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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
+3.27%
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
$75.6B
AUM Growth
+$332M
Cap. Flow
-$1.48B
Cap. Flow %
-1.96%
Top 10 Hldgs %
9.2%
Holding
2,306
New
139
Increased
928
Reduced
1,013
Closed
118

Top Buys

Rank Stock Value
1
GILD icon
Gilead Sciences
GILD
+$234M
2
EBAY icon
eBay
EBAY
+$223M
3
DIS icon
Walt Disney
DIS
+$189M
4
HUM icon
Humana
HUM
+$184M
5
DXC icon
DXC Technology
DXC
+$172M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$236M
2
CFG icon
Citizens Financial Group
CFG
+$157M
3
AMAT icon
Applied Materials
AMAT
+$156M
4
HUN icon
Huntsman Corp
HUN
+$154M
5
STI
SunTrust Banks, Inc.
STI
+$151M

Sector Composition

Rank Sector Weight
1 Financials 16.77%
2 Technology 16.07%
3 Industrials 14.94%
4 Consumer Discretionary 12.29%
5 Healthcare 11.87%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
26
Applied Materials
AMAT
$398B
$442M 0.58%
10,694,943
-3,669,819
-26% -$156M
AFL icon
27
Aflac
AFL
$64.8B
$435M 0.58%
11,198,720
+2,417,652
+28% +$90.8M
AEP icon
28
American Electric Power
AEP
$69.5B
$420M 0.56%
6,046,348
+429,515
+8% +$29.8M
DTE icon
29
DTE Energy
DTE
$29.5B
$406M 0.54%
4,514,721
+664,788
+17% +$60.2M
PEP icon
30
PepsiCo
PEP
$191B
$391M 0.52%
3,388,015
-174,441
-5% -$20M
HII icon
31
Huntington Ingalls Industries
HII
$12.6B
$391M 0.52%
2,099,184
+320,232
+18% +$62.6M
WM icon
32
Waste Management
WM
$90.9B
$382M 0.5%
5,201,797
-412,571
-7% -$30M
DAL icon
33
Delta Air Lines
DAL
$58.3B
$374M 0.5%
6,967,438
-2,603,940
-27% -$128M
HUM icon
34
Humana
HUM
$44B
$373M 0.49%
1,549,624
+813,605
+111% +$184M
TSN icon
35
Tyson Foods
TSN
$21.4B
$369M 0.49%
5,896,005
-1,684,420
-22% -$103M
LYB icon
36
LyondellBasell Industries
LYB
$19.5B
$366M 0.48%
4,335,015
+881,807
+26% +$73.2M
WCG
37
DELISTED
Wellcare Health Plans, Inc.
WCG
$363M 0.48%
2,023,417
-90,948
-4% -$15.1M
META icon
38
Meta Platforms (Facebook)
META
$1.37T
$361M 0.48%
2,388,644
-530,214
-18% -$78.8M
EG icon
39
Everest Group
EG
$14.9B
$356M 0.47%
1,398,597
+108,805
+8% +$26.9M
IBM icon
40
IBM
IBM
$209B
$356M 0.47%
2,419,518
+817,838
+51% +$123M
BIIB icon
41
Biogen
BIIB
$30.7B
$354M 0.47%
1,304,659
+264,040
+25% +$69.8M
BAX icon
42
Baxter International
BAX
$13.8B
$346M 0.46%
5,707,805
+119,195
+2% +$6.77M
CSCO icon
43
Cisco
CSCO
$448B
$345M 0.46%
11,016,301
-2,170,627
-16% -$70.7M
PEG icon
44
Public Service Enterprise Group
PEG
$38.6B
$342M 0.45%
7,957,357
+42,775
+0.5% +$1.89M
STI
45
DELISTED
SunTrust Banks, Inc.
STI
$342M 0.45%
6,032,503
-2,725,625
-31% -$151M
LUV icon
46
Southwest Airlines
LUV
$22.3B
$340M 0.45%
5,466,644
-243,708
-4% -$14.2M
ED icon
47
Consolidated Edison
ED
$40.4B
$331M 0.44%
4,101,511
-142,490
-3% -$11.5M
HPE icon
48
Hewlett Packard
HPE
$62.4B
$328M 0.43%
25,486,782
-7,604,523
-23% -$106M
STLA icon
49
Stellantis
STLA
$17B
$320M 0.42%
30,557,071
-1,132,292
-4% -$12M
TXN icon
50
Texas Instruments
TXN
$255B
$316M 0.42%
4,104,692
-234,554
-5% -$18.8M
1
2
3 4 5

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AQR Capital Management's Q2 2017 Portfolio in Review

As of Q2 2017, AQR Capital Management held 2,306 positions worth $75.6B, up 0.44% from $75.2B the previous quarter. Its ten largest holdings account for 9.2% of the portfolio.

AQR Capital Management's Q2 2017 filing shows 139 new, 928 increased, 1,013 reduced and 118 closed positions. Its largest new stake was DXC Technology: 2,594,054 shares worth $172M. The largest sale was Wells Fargo, an estimated $236M.

By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Technology and Industrials.

  • AQR Capital Management's largest Q2 2017 buy was DXC Technology: 2,594,054 shares worth $172M.
  • AQR Capital Management added most to Gilead Sciences in Q2 2017, an estimated $234M increase.
  • AQR Capital Management's biggest Q2 2017 reduction was Wells Fargo, cutting an estimated $236M.
  • AQR Capital Management fully exited Computer Sciences in Q2 2017, selling an estimated $77.8M.
  • AQR Capital Management's ten largest holdings make up 9.2% of its $75.6B portfolio in Q2 2017.
  • AQR Capital Management opened 139 new positions and closed 118 in Q2 2017.
  • AQR Capital Management's portfolio value rose 0.44% quarter-over-quarter to $75.6B.

Based on AQR Capital Management's 13F filing for Q2 2017, filed 14 Aug 2017.