M
MTX icon
542
Minerals Technologies
MTX
$2.34B
$25.6M 0.03%
371,168
+32,716
+10% +$2.33M
HRL icon
543
Hormel Foods
HRL
$13.8B
$25.5M 0.03%
701,520
-578,837
-45% -$19.5M
PBI icon
544
Pitney Bowes
PBI
$2.46B
$25.4M 0.03%
2,271,261
+1,424,828
+168% +$16.8M
WY icon
545
Weyerhaeuser
WY
$18.3B
$25.3M 0.03%
717,472
+33,106
+5% +$1.17M
BN icon
546
Brookfield
BN
$108B
$25M 0.03%
1,605,627
+102,535
+7% +$1.55M
TRI icon
547
Thomson Reuters
TRI
$43.4B
$25M 0.03%
492,115
-253,402
-34% -$13.3M
MMS icon
548
Maximus
MMS
$3.06B
$24.7M 0.03%
344,391
+152,985
+80% +$10.3M
NFX
549
DELISTED
Newfield Exploration
NFX
$24.6M 0.03%
781,292
+30,152
+4% +$915K
CMS icon
550
CMS Energy
CMS
$22.3B
$24.5M 0.03%
518,538
-616,403
-54% -$29.9M
20 21
22
23 24

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
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
VGA
Vanguard Global Advisers Malvern, Pennsylvania $187B AUM

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.