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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
+2.32%
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
(+1.9%)
Cap. Flow
+$547M
Cap. Flow
% of AUM
0.97%
Top 10 Holdings %
Top 10 Hldgs %
8.66%
Holding
2,362
New
158
Increased
1,005
Reduced
951
Closed
174
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
FirstEnergy
FE
|
+$185M |
| 2 |
Tyson Foods
TSN
|
+$177M |
| 3 |
Procter & Gamble
PG
|
+$110M |
| 4 |
Entergy
ETR
|
+$101M |
| 5 |
ENDP
Endo International plc
ENDP
|
+$95.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Nike
NKE
|
+$129M |
| 2 |
Apple
AAPL
|
+$107M |
| 3 |
Abbott
ABT
|
+$99.3M |
| 4 |
AGN
Allergan plc
AGN
|
+$88.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
CGI
GIB
$15.5B
| $53.3M | 0.09% |
1,254,489
-14,600
| -1% | -$675K |
|
302
Duke Energy
DUK
$97.3B
| $53.3M | 0.09% |
621,119
-135,158
| -18% | -$10.8M |
|
303
Micron Technology
MU
$968B
| $53M | 0.09% |
3,851,981
-2,705,110
| -41% | -$30.7M |
|
304
United Parcel Service
UPS
$88.8B
| $52.9M | 0.09% |
491,203
+347,915
| +243% | +$36.2M |
|
305
Rogers Communications
RCI
$18.8B
| $52.8M | 0.09% |
1,311,990
+41,665
| +3% | +$1.62M |
|
306
Hanover Insurance
THG
$7.97B
| $52.6M | 0.09% |
622,049
+50,689
| +9% | +$4.36M |
|
307
Booking.com
BKNG
$161B
| $52.5M | 0.09% |
1,051,625
-304,300
| -22% | -$15.8M |
|
308
News Corp Class A
NWSA
$15.6B
| $52.3M | 0.09% |
4,608,455
+314,223
| +7% | +$3.79M |
|
309
Walt Disney
DIS
$181B
| $51.7M | 0.09% |
529,007
-212,063
| -29% | -$21.2M |
|
310
Antero Resources
AR
$10.7B
| $51.5M | 0.09% |
1,983,561
+502,682
| +34% | +$13.7M |
|
311
Assured Guaranty
AGO
$3.45B
| $50.9M | 0.09% |
2,004,567
+80,044
| +4% | +$2.06M |
|
312
Magna International
MGA
$18.8B
| $50.7M | 0.09% |
1,452,096
-1,001,979
| -41% | -$40.4M |
|
313
American Eagle Outfitters
AEO
$2.97B
| $50.6M | 0.09% |
3,178,654
-433,651
| -12% | -$6.62M |
|
314
S&P Global
SPGI
$122B
| $50M | 0.09% |
+466,444
| New | +$50.1M |
|
315
Molina Healthcare
MOH
$10.2B
| $49.9M | 0.09% |
1,000,679
-182,164
| -15% | -$9.74M |
|
316
Nu Skin
NUS
$261M
| $49.8M | 0.09% |
1,079,144
+140,649
| +15% | +$5.67M |
|
|
ESRX
317
DELISTED
Express Scripts Holding Company
ESRX
| $49.8M | 0.09% |
657,390
-727,819
| -53% | -$53.5M |
|
318
Stryker
SYK
$130B
| $49.6M | 0.09% |
413,908
-58,018
| -12% | -$6.49M |
|
319
Ameriprise Financial
AMP
$49B
| $49.5M | 0.09% |
550,512
+29,410
| +6% | +$2.84M |
|
|
MBT
320
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $49.1M | 0.09% |
5,932,214
+1,388,496
| +31% | +$12.3M |
|
321
Graham Holdings Company
GHC
$5.05B
| $49M | 0.09% |
100,152
-20,679
| -17% | -$10.1M |
|
322
Thomson Reuters
TRI
$44.8B
| $48.6M | 0.09% |
1,039,445
-59,199
| -5% | -$2.82M |
|
323
McCormick & Company Non-Voting
MKC
$14.3B
| $48.5M | 0.09% |
910,104
+29,506
| +3% | +$1.44M |
|
324
Royal Caribbean
RCL
$85.6B
| $48.5M | 0.09% |
722,426
+16,524
| +2% | +$1.27M |
|
325
MSCI
MSCI
$41.2B
| $48.4M | 0.09% |
627,853
-34,130
| -5% | -$2.58M |
|
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VGA
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.