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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 | |
|---|---|---|---|---|---|---|
|
ESL
776
DELISTED
Esterline Technologies
ESL
| $7.03M | 0.01% |
109,776
+44,761
| +69% | +$2.95M |
|
777
Cable One
CABO
$212M
| $7.01M | 0.01% |
16,031
+696
| +5% | +$296K |
|
|
RUTH
778
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $7M | 0.01% |
380,483
+71,769
| +23% | +$1.2M |
|
779
The GEO Group
GEO
$4.04B
| $6.99M | 0.01% |
302,426
-7,018
| -2% | -$137K |
|
780
CenterPoint Energy
CNP
$26.8B
| $6.96M | 0.01% |
332,886
-788,607
| -70% | -$14.9M |
|
781
Ziff Davis
ZD
$1.98B
| $6.95M | 0.01% |
129,779
+90,755
| +233% | +$5.49M |
|
|
IPCC
782
DELISTED
Infinity Property & Casualty C
IPCC
| $6.92M | 0.01% |
85,996
+14,774
| +21% | +$1.15M |
|
|
TLN
783
DELISTED
Talen Energy Corporation
TLN
| $6.91M | 0.01% |
767,908
-583,937
| -43% | -$4.12M |
|
784
Adeia
ADEA
$3.11B
| $6.91M | 0.01% |
842,415
-273,248
| -24% | -$2.08M |
|
|
CDK
785
DELISTED
CDK Global, Inc.
CDK
| $6.91M | 0.01% |
148,405
-127,956
| -46% | -$5.7M |
|
786
Armstrong World Industries
AWI
$7.84B
| $6.88M | 0.01% |
142,198
+86,993
| +158% | +$3.57M |
|
787
Sun Life Financial
SLF
$45.4B
| $6.88M | 0.01% |
212,272
+101,584
| +92% | +$2.98M |
|
788
Sabesp
SBS
$18.7B
| $6.87M | 0.01% |
5,363,418
+5,311,373
| +10,205% | +$5.61M |
|
789
Genuine Parts
GPC
$18.7B
| $6.86M | 0.01% |
69,085
-8,676
| -11% | -$769K |
|
790
SLB Ltd
SLB
$75B
| $6.84M | 0.01% |
92,806
-1,422
| -2% | -$100K |
|
|
PDLI
791
DELISTED
PDL BioPharma, Inc.
PDLI
| $6.82M | 0.01% |
2,048,869
-3,718
| -0.2% | -$11.6K |
|
792
Motorola Solutions
MSI
$77.4B
| $6.79M | 0.01% |
89,753
+62,773
| +233% | +$4.25M |
|
|
ABMD
793
DELISTED
Abiomed Inc
ABMD
| $6.71M | 0.01% |
70,771
+13,123
| +23% | +$1.11M |
|
794
Service Corp International
SCI
$11.6B
| $6.7M | 0.01% |
271,488
-16,933
| -6% | -$401K |
|
795
Illumina
ILMN
$28.4B
| $6.69M | 0.01% |
42,445
-26,216
| -38% | -$4.01M |
|
|
ARRS
796
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $6.66M | 0.01% |
290,690
-130,254
| -31% | -$3.19M |
|
|
SWN
797
DELISTED
Southwestern Energy Company
SWN
| $6.63M | 0.01% |
821,825
+778,999
| +1,819% | +$5.97M |
|
798
Flowers Foods
FLO
$1.57B
| $6.62M | 0.01% |
358,837
+5,846
| +2% | +$111K |
|
|
CADE
799
DELISTED
Cadence Bank
CADE
| $6.61M | 0.01% |
310,163
-166,143
| -35% | -$3.45M |
|
|
MRSH
800
Marsh
MRSH
$91.5B
| $6.57M | 0.01% |
108,141
-168,514
| -61% | -$9.44M |
|
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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.