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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 | |
|---|---|---|---|---|---|---|
|
PBCT
351
DELISTED
People's United Financial Inc
PBCT
| $44.5M | 0.08% |
3,033,486
-447,236
| -13% | -$6.94M |
|
352
Genpact
G
$5.76B
| $44.1M | 0.08% |
1,641,357
+18,118
| +1% | +$498K |
|
353
Arch Capital
ACGL
$33.6B
| $44M | 0.08% |
1,834,398
-204,723
| -10% | -$4.83M |
|
|
Y
354
DELISTED
Alleghany Corp
Y
| $43.7M | 0.08% |
79,550
+4,862
| +7% | +$2.53M |
|
355
Huntsman Corp
HUN
$1.77B
| $43.6M | 0.08% |
3,240,276
+937,196
| +41% | +$13.7M |
|
356
Ionis Pharmaceuticals
IONS
$9.4B
| $43.3M | 0.08% |
1,858,239
+1,465,004
| +373% | +$47.3M |
|
|
RAI
357
DELISTED
Reynolds American Inc
RAI
| $43.1M | 0.08% |
799,562
+122,626
| +18% | +$6.16M |
|
358
Medtronic
MDT
$112B
| $43M | 0.08% |
495,268
-6,512
| -1% | -$527K |
|
359
TE Connectivity
TEL
$62.6B
| $42.8M | 0.08% |
749,464
-259,109
| -26% | -$15.6M |
|
|
MENT
360
DELISTED
Mentor Graphics Corp
MENT
| $42.7M | 0.08% |
2,007,593
+226,228
| +13% | +$4.7M |
|
361
Newmont
NEM
$119B
| $42.6M | 0.08% |
1,088,142
+363,827
| +50% | +$12M |
|
|
WFM
362
DELISTED
Whole Foods Market Inc
WFM
| $42.6M | 0.08% |
1,329,265
+8,180
| +0.6% | +$254K |
|
363
CME Group
CME
$94.8B
| $42.5M | 0.08% |
436,364
+229,075
| +111% | +$21.6M |
|
364
GameStop
GME
$8.6B
| $42.1M | 0.07% |
6,342,532
-2,053,528
| -24% | -$15M |
|
365
Equity Residential
EQR
$25.1B
| $42.1M | 0.07% |
611,165
+57,501
| +10% | +$3.96M |
|
|
BLD
366
DELISTED
TopBuild
BLD
| $41.9M | 0.07% |
1,158,055
+261,322
| +29% | +$8.83M |
|
|
AWH
367
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $41.9M | 0.07% |
1,192,538
+3,376
| +0.3% | +$122K |
|
368
ConocoPhillips
COP
$141B
| $41.3M | 0.07% |
948,201
+259,793
| +38% | +$11.5M |
|
369
F5
FFIV
$22.7B
| $41.3M | 0.07% |
362,533
-181,801
| -33% | -$19.5M |
|
|
IDTI
370
DELISTED
Integrated Device Technology I
IDTI
| $40.9M | 0.07% |
2,032,606
-1,042,055
| -34% | -$22.1M |
|
371
Alliant Energy
LNT
$18B
| $40.6M | 0.07% |
1,022,071
-254,933
| -20% | -$9.46M |
|
|
GXP
372
DELISTED
Great Plains Energy Incorporated
GXP
| $40.4M | 0.07% |
1,330,457
+691,241
| +108% | +$21.2M |
|
373
Cracker Barrel
CBRL
$1.29B
| $40.2M | 0.07% |
234,158
-9,340
| -4% | -$1.46M |
|
374
Hewlett Packard
HPE
$70.5B
| $40.1M | 0.07% |
3,776,453
-942,850
| -20% | -$9.6M |
|
375
CMS Energy
CMS
$22.3B
| $40M | 0.07% |
871,610
+105,865
| +14% | +$4.45M |
|
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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.