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AQR Capital Management

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
Cap. Flow
-$1.96B
Cap. Flow %
-3.52%
Top 10 Hldgs %
8.6%
Holding
2,396
New
159
Increased
1,068
Reduced
924
Closed
192

Top Buys

Rank Stock Value
1
VZ icon
Verizon
VZ
+$145M
2
AEP icon
American Electric Power
AEP
+$145M
3
T icon
AT&T
T
+$126M
4
ANDV
Andeavor
ANDV
+$120M
5
TSN icon
Tyson Foods
TSN
+$117M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$282M
2
AET
Aetna Inc
AET
+$185M
3
KEY icon
KeyCorp
KEY
+$162M
4
EA
Electronic Arts
EA
+$159M
5
BIIB icon
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
DYAX
2376
DELISTED
DYAX CORPORATION
DYAX
– –
-42,226
Closed -$1.59M
UTIW
2377
DELISTED
UTI WORLDWIDE INC
UTIW
– –
-10,908
Closed -$77K
SPDC
2378
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
– –
-25,500
Closed -$2K
PMCS
2379
DELISTED
P M C SIERRA INC
PMCS
– –
-97,417
Closed -$1.13M
PVA
2380
DELISTED
PENN VIRGINIA CORP
PVA
– –
-644,619
Closed -$194K
SD
2381
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-562,815
Closed -$112K
TW
2382
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
– –
-5,908
Closed -$759K
ARC
2383
DELISTED
ARC Document Solutions, Inc.
ARC
– –
-33,151
Closed -$147K
PHIIK
2384
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
– –
-13,414
Closed -$220K
DTSI
2385
DELISTED
DTS, Inc.
DTSI
– –
-18,320
Closed -$414K
IRC
2386
DELISTED
INLAND REAL ESTATE CORP
IRC
– –
-243,526
Closed -$2.59M
MTL
2387
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-9,750
Closed -$16K
FTR
2388
DELISTED
Frontier Communications Corp.
FTR
– –
-15,919
Closed -$1.11M
CY
2389
DELISTED
Cypress Semiconductor
CY
– –
-22,006
Closed -$216K
OSIR
2390
DELISTED
Osiris Therapeutics, Inc. Common Stock
OSIR
– –
-14,636
Closed -$152K
JMBA
2391
DELISTED
Jamba, Inc.
JMBA
– –
-11,862
Closed -$160K
ABAX
2392
DELISTED
Abaxis Inc
ABAX
– –
-3,831
Closed -$213K
RPTP
2393
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-161,537
Closed -$840K
CB
2394
DELISTED
CHUBB CORPORATION
CB
– –
-119,565
Closed -$15.9M
ABCW
2395
DELISTED
ANCHOR BANCORP WISCONSIN INC COMMON STOCK
ABCW
– –
-5,338
Closed -$232K
POM
2396
DELISTED
PEPCO HOLDINGS, INC.
POM
– –
-16,171
Closed -$421K
92 93 94 95
96

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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.