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 | |
|---|---|---|---|---|---|---|
951
Cullen/Frost Bankers
CFR
$10.2B
| $4.07M | 0.01% |
73,860
+10,404
| +16% | +$538K |
|
952
Regeneron Pharmaceuticals
REGN
$82.7B
| $4M | 0.01% |
11,091
-34,259
| -76% | -$14.1M |
|
|
ELLI
953
DELISTED
Ellie Mae Inc
ELLI
| $4M | 0.01% |
44,110
+7,177
| +19% | +$537K |
|
954
Gibraltar Industries
ROCK
$1.45B
| $3.99M | 0.01% |
139,639
+67,537
| +94% | +$1.57M |
|
|
COR
955
DELISTED
Coresite Realty Corporation
COR
| $3.98M | 0.01% |
56,798
+14,114
| +33% | +$885K |
|
956
La-Z-Boy
LZB
$1.65B
| $3.95M | 0.01% |
147,763
+29,172
| +25% | +$683K |
|
|
CLDT
957
Chatham Lodging
CLDT
$573M
| $3.94M | 0.01% |
184,077
-48,123
| -21% | -$957K |
|
958
First Citizens BancShares
FCNCA
$25.3B
| $3.93M | 0.01% |
15,655
+6,612
| +73% | +$1.59M |
|
959
IDT Corp
IDT
$1.61B
| $3.93M | 0.01% |
356,626
+80,927
| +29% | +$732K |
|
|
SYNH
960
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $3.92M | 0.01% |
95,072
+82,019
| +628% | +$3.38M |
|
|
TSE
961
DELISTED
Trinseo
TSE
| $3.9M | 0.01% |
105,950
+41,495
| +64% | +$1.18M |
|
|
HA
962
DELISTED
Hawaiian Holdings, Inc.
HA
| $3.9M | 0.01% |
82,579
+18,820
| +30% | +$730K |
|
963
Entravision Communication
EVC
$1.05B
| $3.9M | 0.01% |
523,602
-9,023
| -2% | -$66.6K |
|
|
FLTX
964
DELISTED
Fleetmatics Group PLC
FLTX
| $3.89M | 0.01% |
95,514
+8,300
| +10% | +$344K |
|
965
Ecolab
ECL
$79.8B
| $3.89M | 0.01% |
34,851
+1,150
| +3% | +$122K |
|
|
IQNT
966
DELISTED
Inteliquent, Inc.
IQNT
| $3.88M | 0.01% |
241,863
+45,497
| +23% | +$752K |
|
|
PPS
967
DELISTED
Post Properties
PPS
| $3.88M | 0.01% |
64,972
+39,759
| +158% | +$2.27M |
|
968
AMERISAFE
AMSF
$525M
| $3.88M | 0.01% |
73,755
+26,297
| +55% | +$1.32M |
|
|
AVP
969
DELISTED
Avon Products, Inc.
AVP
| $3.87M | 0.01% |
804,230
-68,153
| -8% | -$243K |
|
970
Ligand Pharmaceuticals
LGND
$6.28B
| $3.86M | 0.01% |
57,714
+26,289
| +84% | +$1.6M |
|
971
Progress Software
PRGS
$1.78B
| $3.85M | 0.01% |
159,407
+32,154
| +25% | +$790K |
|
|
AMSG
972
DELISTED
Amsurg Corp
AMSG
| $3.83M | 0.01% |
51,389
+6,106
| +13% | +$430K |
|
973
Oxford Industries
OXM
$554M
| $3.83M | 0.01% |
56,949
+3,578
| +7% | +$244K |
|
974
Manulife Financial
MFC
$73B
| $3.82M | 0.01% |
269,081
-304,877
| -53% | -$4.09M |
|
|
MASI
975
DELISTED
Masimo
MASI
| $3.81M | 0.01% |
90,975
+30,436
| +50% | +$1.14M |
|
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.