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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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.89T
| $946M | 1.26% |
26,338,664
-81,896
| -0.3% | -$2.7M |
|
2
Microsoft
MSFT
$2.84T
| $802M | 1.07% |
12,172,904
-1,669,094
| -12% | -$107M |
|
3
Johnson & Johnson
JNJ
$635B
| $715M | 0.95% |
5,739,310
-514,782
| -8% | -$61.5M |
|
4
UnitedHealth
UNH
$382B
| $596M | 0.79% |
3,635,948
-102,308
| -3% | -$16.8M |
|
5
Walmart Inc
WMT
$871B
| $593M | 0.79% |
24,696,531
-1,735,248
| -7% | -$39.9M |
|
6
PNC Financial Services
PNC
$100B
| $569M | 0.76% |
4,735,972
-301,539
| -6% | -$36.9M |
|
7
Applied Materials
AMAT
$426B
| $559M | 0.74% |
14,364,762
-3,034,836
| -17% | -$109M |
|
8
Wells Fargo
WFC
$261B
| $534M | 0.71% |
9,588,696
+149,538
| +2% | +$8.48M |
|
9
Merck
MRK
$324B
| $518M | 0.69% |
8,537,631
+1,636,822
| +24% | +$99.3M |
|
10
Allstate
ALL
$66.9B
| $511M | 0.68% |
6,268,589
+363,084
| +6% | +$28.6M |
|
11
TSMC
TSM
$2.09T
| $508M | 0.67% |
15,460,531
-1,023,141
| -6% | -$31.9M |
|
12
Elevance Health
ELV
$81.9B
| $507M | 0.67% |
3,068,384
+315,756
| +11% | +$50.2M |
|
|
13
Procter & Gamble
PG
$343B
| $498M | 0.66% |
5,546,860
-1,649,098
| -23% | -$146M |
|
14
United Airlines
UAL
$38.4B
| $487M | 0.65% |
6,889,017
+110,314
| +2% | +$7.97M |
|
|
STI
15
DELISTED
SunTrust Banks, Inc.
STI
| $484M | 0.64% |
8,758,128
+694,144
| +9% | +$39.8M |
|
16
JPMorgan Chase
JPM
$939B
| $484M | 0.64% |
5,513,388
-26,378
| -0.5% | -$2.33M |
|
17
Northrop Grumman
NOC
$77B
| $473M | 0.63% |
1,989,209
+1,827
| +0.1% | +$434K |
|
18
Tyson Foods
TSN
$20.2B
| $468M | 0.62% |
7,580,425
-1,066,529
| -12% | -$67.2M |
|
|
19
Boeing
BA
$165B
| $465M | 0.62% |
2,627,684
+1,049,546
| +67% | +$179M |
|
|
AET
20
DELISTED
Aetna Inc
AET
| $464M | 0.62% |
3,639,077
+751,166
| +26% | +$94.3M |
|
21
Alphabet (Google) Class A
GOOGL
$3.91T
| $462M | 0.61% |
10,904,620
+911,320
| +9% | +$38.3M |
|
22
Hewlett Packard
HPE
$63.2B
| $456M | 0.61% |
33,091,305
-9,935,940
| -23% | -$134M |
|
23
Amazon
AMZN
$2.5T
| $450M | 0.6% |
10,156,660
-467,700
| -4% | -$19.5M |
|
24
Cisco
CSCO
$450B
| $446M | 0.59% |
13,186,928
-845,904
| -6% | -$27.4M |
|
25
Delta Air Lines
DAL
$55.9B
| $440M | 0.58% |
9,571,378
+1,308,115
| +16% | +$63.9M |
|
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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.