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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
ROST icon
151
Ross Stores
ROST
$80.5B
$133M 0.18%
2,296,499
+690,299
+43% +$43.1M
KDP icon
152
Keurig Dr Pepper
KDP
$42.3B
$132M 0.18%
1,454,058
-142,304
-9% -$13.3M
LLY icon
153
Eli Lilly
LLY
$1.02T
$132M 0.18%
1,607,876
+365,539
+29% +$29.8M
SCG
154
DELISTED
Scana
SCG
$131M 0.17%
1,951,243
-406,342
-17% -$27.3M
CXT icon
155
Crane NXT
CXT
$2.99B
$130M 0.17%
4,719,663
+303,933
+7% +$8.22M
WDC icon
156
Western Digital
WDC
$188B
$130M 0.17%
1,942,300
+1,591,816
+454% +$106M
HSY icon
157
Hershey
HSY
$35.2B
$129M 0.17%
1,205,484
+345,992
+40% +$38.2M
HRB icon
158
H&R Block
HRB
$5.58B
$129M 0.17%
4,181,533
+2,303,930
+123% +$60.5M
NVDA icon
159
NVIDIA
NVDA
$4.86T
$129M 0.17%
35,642,160
-6,801,160
-16% -$21.6M
ITUB icon
160
Itaú Unibanco
ITUB
$93.2B
$128M 0.17%
23,911,925
-504,235
-2% -$2.83M
CTXS
161
DELISTED
Citrix Systems Inc
CTXS
$128M 0.17%
1,603,829
+185,319
+13% +$15.4M
AFG icon
162
American Financial Group
AFG
$11.8B
$127M 0.17%
1,275,105
-58,967
-4% -$5.77M
VLO icon
163
Valero Energy
VLO
$90.1B
$126M 0.17%
1,872,508
-828,882
-31% -$53.8M
AKAM icon
164
Akamai
AKAM
$16.7B
$126M 0.17%
2,525,351
-19,548
-0.8% -$1.03M
MS icon
165
Morgan Stanley
MS
$331B
$126M 0.17%
2,817,904
-504,985
-15% -$21.8M
BMY icon
166
Bristol-Myers Squibb
BMY
$133B
$125M 0.17%
2,251,660
+1,772,855
+370% +$96.5M
JBL icon
167
Jabil
JBL
$33B
$125M 0.17%
4,280,414
+178,888
+4% +$5.26M
BBD icon
168
Banco Bradesco
BBD
$39.3B
$124M 0.16%
25,680,777
-4,103,136
-14% -$20.8M
TD icon
169
Toronto Dominion Bank
TD
$198B
$122M 0.16%
2,428,002
+359,461
+17% +$17.3M
MBT
170
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$122M 0.16%
14,553,471
+4,994,835
+52% +$48.1M
RY icon
171
Royal Bank of Canada
RY
$291B
$121M 0.16%
1,670,444
+441,283
+36% +$30.9M
COST icon
172
Costco
COST
$422B
$121M 0.16%
753,535
+222,179
+42% +$38.3M
AXS icon
173
AXIS Capital
AXS
$7.68B
$120M 0.16%
1,863,434
+162,822
+10% +$10.6M
CBT icon
174
Cabot Corp
CBT
$4.54B
$120M 0.16%
2,254,505
-248,992
-10% -$13.7M
KBH icon
175
KB Home
KBH
$3.37B
$119M 0.16%
4,959,331
-782,897
-14% -$16.6M
5 6
7
8 9

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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.