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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 | |
|---|---|---|---|---|---|---|
151
Simon Property Group
SPG
$72.3B
| $109M | 0.2% |
524,424
+23,985
| +5% | +$4.61M |
|
152
Canadian Imperial Bank of Commerce
CM
$108B
| $109M | 0.2% |
2,893,416
+291,700
| +11% | +$9.72M |
|
|
IPG
153
DELISTED
Interpublic Group of Companies
IPG
| $108M | 0.19% |
4,684,571
+684,293
| +17% | +$14.8M |
|
154
Entergy
ETR
$50B
| $107M | 0.19% |
2,695,234
+65,026
| +2% | +$2.36M |
|
155
Magna International
MGA
$18.8B
| $106M | 0.19% |
2,454,075
-470,770
| -16% | -$17.5M |
|
156
Jabil
JBL
$35.8B
| $105M | 0.19% |
5,448,126
+1,068,311
| +24% | +$21.6M |
|
|
ATVI
157
DELISTED
Activision Blizzard
ATVI
| $103M | 0.19% |
3,040,438
-865,292
| -22% | -$28.4M |
|
158
Baxter International
BAX
$14.2B
| $103M | 0.18% |
2,499,135
+1,044,055
| +72% | +$39.8M |
|
159
Lockheed Martin
LMT
$136B
| $100M | 0.18% |
452,850
-92,566
| -17% | -$19.9M |
|
|
SKX
160
DELISTED
Skechers
SKX
| $100M | 0.18% |
3,287,867
+34,628
| +1% | +$1.04M |
|
161
Synchrony
SYF
$25.6B
| $99.3M | 0.18% |
3,465,396
+2,227,046
| +180% | +$61.9M |
|
162
Hormel Foods
HRL
$13.8B
| $98.4M | 0.18% |
2,274,644
-105,012
| -4% | -$4.38M |
|
163
Carter's
CRI
$1.47B
| $97.6M | 0.18% |
926,550
+63,106
| +7% | +$6.05M |
|
164
International Paper
IP
$22B
| $96.8M | 0.17% |
2,491,716
+541,112
| +28% | +$18.8M |
|
165
BCE
BCE
$21.2B
| $96.7M | 0.17% |
2,112,294
+167,141
| +9% | +$6.98M |
|
166
First Solar
FSLR
$26.9B
| $96.7M | 0.17% |
1,411,725
-671,261
| -32% | -$45M |
|
|
XL
167
DELISTED
XL Group Ltd.
XL
| $96.5M | 0.17% |
2,622,148
+176,399
| +7% | +$6.27M |
|
168
Edison International
EIX
$26.4B
| $96.4M | 0.17% |
1,341,170
+140,479
| +12% | +$9.11M |
|
169
Ross Stores
ROST
$81.9B
| $95.7M | 0.17% |
1,652,395
-179,913
| -10% | -$9.99M |
|
170
Ingredion
INGR
$6.58B
| $95.5M | 0.17% |
894,675
+273,192
| +44% | +$27.2M |
|
|
ESRX
171
DELISTED
Express Scripts Holding Company
ESRX
| $95.2M | 0.17% |
1,385,209
+872,090
| +170% | +$62.7M |
|
172
Morgan Stanley
MS
$340B
| $94.4M | 0.17% |
3,774,805
+1,423,505
| +61% | +$36.3M |
|
173
A.O. Smith
AOS
$8.7B
| $94M | 0.17% |
2,464,902
+599,324
| +32% | +$21M |
|
174
Westlake Corp
WLK
$9.9B
| $93.7M | 0.17% |
2,023,987
+809,446
| +67% | +$36.7M |
|
175
Reliance Steel & Aluminium
RS
$21.6B
| $93.7M | 0.17% |
1,354,199
+47,942
| +4% | +$2.9M |
|
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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.