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
TRNO icon
1451
Terreno Realty
TRNO
$7.49B
$1.68M ﹤0.01%
48,017
+8,358
+21% +$307K
ESPR
1452
DELISTED
Esperion Therapeutics
ESPR
$1.67M ﹤0.01%
25,380
-78,346
-76% -$4.22M
IMMU
1453
DELISTED
Immunomedics Inc
IMMU
$1.67M ﹤0.01%
103,332
+8,067
+8% +$95.2K
FCB
1454
DELISTED
FCB Financial Holdings, Inc.
FCB
$1.67M ﹤0.01%
32,841
-38,772
-54% -$1.9M
ALKS icon
1455
Alkermes
ALKS
$8.25B
$1.67M ﹤0.01%
30,460
-10,822
-26% -$552K
ALRM icon
1456
Alarm.com
ALRM
$2.85B
$1.67M ﹤0.01%
44,096
+11,607
+36% +$501K
ASMB icon
1457
Assembly Biosciences
ASMB
$529M
$1.66M ﹤0.01%
3,061
+1,899
+163% +$860K
FINL
1458
DELISTED
Finish Line
FINL
$1.66M ﹤0.01%
114,212
+95,525
+511% +$1.03M
AMSF icon
1459
AMERISAFE
AMSF
$540M
$1.66M ﹤0.01%
26,930
-44,352
-62% -$2.79M
DCT
1460
DELISTED
DCT Industrial Trust Inc.
DCT
$1.65M ﹤0.01%
28,109
+4,341
+18% +$257K
CAL icon
1461
Caleres
CAL
$487M
$1.65M ﹤0.01%
49,303
-25,431
-34% -$772K
ATRI
1462
DELISTED
Atrion Corp
ATRI
$1.65M ﹤0.01%
2,617
+146
+6% +$95.5K
ICUI icon
1463
ICU Medical
ICUI
$4.61B
$1.65M ﹤0.01%
7,632
+396
+5% +$80.1K
RP
1464
DELISTED
RealPage, Inc.
RP
$1.65M ﹤0.01%
37,151
+7,031
+23% +$307K
INVH icon
1465
Invitation Homes
INVH
$18B
$1.64M ﹤0.01%
+69,609
New +$1.61M
AAWW
1466
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$1.64M ﹤0.01%
27,982
+15,598
+126% +$931K
JRVR icon
1467
James River Group Holdings
JRVR
$217M
$1.64M ﹤0.01%
40,987
-10,141
-20% -$411K
CBI
1468
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.64M ﹤0.01%
101,607
-121,445
-54% -$1.98M
HRI icon
1469
Herc Holdings
HRI
$5.61B
$1.63M ﹤0.01%
26,047
-180,456
-87% -$9.94M
COR
1470
DELISTED
Coresite Realty Corporation
COR
$1.63M ﹤0.01%
14,319
+7,354
+106% +$838K
CCF
1471
DELISTED
Chase Corporation
CCF
$1.63M ﹤0.01%
13,521
+196
+1% +$23.3K
MCHB
1472
Mechanics Bancorp
MCHB
$3.68B
$1.63M ﹤0.01%
56,160
-21,126
-27% -$613K
DB icon
1473
Deutsche Bank
DB
$71.5B
$1.62M ﹤0.01%
84,877
-706,236
-89% -$12.7M
IBP icon
1474
Installed Building Products
IBP
$6.57B
$1.61M ﹤0.01%
21,238
-1,437
-6% -$99.5K
EHC icon
1475
Encompass Health
EHC
$12.4B
$1.61M ﹤0.01%
40,979
-10,801
-21% -$411K
57 58
59
60 61

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.