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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 | |
|---|---|---|---|---|---|---|
126
Cognizant
CTSH
$26B
| $125M | 0.22% |
1,989,484
+149,194
| +8% | +$8.67M |
|
127
Republic Services
RSG
$65.7B
| $125M | 0.22% |
2,615,652
+970,006
| +59% | +$44M |
|
128
Flex
FLEX
$44.8B
| $124M | 0.22% |
13,601,007
-2,635,677
| -16% | -$21.2M |
|
129
IBM
IBM
$224B
| $123M | 0.22% |
852,625
+74,827
| +10% | +$9.56M |
|
130
Hartford Financial Services
HIG
$39.3B
| $122M | 0.22% |
2,647,638
+426,744
| +19% | +$17.9M |
|
131
3M
MMM
$94.3B
| $121M | 0.22% |
871,691
+17,651
| +2% | +$2.27M |
|
132
Xerox
XRX
$425M
| $121M | 0.22% |
4,121,868
-799,917
| -16% | -$20.6M |
|
133
Owens Corning
OC
$12.4B
| $120M | 0.22% |
2,533,280
+686,907
| +37% | +$30.5M |
|
|
LLL
134
DELISTED
L3 Technologies, Inc.
LLL
| $119M | 0.21% |
1,004,009
+76,700
| +8% | +$8.95M |
|
|
CSC
135
DELISTED
Computer Sciences
CSC
| $117M | 0.21% |
3,412,931
+816,547
| +31% | +$24.6M |
|
136
Agilent Technologies
A
$41.2B
| $117M | 0.21% |
2,941,843
+247,393
| +9% | +$9.42M |
|
137
Nasdaq
NDAQ
$52.9B
| $117M | 0.21% |
5,295,807
+843,027
| +19% | +$17.4M |
|
138
Quest Diagnostics
DGX
$26.3B
| $117M | 0.21% |
1,636,420
+72,892
| +5% | +$4.89M |
|
139
TJX Companies
TJX
$178B
| $116M | 0.21% |
2,949,470
-1,145,976
| -28% | -$41.6M |
|
140
Hasbro
HAS
$13.2B
| $115M | 0.21% |
1,437,315
+732,171
| +104% | +$54.4M |
|
141
Xcel Energy
XEL
$48.8B
| $115M | 0.21% |
2,752,602
+575,484
| +26% | +$22.4M |
|
142
Suncor Energy
SU
$70.3B
| $115M | 0.21% |
4,097,185
+939,501
| +30% | +$22.7M |
|
143
AXIS Capital
AXS
$7.55B
| $114M | 0.21% |
2,059,856
+936,419
| +83% | +$50.6M |
|
144
Unum
UNM
$14.3B
| $114M | 0.21% |
3,694,575
-48,368
| -1% | -$1.42M |
|
|
TECD
145
DELISTED
Tech Data Corp
TECD
| $113M | 0.2% |
1,470,191
+232,098
| +19% | +$15.9M |
|
146
Cummins
CMI
$88.7B
| $111M | 0.2% |
1,011,000
+171,747
| +20% | +$16.6M |
|
147
DTE Energy
DTE
$29.1B
| $111M | 0.2% |
1,432,640
+111,953
| +8% | +$8.09M |
|
|
EA
148
DELISTED
Electronic Arts
EA
| $110M | 0.2% |
1,659,676
-2,489,514
| -60% | -$159M |
|
149
Capri Holdings
CPRI
$1.74B
| $109M | 0.2% |
1,920,771
-857,134
| -31% | -$42.3M |
|
|
AGN
150
DELISTED
Allergan plc
AGN
| $109M | 0.2% |
407,543
+86,025
| +27% | +$24.6M |
|
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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.