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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 |
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 | |
|---|---|---|---|---|---|---|
1
Apple
AAPL
$4.89T
| $730M | 1.31% |
26,803,484
-2,909,316
| -10% | -$72.5M |
|
2
Microsoft
MSFT
$2.84T
| $725M | 1.3% |
13,129,592
+1,263,189
| +11% | +$66.2M |
|
3
Public Service Enterprise Group
PEG
$39.8B
| $476M | 0.86% |
10,105,549
-110,051
| -1% | -$4.67M |
|
4
PepsiCo
PEP
$186B
| $474M | 0.85% |
4,629,682
+499,692
| +12% | +$49.4M |
|
5
Alphabet (Google) Class A
GOOGL
$3.91T
| $421M | 0.76% |
11,028,300
+143,780
| +1% | +$5.29M |
|
6
UnitedHealth
UNH
$382B
| $414M | 0.74% |
3,210,959
-803,697
| -20% | -$95.1M |
|
7
TSMC
TSM
$2.09T
| $396M | 0.71% |
15,109,364
+1,449,380
| +11% | +$33.9M |
|
8
Procter & Gamble
PG
$343B
| $390M | 0.7% |
4,734,305
+1,285,165
| +37% | +$104M |
|
9
PNC Financial Services
PNC
$100B
| $383M | 0.69% |
4,522,990
+473,813
| +12% | +$40.3M |
|
10
Johnson & Johnson
JNJ
$635B
| $371M | 0.67% |
3,426,656
+865,734
| +34% | +$89.6M |
|
11
Cisco
CSCO
$450B
| $365M | 0.66% |
12,822,958
-1,275,704
| -9% | -$32.8M |
|
12
Walmart Inc
WMT
$871B
| $363M | 0.65% |
15,898,113
-2,931,327
| -16% | -$64.3M |
|
13
Delta Air Lines
DAL
$55.9B
| $356M | 0.64% |
7,320,029
+1,808,600
| +33% | +$84.5M |
|
|
14
American Electric Power
AEP
$73.7B
| $351M | 0.63% |
5,280,240
+2,339,116
| +80% | +$145M |
|
15
Northrop Grumman
NOC
$77B
| $349M | 0.63% |
1,763,688
-621,569
| -26% | -$117M |
|
16
Allstate
ALL
$66.9B
| $332M | 0.6% |
4,926,703
-384,358
| -7% | -$24.1M |
|
17
United Airlines
UAL
$38.4B
| $331M | 0.6% |
5,531,447
-608,246
| -10% | -$32.3M |
|
18
Wells Fargo
WFC
$261B
| $323M | 0.58% |
6,669,223
-92,929
| -1% | -$4.55M |
|
19
Amazon
AMZN
$2.5T
| $321M | 0.58% |
10,805,560
+857,860
| +9% | +$24.3M |
|
20
Lowe's Companies
LOW
$116B
| $311M | 0.56% |
4,102,658
-639,291
| -13% | -$45.1M |
|
21
Valero Energy
VLO
$89.8B
| $309M | 0.56% |
4,815,409
-1,137,602
| -19% | -$72.4M |
|
22
Nike
NKE
$61.9B
| $301M | 0.54% |
4,895,185
-642,017
| -12% | -$38.8M |
|
23
Travelers Companies
TRV
$80.8B
| $301M | 0.54% |
2,577,165
-324,109
| -11% | -$35.4M |
|
24
Home Depot
HD
$332B
| $297M | 0.53% |
2,228,460
-205,842
| -8% | -$25.7M |
|
|
25
Verizon
VZ
$194B
| $289M | 0.52% |
5,348,935
+2,897,440
| +118% | +$145M |
|
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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.