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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 | |
|---|---|---|---|---|---|---|
76
Capital One
COF
$134B
| $172M | 0.31% |
2,488,202
-30,537
| -1% | -$2.02M |
|
77
General Motors
GM
$76.8B
| $172M | 0.31% |
5,481,434
+158,836
| +3% | +$4.78M |
|
78
Kroger
KR
$34.8B
| $171M | 0.31% |
4,475,500
-1,146,594
| -20% | -$44.3M |
|
79
Abbott
ABT
$187B
| $170M | 0.31% |
4,063,594
-670,146
| -14% | -$26.6M |
|
80
Waste Management
WM
$91B
| $169M | 0.3% |
2,867,479
-316,508
| -10% | -$17.5M |
|
|
TSS
81
DELISTED
Total System Services, Inc.
TSS
| $168M | 0.3% |
3,534,881
+1,139,917
| +48% | +$49.9M |
|
82
Edwards Lifesciences
EW
$51.7B
| $168M | 0.3% |
5,702,856
-3,639,864
| -39% | -$100M |
|
83
General Mills
GIS
$19.7B
| $167M | 0.3% |
2,640,995
+1,440,027
| +120% | +$83.7M |
|
84
Target
TGT
$68B
| $165M | 0.3% |
2,007,084
-1,053,706
| -34% | -$79.6M |
|
85
Goodyear
GT
$1.85B
| $165M | 0.3% |
5,001,911
-234,589
| -4% | -$7.07M |
|
86
DuPont de Nemours
DD
$19.2B
| $163M | 0.29% |
1,262,193
+48,150
| +4% | +$5.77M |
|
87
Marvell Technology
MRVL
$196B
| $160M | 0.29% |
15,513,265
-6,713,354
| -30% | -$61.9M |
|
88
Exelon
EXC
$47B
| $159M | 0.29% |
6,223,294
+4,748,017
| +322% | +$106M |
|
|
BCR
89
DELISTED
CR Bard Inc.
BCR
| $156M | 0.28% |
767,274
+5,166
| +0.7% | +$975K |
|
90
Oracle
ORCL
$423B
| $155M | 0.28% |
3,796,123
+496,835
| +15% | +$18.4M |
|
91
Amdocs
DOX
$6.22B
| $155M | 0.28% |
2,561,044
+167,585
| +7% | +$9.39M |
|
92
Accenture
ACN
$108B
| $153M | 0.28% |
1,327,264
+19,916
| +2% | +$2.05M |
|
93
Southwest Airlines
LUV
$23B
| $153M | 0.28% |
3,416,513
-2,217,895
| -39% | -$90.3M |
|
94
Phillips 66
PSX
$81.4B
| $151M | 0.27% |
1,740,459
+299,840
| +21% | +$24.4M |
|
95
ExxonMobil
XOM
$634B
| $151M | 0.27% |
1,802,332
+774,203
| +75% | +$62M |
|
|
BRCD
96
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $149M | 0.27% |
14,043,891
-2,945,963
| -17% | -$26.9M |
|
97
Avnet
AVT
$7.92B
| $147M | 0.26% |
3,309,093
+139,543
| +4% | +$5.73M |
|
98
Dr. Reddy's Laboratories
RDY
$10.2B
| $146M | 0.26% |
16,155,590
+119,020
| +0.7% | +$1.06M |
|
|
STI
99
DELISTED
SunTrust Banks, Inc.
STI
| $146M | 0.26% |
4,037,553
+84,870
| +2% | +$3.06M |
|
100
United Therapeutics
UTHR
$23.1B
| $146M | 0.26% |
1,306,847
-481,925
| -27% | -$61M |
|
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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.