AQR Capital Management Portfolio holdings

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.