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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
+2.32%
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
$56.7B
AUM Growth
+$1.08B
Cap. Flow
+$547M
Cap. Flow %
0.97%
Top 10 Hldgs %
8.66%
Holding
2,362
New
158
Increased
1,005
Reduced
951
Closed
174

Top Buys

Rank Stock Value
1
FE icon
FirstEnergy
FE
+$185M
2
TSN icon
Tyson Foods
TSN
+$177M
3
PG icon
Procter & Gamble
PG
+$110M
4
ETR icon
Entergy
ETR
+$101M
5
ENDP
Endo International plc
ENDP
+$95.4M

Top Sells

Rank Stock Value
1
NKE icon
Nike
NKE
+$129M
2
AAPL icon
Apple
AAPL
+$107M
3
ABT icon
Abbott
ABT
+$99.3M
4
AGN
Allergan plc
AGN
+$88.8M
5
GS icon
Goldman Sachs
GS
+$88M

Sector Composition

Rank Sector Weight
1 Technology 13.38%
2 Financials 13.11%
3 Consumer Discretionary 12.66%
4 Industrials 12.63%
5 Consumer Staples 11.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CPB icon
251
Campbell Soup
CPB
$6.85B
$65M 0.11%
976,754
+226,558
+30% +$14.2M
TD icon
252
Toronto Dominion Bank
TD
$200B
$64.2M 0.11%
1,502,830
+151,166
+11% +$6.58M
LUMN icon
253
Lumen
LUMN
$6.48B
$63.6M 0.11%
2,192,341
+730,414
+50% +$21.3M
JNPR
254
DELISTED
Juniper Networks
JNPR
$63.5M 0.11%
2,824,651
-349,115
-11% -$8.12M
ADBE icon
255
Adobe
ADBE
$107B
$63.5M 0.11%
662,692
+203,092
+44% +$19.5M
ORLY icon
256
O'Reilly Automotive
ORLY
$75.8B
$63.3M 0.11%
3,504,195
+25,395
+0.7% +$449K
M icon
257
Macy's
M
$6.53B
$63.2M 0.11%
1,879,793
+567,288
+43% +$20.3M
PPLI
258
People Inc
PPLI
$3.22B
$62.6M 0.11%
6,226,211
-1,196,500
-16% -$11.1M
TNL icon
259
Travel + Leisure Co
TNL
$4.68B
$62.6M 0.11%
1,945,900
+290,261
+18% +$9.29M
KMI icon
260
Kinder Morgan
KMI
$69B
$62.3M 0.11%
3,326,495
+199,568
+6% +$3.56M
DD
261
DELISTED
Du Pont De Nemours E I
DD
$62.2M 0.11%
959,499
+60,240
+7% +$3.96M
RAX
262
DELISTED
Rackspace Hosting Inc
RAX
$62.2M 0.11%
2,980,340
-121,656
-4% -$2.84M
ABT icon
263
Abbott
ABT
$186B
$61.7M 0.11%
1,568,996
-2,494,598
-61% -$99.3M
TXT icon
264
Textron
TXT
$15.2B
$61.5M 0.11%
1,681,018
+258,777
+18% +$9.85M
UGI icon
265
UGI
UGI
$7.42B
$61.2M 0.11%
1,352,057
+303,353
+29% +$12.8M
DHR icon
266
Danaher
DHR
$142B
$61.2M 0.11%
901,065
+41,164
+5% +$2.69M
OA
267
DELISTED
Orbital ATK, Inc.
OA
$61M 0.11%
716,029
-36,088
-5% -$3.15M
CB icon
268
Chubb
CB
$136B
$60.8M 0.11%
464,997
-29,438
-6% -$3.63M
TFX icon
269
Teleflex
TFX
$6.14B
$60.5M 0.11%
341,184
+75,700
+29% +$12.3M
VTRS icon
270
Viatris
VTRS
$19.5B
$60.2M 0.11%
1,392,972
+763,026
+121% +$33.8M
V icon
271
Visa
V
$684B
$60.2M 0.11%
811,987
-72,002
-8% -$5.64M
HSY icon
272
Hershey
HSY
$36.9B
$59.7M 0.11%
525,649
+225,529
+75% +$21.1M
TER icon
273
Teradyne
TER
$58.6B
$59.6M 0.11%
3,028,491
-103,434
-3% -$2.04M
SNA icon
274
Snap-on
SNA
$21.5B
$59.6M 0.11%
377,636
-38,357
-9% -$6.09M
DF
275
DELISTED
Dean Foods Company
DF
$59.4M 0.1%
3,285,983
+673,274
+26% +$11.9M
9 10
11
12 13

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AQR Capital Management's Q2 2016 Portfolio in Review

As of Q2 2016, AQR Capital Management held 2,362 positions worth $56.7B, up 1.9% from $55.6B the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.

AQR Capital Management's Q2 2016 filing shows 158 new, 1,005 increased, 951 reduced and 174 closed positions. Its largest new stake was S&P Global: 466,444 shares worth $50M. The largest sale was Nike, an estimated $129M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, down from 14% a quarter earlier, followed by Financials and Consumer Discretionary.

  • AQR Capital Management's largest Q2 2016 buy was S&P Global: 466,444 shares worth $50M.
  • AQR Capital Management added most to FirstEnergy in Q2 2016, an estimated $185M increase.
  • AQR Capital Management's biggest Q2 2016 reduction was Nike, cutting an estimated $129M.
  • AQR Capital Management fully exited TIME WARNER CABLE INC NEW COM STK in Q2 2016, selling an estimated $59.8M.
  • AQR Capital Management's ten largest holdings make up 8.7% of its $56.7B portfolio in Q2 2016.
  • AQR Capital Management opened 158 new positions and closed 174 in Q2 2016.
  • AQR Capital Management's portfolio value rose 1.9% quarter-over-quarter to $56.7B.

Based on AQR Capital Management's 13F filing for Q2 2016, filed 15 Aug 2016.