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
XRX icon
151
Xerox
XRX
$424M
$170M 0.18%
5,843,680
+454,620
+8% +$13.8M
BAC icon
152
Bank of America
BAC
$440B
$169M 0.18%
5,728,527
-792,928
-12% -$21.9M
FSLR icon
153
First Solar
FSLR
$26.2B
$169M 0.18%
2,503,124
+1,663,134
+198% +$97.5M
GS icon
154
Goldman Sachs
GS
$311B
$168M 0.18%
660,210
-313,727
-32% -$77M
LVS icon
155
Las Vegas Sands
LVS
$29.8B
$168M 0.18%
2,413,935
-462,091
-16% -$30.8M
ALXN
156
DELISTED
Alexion Pharmaceuticals
ALXN
$167M 0.18%
1,398,576
+454,570
+48% +$55.4M
TJX icon
157
TJX Companies
TJX
$174B
$167M 0.18%
4,372,328
-903,240
-17% -$32.8M
CRL icon
158
Charles River Laboratories
CRL
$11.3B
$167M 0.18%
1,523,287
+10,906
+0.7% +$1.19M
ETN icon
159
Eaton
ETN
$173B
$166M 0.17%
2,106,588
+899,874
+75% +$70M
CAT icon
160
Caterpillar
CAT
$404B
$165M 0.17%
1,048,595
+310,528
+42% +$43.1M
RSG icon
161
Republic Services
RSG
$63.9B
$165M 0.17%
2,440,204
-74,663
-3% -$4.81M
STX icon
162
Seagate
STX
$192B
$165M 0.17%
3,934,007
+24,841
+0.6% +$949K
KLAC icon
163
KLA
KLAC
$255B
$165M 0.17%
15,661,730
+3,210,740
+26% +$33.8M
STZ icon
164
Constellation Brands
STZ
$22.4B
$164M 0.17%
718,826
+321,703
+81% +$69.5M
BEN icon
165
Franklin Resources
BEN
$18.2B
$163M 0.17%
3,772,754
+1,851,854
+96% +$80.2M
HAL icon
166
Halliburton
HAL
$27B
$163M 0.17%
3,342,804
+446,594
+15% +$19.7M
AGO icon
167
Assured Guaranty
AGO
$3.67B
$161M 0.17%
4,766,831
-71,870
-1% -$2.61M
VST icon
168
Vistra
VST
$48.3B
$160M 0.17%
8,759,084
+6,410,818
+273% +$120M
ITUB icon
169
Itaú Unibanco
ITUB
$90.3B
$160M 0.17%
25,298,762
-5,035,944
-17% -$32.1M
TGT icon
170
Target
TGT
$67.3B
$158M 0.17%
2,425,167
+377,480
+18% +$22.8M
DXC icon
171
DXC Technology
DXC
$1.76B
$154M 0.16%
1,880,459
+680,977
+57% +$55M
GD icon
172
General Dynamics
GD
$104B
$154M 0.16%
757,726
-44,164
-6% -$9.02M
AA icon
173
Alcoa
AA
$12.4B
$152M 0.16%
2,815,312
+2,205,192
+361% +$101M
MEOH icon
174
Methanex
MEOH
$4.14B
$151M 0.16%
2,491,912
+663,778
+36% +$35M
DAN icon
175
Dana Inc
DAN
$2.97B
$151M 0.16%
4,728,291
+2,001,199
+73% +$61.6M
5 6
7
8 9

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.