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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 | |
|---|---|---|---|---|---|---|
1826
Essent Group
ESNT
$6.33B
| $522K | ﹤0.01% |
25,082
-17,043
| -40% | -$326K |
|
|
MNTA
1827
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $518K | ﹤0.01% |
56,048
-177,437
| -76% | -$1.91M |
|
|
PCH
1828
DELISTED
PotlatchDeltic
PCH
| $516K | ﹤0.01% |
16,387
-9,504
| -37% | -$265K |
|
|
ITC
1829
DELISTED
ITC HOLDINGS CORP
ITC
| $515K | ﹤0.01% |
11,814
-37,097
| -76% | -$1.51M |
|
1830
Allegion
ALLE
$14.4B
| $513K | ﹤0.01% |
8,051
-213,538
| -96% | -$13.1M |
|
1831
TETRA Technologies
TTI
$1.26B
| $511K | ﹤0.01% |
+80,517
| New | +$471K |
|
1832
Foster
FSTR
$432M
| $510K | ﹤0.01% |
28,074
-20,117
| -42% | -$268K |
|
|
MPG
1833
DELISTED
Metaldyne Performance Group Inc.
MPG
| $507K | ﹤0.01% |
+30,170
| New | +$422K |
|
|
EFII
1834
DELISTED
Electronics for Imaging
EFII
| $507K | ﹤0.01% |
11,964
+7,619
| +175% | +$311K |
|
|
CSR
1835
Centerspace
CSR
$952M
| $506K | ﹤0.01% |
6,970
-9,491
| -58% | -$623K |
|
|
TE
1836
DELISTED
TECO ENERGY INC
TE
| $504K | ﹤0.01% |
18,314
+3,591
| +24% | +$98K |
|
1837
Applied Optoelectronics
AAOI
$11.5B
| $502K | ﹤0.01% |
+33,697
| New | +$536K |
|
|
PLKI
1838
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $502K | ﹤0.01% |
9,652
-7,435
| -44% | -$422K |
|
|
HSKA
1839
DELISTED
Heska Corp
HSKA
| $501K | ﹤0.01% |
17,574
-4,044
| -19% | -$134K |
|
1840
Albany International
AIN
$1.78B
| $500K | ﹤0.01% |
13,307
-1,549
| -10% | -$54.6K |
|
|
SFS
1841
DELISTED
Smart & Final Stores, Inc.
SFS
| $497K | ﹤0.01% |
+30,652
| New | +$495K |
|
1842
Chord Energy
CHRD
$7.39B
| $496K | ﹤0.01% |
+68,131
| New | +$406K |
|
|
DFRG
1843
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $496K | ﹤0.01% |
29,941
-6,800
| -19% | -$107K |
|
|
HF
1844
DELISTED
HFF Inc.
HF
| $494K | ﹤0.01% |
17,956
-4,541
| -20% | -$121K |
|
|
CIE
1845
DELISTED
Cobalt International Energy, Inc
CIE
| $491K | ﹤0.01% |
11,021
-20,460
| -65% | -$974K |
|
1846
Marcus Corp
MCS
$945M
| $489K | ﹤0.01% |
25,786
+13,059
| +103% | +$244K |
|
1847
Vale
VALE
$62.6B
| $489K | ﹤0.01% |
116,224
-9,608
| -8% | -$29.9K |
|
|
GOV
1848
DELISTED
Government Properties Income Trust
GOV
| $488K | ﹤0.01% |
+27,327
| New | +$405K |
|
1849
National Bank Holdings
NBHC
$1.9B
| $487K | ﹤0.01% |
23,903
+6,883
| +40% | +$136K |
|
|
IMH
1850
DELISTED
Impac Mortgage Holdings Inc.
IMH
| $484K | ﹤0.01% |
34,930
+739
| +2% | +$10.5K |
|
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.