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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 | |
|---|---|---|---|---|---|---|
301
Stryker
SYK
$130B
| $50.6M | 0.09% |
471,926
-136,226
| -22% | -$13.4M |
|
302
PPG Industries
PPG
$26.6B
| $50.6M | 0.09% |
453,418
-117,616
| -21% | -$11.6M |
|
303
The Mosaic Company
MOS
$7.33B
| $49.7M | 0.09% |
1,839,226
-1,318,786
| -42% | -$34.4M |
|
|
EMC
304
DELISTED
EMC CORPORATION
EMC
| $49.7M | 0.09% |
1,863,333
+33,053
| +2% | +$837K |
|
305
PBF Energy
PBF
$7.31B
| $49.6M | 0.09% |
1,494,904
+678,350
| +83% | +$21.7M |
|
306
Franco-Nevada
FNV
$46B
| $49.4M | 0.09% |
800,459
-41,935
| -5% | -$2.25M |
|
307
MSCI
MSCI
$40.9B
| $49M | 0.09% |
661,983
+122,414
| +23% | +$8.47M |
|
|
NFX
308
DELISTED
Newfield Exploration
NFX
| $49M | 0.09% |
1,474,448
+425,263
| +41% | +$12M |
|
309
Ameriprise Financial
AMP
$48.8B
| $49M | 0.09% |
521,102
-98,175
| -16% | -$8.8M |
|
310
Bath & Body Works
BBWI
$4.1B
| $48.9M | 0.09% |
688,819
-816,029
| -54% | -$58.5M |
|
311
Assured Guaranty
AGO
$3.34B
| $48.7M | 0.09% |
1,924,523
+37,118
| +2% | +$913K |
|
|
312
KeyCorp
KEY
$24.4B
| $48.7M | 0.09% |
4,407,797
-14,503,081
| -77% | -$162M |
|
313
Hewlett Packard
HPE
$70.5B
| $48.6M | 0.09% |
4,719,303
+1,614,306
| +52% | +$13.5M |
|
314
Arch Capital
ACGL
$33.6B
| $48.3M | 0.09% |
2,039,121
-2,625
| -0.1% | -$59.8K |
|
315
Agnico Eagle Mines
AEM
$90.5B
| $48.2M | 0.09% |
1,326,633
-77,869
| -6% | -$2.56M |
|
316
SEI Investments
SEIC
$12.6B
| $47.9M | 0.09% |
1,113,754
-116,003
| -9% | -$4.76M |
|
|
HDS
317
DELISTED
HD Supply Holdings, Inc.
HDS
| $47.9M | 0.09% |
1,449,328
-78,259
| -5% | -$2.15M |
|
318
Fomento Económico Mexicano
FMX
$41.7B
| $47.9M | 0.09% |
497,415
+22,397
| +5% | +$2.05M |
|
319
Campbell Soup
CPB
$6.87B
| $47.9M | 0.09% |
750,196
+407,105
| +119% | +$23.9M |
|
320
Alliant Energy
LNT
$18B
| $47.4M | 0.09% |
1,277,004
+48,480
| +4% | +$1.63M |
|
321
Dillards
DDS
$9.56B
| $47.3M | 0.09% |
557,418
-42,459
| -7% | -$3.18M |
|
|
WBA
322
DELISTED
Walgreens Boots Alliance
WBA
| $47.2M | 0.09% |
560,777
-233,609
| -29% | -$18.7M |
|
|
SVU
323
DELISTED
SUPERVALU Inc.
SVU
| $47.1M | 0.08% |
1,167,860
+240,713
| +26% | +$8.57M |
|
324
Visteon
VC
$2.78B
| $47.1M | 0.08% |
591,358
+347,833
| +143% | +$27.4M |
|
325
Lumen
LUMN
$6.44B
| $46.7M | 0.08% |
1,461,927
+750,728
| +106% | +$21M |
|
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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.