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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
+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
Cap. Flow
-$1.12B
Cap. Flow %
-1.49%
Top 10 Hldgs %
8.43%
Holding
2,340
New
118
Increased
961
Reduced
1,011
Closed
173

Top Buys

Rank Stock Value
1
BA icon
Boeing
BA
+$179M
2
UNP icon
Union Pacific
UNP
+$173M
3
STLA icon
Stellantis
STLA
+$124M
4
HUM icon
Humana
HUM
+$123M
5
COF icon
Capital One
COF
+$121M

Top Sells

Rank Stock Value
1
ETR icon
Entergy
ETR
+$172M
2
HPQ icon
HP
HPQ
+$157M
3
ANDV
Andeavor
ANDV
+$151M
4
FE icon
FirstEnergy
FE
+$149M
5
PG icon
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
RTN
26
DELISTED
Raytheon Company
RTN
$425M 0.57%
2,789,568
-374,150
-12% -$56.3M
EBAY icon
27
eBay
EBAY
$47.6B
$416M 0.55%
12,397,845
+857,363
+7% +$27.9M
META icon
28
Meta Platforms (Facebook)
META
$1.5T
$415M 0.55%
2,918,858
-496,466
-15% -$66.3M
BABA icon
29
Alibaba
BABA
$305B
$409M 0.54%
3,797,393
-8,784
-0.2% -$894K
WM icon
30
Waste Management
WM
$90.5B
$409M 0.54%
5,614,368
+518,270
+10% +$37M
INTC icon
31
Intel
INTC
$459B
$408M 0.54%
11,323,603
-922,228
-8% -$33.4M
PEP icon
32
PepsiCo
PEP
$191B
$398M 0.53%
3,562,456
-461,768
-11% -$49.5M
AEP icon
33
American Electric Power
AEP
$69.9B
$377M 0.5%
5,616,833
-1,003,738
-15% -$65M
CMI icon
34
Cummins
CMI
$89.5B
$376M 0.5%
2,486,266
+205,659
+9% +$30.4M
PFE icon
35
Pfizer
PFE
$143B
$372M 0.49%
11,459,306
+589,490
+5% +$18.6M
TRV icon
36
Travelers Companies
TRV
$78B
$365M 0.48%
3,026,207
+260,838
+9% +$31.3M
HII icon
37
Huntington Ingalls Industries
HII
$12.8B
$356M 0.47%
1,778,952
+124,237
+8% +$25.3M
GILD icon
38
Gilead Sciences
GILD
$163B
$354M 0.47%
5,213,046
+1,066,172
+26% +$75M
PEG icon
39
Public Service Enterprise Group
PEG
$38.2B
$351M 0.47%
7,914,582
-1,494,010
-16% -$66M
TXN icon
40
Texas Instruments
TXN
$246B
$350M 0.46%
4,339,246
+694,158
+19% +$53.8M
LEA icon
41
Lear
LEA
$6.27B
$348M 0.46%
2,457,840
-96,633
-4% -$13.7M
STLA icon
42
Stellantis
STLA
$21.3B
$346M 0.46%
31,689,363
+11,496,046
+57% +$124M
LLL
43
DELISTED
L3 Technologies, Inc.
LLL
$344M 0.46%
2,079,692
-18,450
-0.9% -$2.99M
HPQ icon
44
HP
HPQ
$24.8B
$335M 0.44%
18,720,191
-9,689,407
-34% -$157M
DTE icon
45
DTE Energy
DTE
$29.5B
$335M 0.44%
3,849,933
+542,039
+16% +$45.9M
ED icon
46
Consolidated Edison
ED
$39.8B
$330M 0.44%
4,244,001
-1,807
-0% -$136K
AFL icon
47
Aflac
AFL
$64.5B
$318M 0.42%
8,781,068
+346,472
+4% +$12.3M
LYB icon
48
LyondellBasell Industries
LYB
$19.6B
$315M 0.42%
3,453,208
+479,744
+16% +$43.8M
BRK.B icon
49
Berkshire Hathaway Class B
BRK.B
$1.11T
$311M 0.41%
1,864,228
-143,963
-7% -$24.1M
LUV icon
50
Southwest Airlines
LUV
$23B
$307M 0.41%
5,710,352
-354,819
-6% -$19.1M
1
2
3 4 5

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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.