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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
+2.76%
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
$55.6B
AUM Growth
-$1.54B
(-2.7%)
Cap. Flow
-$1.96B
Cap. Flow
% of AUM
-3.52%
Top 10 Holdings %
Top 10 Hldgs %
8.6%
Holding
2,396
New
159
Increased
1,068
Reduced
924
Closed
192
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Verizon
VZ
|
+$145M |
| 2 |
American Electric Power
AEP
|
+$145M |
| 3 |
AT&T
T
|
+$126M |
| 4 |
ANDV
Andeavor
ANDV
|
+$120M |
| 5 |
Tyson Foods
TSN
|
+$117M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$282M |
| 2 |
AET
Aetna Inc
AET
|
+$185M |
| 3 |
KeyCorp
KEY
|
+$162M |
| 4 |
EA
Electronic Arts
EA
|
+$159M |
| 5 |
Biogen
BIIB
|
+$139M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.33% |
| 2 | Technology | 14.31% |
| 3 | Consumer Discretionary | 13.54% |
| 4 | Industrials | 12.3% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
PPLI
251
People Inc
PPLI
$3.1B
| $62.5M | 0.11% |
7,422,711
+75,930
| +1% | +$653K |
|
252
TE Connectivity
TEL
$62.6B
| $62.5M | 0.11% |
1,008,573
-60,702
| -6% | -$3.52M |
|
|
XLNX
253
DELISTED
Xilinx Inc
XLNX
| $62.3M | 0.11% |
1,314,196
-699,351
| -35% | -$32.8M |
|
|
MJN
254
DELISTED
Mead Johnson Nutrition Company
MJN
| $61.6M | 0.11% |
724,905
+264,927
| +58% | +$19.7M |
|
255
AbbVie
ABBV
$435B
| $61M | 0.11% |
1,068,396
-283,076
| -21% | -$15.8M |
|
256
Duke Energy
DUK
$97.3B
| $61M | 0.11% |
756,277
+155,620
| +26% | +$11.8M |
|
257
CGI
GIB
$15.5B
| $60.9M | 0.11% |
1,269,089
+328,446
| +35% | +$13.7M |
|
258
Itaú Unibanco
ITUB
$87.5B
| $60.3M | 0.11% |
15,928,567
+1,566,537
| +11% | +$4.77M |
|
259
American Eagle Outfitters
AEO
$3.01B
| $60.2M | 0.11% |
3,612,305
-11,352
| -0.3% | -$171K |
|
260
Ambev
ABEV
$46.4B
| $59.9M | 0.11% |
11,568,986
+573,355
| +5% | +$2.64M |
|
|
TWC
261
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $59.8M | 0.11% |
292,296
+22,661
| +8% | +$4.29M |
|
262
Akamai
AKAM
$15.9B
| $59.7M | 0.11% |
1,073,586
-532,425
| -33% | -$27.1M |
|
263
Pilgrim's Pride
PPC
$6.54B
| $59.5M | 0.11% |
2,342,771
-979,193
| -29% | -$22.7M |
|
|
TTM
264
DELISTED
Tata Motors Limited
TTM
| $59.3M | 0.11% |
2,041,643
-1,370,475
| -40% | -$34.6M |
|
|
MHFI
265
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $59.3M | 0.11% |
599,125
-152,349
| -20% | -$13.7M |
|
266
Chubb
CB
$135B
| $58.9M | 0.11% |
494,435
+117,580
| +31% | +$13.5M |
|
267
Toronto Dominion Bank
TD
$200B
| $58.6M | 0.11% |
1,351,664
+111,666
| +9% | +$4.31M |
|
268
Intuit
INTU
$89B
| $58.4M | 0.11% |
561,301
-9,509
| -2% | -$918K |
|
269
Graham Holdings Company
GHC
$5.02B
| $58M | 0.1% |
120,831
-8,122
| -6% | -$3.87M |
|
270
Royal Caribbean
RCL
$85.6B
| $58M | 0.1% |
705,902
-194,857
| -22% | -$15.2M |
|
271
Macy's
M
$6.68B
| $57.9M | 0.1% |
1,312,505
-837,309
| -39% | -$34.6M |
|
|
SCG
272
DELISTED
Scana
SCG
| $57.6M | 0.1% |
821,695
+272,717
| +50% | +$17.6M |
|
273
F5
FFIV
$22.7B
| $57.6M | 0.1% |
544,334
+114,013
| +26% | +$10.9M |
|
274
Murphy USA
MUSA
$9.61B
| $57.6M | 0.1% |
937,625
-65,334
| -7% | -$4.02M |
|
275
Synopsys
SNPS
$79.7B
| $57.6M | 0.1% |
1,189,102
-78,594
| -6% | -$3.47M |
|
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VGA
AQR Capital Management's Q1 2016 Portfolio in Review
As of Q1 2016, AQR Capital Management held 2,396 positions worth $55.6B, down 2.7% from $57.1B the previous quarter. Its ten largest holdings account for 8.6% of the portfolio.
AQR Capital Management withdrew a net $1.96B in Q1 2016, closing 192 positions and reducing 924 holdings. Its most notable exit was Broadcom, an estimated $82.9M position sold in full.
By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, AQR Capital Management opened a new position in CONCHO RESOURCES INC. worth $18.5M.
- AQR Capital Management's largest Q1 2016 buy was CONCHO RESOURCES INC.: 182,889 shares worth $18.5M.
- AQR Capital Management added most to Verizon in Q1 2016, an estimated $145M increase.
- AQR Capital Management's biggest Q1 2016 reduction was Pfizer, cutting an estimated $282M.
- AQR Capital Management fully exited Broadcom in Q1 2016, selling an estimated $82.9M.
- AQR Capital Management's ten largest holdings make up 8.6% of its $55.6B portfolio in Q1 2016.
- AQR Capital Management opened 159 new positions and closed 192 in Q1 2016.
- AQR Capital Management's portfolio value fell 2.7% quarter-over-quarter to $55.6B.
Based on AQR Capital Management's 13F filing for Q1 2016, filed 16 May 2016.