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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 | |
|---|---|---|---|---|---|---|
176
AGCO
AGCO
$7.2B
| $93.6M | 0.17% |
1,882,936
-91,849
| -5% | -$4.42M |
|
177
State Street SPDR S&P 500 ETF Trust
SPY
$823B
| $93.5M | 0.17% |
454,996
+79,422
| +21% | +$15.5M |
|
|
FISV
178
Fiserv Inc
FISV
$27.9B
| $92.5M | 0.17% |
1,802,922
-176,420
| -9% | -$8.37M |
|
179
Costco
COST
$420B
| $91.5M | 0.16% |
580,403
-105,348
| -15% | -$16M |
|
180
McDonald's
MCD
$195B
| $91.4M | 0.16% |
727,217
-222,991
| -23% | -$26.6M |
|
181
Lincoln National
LNC
$8.81B
| $91M | 0.16% |
2,321,566
-134,376
| -5% | -$5.25M |
|
182
NiSource
NI
$20.4B
| $90.8M | 0.16% |
3,854,156
+846,290
| +28% | +$18.2M |
|
183
Colgate-Palmolive
CL
$74.4B
| $90.8M | 0.16% |
1,285,166
-165,703
| -11% | -$11M |
|
184
Public Storage
PSA
$61.3B
| $90.3M | 0.16% |
327,470
+22,550
| +7% | +$5.69M |
|
185
Texas Instruments
TXN
$261B
| $89.3M | 0.16% |
1,555,028
-94,273
| -6% | -$5M |
|
186
Robert Half
RHI
$4.37B
| $88.6M | 0.16% |
1,902,329
+314,052
| +20% | +$13.2M |
|
187
MetLife
MET
$62.1B
| $88.6M | 0.16% |
2,262,262
-700,258
| -24% | -$26.2M |
|
188
Arrow Electronics
ARW
$10.4B
| $88.4M | 0.16% |
1,372,359
+429,736
| +46% | +$23.8M |
|
189
Sysco
SYY
$40.3B
| $87.9M | 0.16% |
1,880,427
+366,464
| +24% | +$15.8M |
|
190
Stellantis
STLA
$20.8B
| $87.4M | 0.16% |
10,904,973
-127,817
| -1% | -$923K |
|
191
Reinsurance Group of America
RGA
$16.1B
| $86.7M | 0.16% |
900,568
-75,916
| -8% | -$6.68M |
|
|
DST
192
DELISTED
DST Systems Inc.
DST
| $86.5M | 0.16% |
1,534,202
+150,618
| +11% | +$8.02M |
|
193
Banco Bradesco
BBD
$36.7B
| $85.7M | 0.15% |
24,464,164
+1,891,500
| +8% | +$4.92M |
|
194
Baidu
BIDU
$37.2B
| $85.6M | 0.15% |
448,263
+335,243
| +297% | +$57.1M |
|
195
American Financial Group
AFG
$12.1B
| $85.5M | 0.15% |
1,214,375
+130,945
| +12% | +$8.97M |
|
196
CSX Corp
CSX
$93.1B
| $85.4M | 0.15% |
9,952,572
-3,255,546
| -25% | -$26.4M |
|
197
Aflac
AFL
$62.6B
| $84.4M | 0.15% |
2,673,184
-1,394,944
| -34% | -$41.4M |
|
198
Steel Dynamics
STLD
$37.6B
| $83.2M | 0.15% |
3,695,708
-362,074
| -9% | -$6.82M |
|
199
Stanley Black & Decker
SWK
$15.7B
| $82.3M | 0.15% |
781,769
+427,985
| +121% | +$41.5M |
|
|
MXIM
200
DELISTED
Maxim Integrated Products
MXIM
| $81.4M | 0.15% |
2,212,813
+531,059
| +32% | +$17.8M |
|
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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.