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AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+6.44%
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
$75.2B
AUM Growth
+$2.76B
(+3.8%)
Cap. Flow
-$1.12B
Cap. Flow
% of AUM
-1.49%
Top 10 Holdings %
Top 10 Hldgs %
8.43%
Holding
2,340
New
118
Increased
961
Reduced
1,011
Closed
173
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Boeing
BA
|
+$179M |
| 2 |
Union Pacific
UNP
|
+$173M |
| 3 |
Stellantis
STLA
|
+$124M |
| 4 |
Humana
HUM
|
+$123M |
| 5 |
Capital One
COF
|
+$121M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Entergy
ETR
|
+$172M |
| 2 |
HP
HPQ
|
+$157M |
| 3 |
ANDV
Andeavor
ANDV
|
+$151M |
| 4 |
FirstEnergy
FE
|
+$149M |
| 5 |
Procter & Gamble
PG
|
+$146M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.16% |
| 2 | Industrials | 15.69% |
| 3 | Technology | 15.6% |
| 4 | Consumer Discretionary | 11.68% |
| 5 | Healthcare | 9.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
QEP
601
DELISTED
QEP RESOURCES, INC.
QEP
| $19.4M | 0.03% |
1,530,137
-1,173,066
| -43% | -$18.5M |
|
602
Eversource Energy
ES
$27.2B
| $19.4M | 0.03% |
330,826
-17,017
| -5% | -$967K |
|
603
Herc Holdings
HRI
$5.61B
| $19.3M | 0.03% |
394,989
+134,683
| +52% | +$6.34M |
|
604
Cable One
CABO
$212M
| $19.2M | 0.03% |
30,786
+5,663
| +23% | +$3.54M |
|
605
Boston Properties
BXP
$11.1B
| $19.2M | 0.03% |
145,058
+7,445
| +5% | +$987K |
|
606
Primerica
PRI
$9.89B
| $19.1M | 0.03% |
232,971
+12,617
| +6% | +$984K |
|
|
XLNX
607
DELISTED
Xilinx Inc
XLNX
| $19M | 0.03% |
327,850
-1,347,880
| -80% | -$79.2M |
|
608
Mondelez International
MDLZ
$79.9B
| $19M | 0.03% |
440,459
+134,286
| +44% | +$5.95M |
|
609
Ambev
ABEV
$46.4B
| $18.9M | 0.03% |
3,285,430
-1,846,494
| -36% | -$10.1M |
|
610
Watsco Inc
WSO
$13.6B
| $18.9M | 0.03% |
132,137
-22,264
| -14% | -$3.33M |
|
611
UBS Group
UBS
$176B
| $18.9M | 0.03% |
1,178,865
+586,154
| +99% | +$9.43M |
|
|
PBCT
612
DELISTED
People's United Financial Inc
PBCT
| $18.9M | 0.03% |
1,036,787
-17,315
| -2% | -$328K |
|
|
MRSH
613
Marsh
MRSH
$91.5B
| $18.9M | 0.03% |
255,152
+3,012
| +1% | +$215K |
|
|
LKSD
614
DELISTED
LSC Communications, Inc.
LKSD
| $18.8M | 0.03% |
746,641
+131,229
| +21% | +$3.43M |
|
615
Macy's
M
$6.68B
| $18.8M | 0.02% |
632,677
-1,463,447
| -70% | -$45.2M |
|
616
Illumina
ILMN
$28.4B
| $18.6M | 0.02% |
112,293
+41,611
| +59% | +$6.56M |
|
|
WDR
617
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $18.6M | 0.02% |
1,096,419
-807,380
| -42% | -$14.8M |
|
|
ESV
618
DELISTED
Ensco Rowan plc
ESV
| $18.6M | 0.02% |
519,691
+77,477
| +18% | +$3.14M |
|
619
John B. Sanfilippo & Son
JBSS
$972M
| $18.6M | 0.02% |
253,792
-1,714
| -0.7% | -$113K |
|
|
BHI
620
DELISTED
Baker Hughes
BHI
| $18.5M | 0.02% |
310,012
-10,587
| -3% | -$644K |
|
621
Albemarle
ALB
$15.5B
| $18.4M | 0.02% |
174,350
-35,396
| -17% | -$3.44M |
|
|
NFX
622
DELISTED
Newfield Exploration
NFX
| $18.2M | 0.02% |
493,074
-732,564
| -60% | -$28.5M |
|
623
Imperial Oil
IMO
$60.4B
| $18.1M | 0.02% |
595,700
-154,388
| -21% | -$4.99M |
|
624
Greif
GEF
$5.04B
| $17.9M | 0.02% |
325,621
+9,401
| +3% | +$522K |
|
625
Allison Transmission
ALSN
$9.82B
| $17.8M | 0.02% |
494,432
+86,497
| +21% | +$3.08M |
|
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VGA
AQR Capital Management's Q1 2017 Portfolio in Review
As of Q1 2017, AQR Capital Management held 2,340 positions worth $75.2B, up 3.8% from $72.5B the previous quarter. Its ten largest holdings account for 8.4% of the portfolio.
AQR Capital Management's Q1 2017 filing shows 118 new, 961 increased, 1,011 reduced and 173 closed positions. Its largest new stake was Invesco QQQ Trust: 591,417 shares worth $78.3M. The largest sale was Entergy, an estimated $172M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 16% a quarter earlier, followed by Industrials and Technology.
- AQR Capital Management's largest Q1 2017 buy was Invesco QQQ Trust: 591,417 shares worth $78.3M.
- AQR Capital Management added most to Boeing in Q1 2017, an estimated $179M increase.
- AQR Capital Management's biggest Q1 2017 reduction was Entergy, cutting an estimated $172M.
- AQR Capital Management fully exited Mentor Graphics Corp in Q1 2017, selling an estimated $30.2M.
- AQR Capital Management's ten largest holdings make up 8.4% of its $75.2B portfolio in Q1 2017.
- AQR Capital Management opened 118 new positions and closed 173 in Q1 2017.
- AQR Capital Management's portfolio value rose 3.8% quarter-over-quarter to $75.2B.
Based on AQR Capital Management's 13F filing for Q1 2017, filed 15 May 2017.