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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
AAPL icon
1
Apple
AAPL
$4.72T
$999M 1.32%
27,753,564
+1,414,900
+5% +$52.3M
MSFT icon
2
Microsoft
MSFT
$2.83T
$923M 1.22%
13,384,388
+1,211,484
+10% +$83.2M
WMT icon
3
Walmart Inc
WMT
$863B
$709M 0.94%
28,097,373
+3,400,842
+14% +$86.3M
EBAY icon
4
eBay
EBAY
$48.5B
$661M 0.87%
18,922,240
+6,524,395
+53% +$223M
JNJ icon
5
Johnson & Johnson
JNJ
$624B
$650M 0.86%
4,914,214
-825,096
-14% -$105M
JPM icon
6
JPMorgan Chase
JPM
$930B
$629M 0.83%
6,879,743
+1,366,355
+25% +$118M
UNH icon
7
UnitedHealth
UNH
$385B
$619M 0.82%
3,337,008
-298,940
-8% -$52.4M
GILD icon
8
Gilead Sciences
GILD
$162B
$618M 0.82%
8,731,680
+3,518,634
+67% +$234M
ELV icon
9
Elevance Health
ELV
$82.3B
$577M 0.76%
3,068,530
+146
+0% +$26.2K
ALL icon
10
Allstate
ALL
$65.5B
$566M 0.75%
6,400,734
+132,145
+2% +$11.2M
BABA icon
11
Alibaba
BABA
$273B
$547M 0.72%
3,884,259
+86,866
+2% +$10.7M
PG icon
12
Procter & Gamble
PG
$342B
$535M 0.71%
6,138,798
+591,938
+11% +$52.2M
MRK icon
13
Merck
MRK
$322B
$533M 0.71%
8,716,986
+179,355
+2% +$10.9M
PNC icon
14
PNC Financial Services
PNC
$99.5B
$523M 0.69%
4,190,040
-545,932
-12% -$65.8M
GOOGL icon
15
Alphabet (Google) Class A
GOOGL
$3.88T
$522M 0.69%
11,231,280
+326,660
+3% +$15.3M
BA icon
16
Boeing
BA
$165B
$501M 0.66%
2,532,571
-95,113
-4% -$17.7M
AMZN icon
17
Amazon
AMZN
$2.51T
$501M 0.66%
10,345,040
+188,380
+2% +$8.99M
UAL icon
18
United Airlines
UAL
$37.4B
$498M 0.66%
6,611,803
-277,214
-4% -$20.9M
PFE icon
19
Pfizer
PFE
$143B
$491M 0.65%
15,422,314
+3,963,008
+35% +$125M
TRV icon
20
Travelers Companies
TRV
$78.5B
$477M 0.63%
3,773,565
+747,358
+25% +$92M
TSM icon
21
TSMC
TSM
$2.16T
$468M 0.62%
13,398,911
-2,061,620
-13% -$71.3M
NOC icon
22
Northrop Grumman
NOC
$75.8B
$467M 0.62%
1,820,203
-169,006
-8% -$42.3M
INTC icon
23
Intel
INTC
$504B
$464M 0.61%
13,746,088
+2,422,485
+21% +$86.7M
RTN
24
DELISTED
Raytheon Company
RTN
$461M 0.61%
2,852,747
+63,179
+2% +$10M
AET
25
DELISTED
Aetna Inc
AET
$457M 0.6%
3,009,090
-629,987
-17% -$89M
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.