We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
SPN
401
DELISTED
Superior Energy Services, Inc.
SPN
| $35.3M | 0.06% |
263,828
-177,393
| -40% | -$19.3M |
|
402
Nabors Industries
NBR
$1.21B
| $35.2M | 0.06% |
76,615
-70,714
| -48% | -$26.3M |
|
403
Ashland
ASH
$3.5B
| $35.1M | 0.06% |
653,046
-463,420
| -42% | -$22.3M |
|
404
Wheaton Precious Metals
WPM
$60.9B
| $35M | 0.06% |
2,102,464
-3,402
| -0.2% | -$49.3K |
|
405
VeriSign
VRSN
$26.6B
| $35M | 0.06% |
395,392
-801,560
| -67% | -$65.5M |
|
406
Cigna
CI
$74.6B
| $34.9M | 0.06% |
254,004
+2,971
| +1% | +$408K |
|
407
Kinross Gold
KGC
$32.8B
| $34.5M | 0.06% |
10,080,776
+2,650,632
| +36% | +$6.58M |
|
|
RAI
408
DELISTED
Reynolds American Inc
RAI
| $34.1M | 0.06% |
676,936
+31,616
| +5% | +$1.55M |
|
|
ZNGA
409
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $33.7M | 0.06% |
14,778,550
-1,428,167
| -9% | -$3.2M |
|
410
Teradata
TDC
$2.55B
| $33.6M | 0.06% |
1,280,390
-43,507
| -3% | -$1.08M |
|
411
Aptiv
APTV
$10.3B
| $33.3M | 0.06% |
443,413
-1,164,965
| -72% | -$79.7M |
|
|
CHL
412
DELISTED
China Mobile Limited
CHL
| $33.3M | 0.06% |
599,861
-212,230
| -26% | -$11.4M |
|
|
NUAN
413
DELISTED
Nuance Communications, Inc.
NUAN
| $33.1M | 0.06% |
2,046,521
+1,578,378
| +337% | +$25.5M |
|
414
Trinity Industries
TRN
$2.38B
| $33M | 0.06% |
2,502,547
+688,077
| +38% | +$9.66M |
|
415
American Airlines Group
AAL
$10.6B
| $32.8M | 0.06% |
800,537
-958,912
| -55% | -$38.6M |
|
|
INVX
416
Innovex International
INVX
$1.97B
| $32.6M | 0.06% |
538,762
+314,278
| +140% | +$17.5M |
|
|
PF
417
DELISTED
Pinnacle Foods, Inc.
PF
| $32.6M | 0.06% |
729,801
-107,545
| -13% | -$4.63M |
|
418
CMS Energy
CMS
$22.3B
| $32.5M | 0.06% |
765,745
+60,621
| +9% | +$2.37M |
|
419
Illinois Tool Works
ITW
$84.5B
| $32.5M | 0.06% |
316,938
+29,300
| +10% | +$2.71M |
|
420
ICICI Bank
IBN
$108B
| $32.4M | 0.06% |
4,979,582
+2,580,913
| +108% | +$15.1M |
|
421
Jack Henry & Associates
JKHY
$11.1B
| $32.3M | 0.06% |
381,468
+155,851
| +69% | +$12.5M |
|
422
Prologis
PLD
$133B
| $32.2M | 0.06% |
729,807
+62,691
| +9% | +$2.52M |
|
423
Western Digital
WDC
$150B
| $32.2M | 0.06% |
902,294
-1,060,085
| -54% | -$37.9M |
|
424
Omnicom Group
OMC
$23.4B
| $32.2M | 0.06% |
386,503
-15,792
| -4% | -$1.19M |
|
425
Atmos Energy
ATO
$28.8B
| $32.1M | 0.06% |
432,848
+51,961
| +14% | +$3.57M |
|
Similar funds
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.