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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 | |
|---|---|---|---|---|---|---|
451
ON Semiconductor
ON
$19.3B
| $31.2M | 0.06% |
3,537,743
-389,144
| -10% | -$3.7M |
|
452
Graphic Packaging
GPK
$3.58B
| $31.2M | 0.06% |
2,487,126
+756,631
| +44% | +$9.88M |
|
453
Western Digital
WDC
$150B
| $31.1M | 0.05% |
869,759
-32,535
| -4% | -$1.07M |
|
|
CLGX
454
DELISTED
Corelogic, Inc.
CLGX
| $31.1M | 0.05% |
807,343
-42,071
| -5% | -$1.54M |
|
455
Globe Life
GL
$14.3B
| $31M | 0.05% |
501,428
-63,035
| -11% | -$3.68M |
|
456
J.M. Smucker
SJM
$12.8B
| $31M | 0.05% |
203,353
+56,244
| +38% | +$7.48M |
|
457
The Mosaic Company
MOS
$7.33B
| $30.7M | 0.05% |
1,174,172
-665,054
| -36% | -$17.6M |
|
458
MSC Industrial Direct
MSM
$6.86B
| $30.7M | 0.05% |
435,344
+330,015
| +313% | +$24.5M |
|
|
ETFC
459
DELISTED
E*Trade Financial Corporation
ETFC
| $30.6M | 0.05% |
1,301,786
+1,214,529
| +1,392% | +$30.8M |
|
460
JD.com
JD
$44.5B
| $30.5M | 0.05% |
1,436,138
+873,440
| +155% | +$21.1M |
|
461
Fair Isaac
FICO
$22.5B
| $30.5M | 0.05% |
269,763
-12,009
| -4% | -$1.3M |
|
|
NE
462
DELISTED
Noble Corporation
NE
| $29.6M | 0.05% |
3,587,501
+55,259
| +2% | +$527K |
|
|
FITB
463
Fifth Third Bancorp
FITB
$51.8B
| $29.3M | 0.05% |
1,662,958
-133,049
| -7% | -$2.39M |
|
464
Visteon
VC
$2.78B
| $29.2M | 0.05% |
443,972
-147,386
| -25% | -$11M |
|
|
EPE
465
DELISTED
EP Energy Corporation
EPE
| $29.1M | 0.05% |
5,608,225
-3,938,989
| -41% | -$20.4M |
|
|
TXNM
466
TXNM Energy Inc
TXNM
$5.94B
| $29M | 0.05% |
819,299
+40,485
| +5% | +$1.33M |
|
467
Cheesecake Factory
CAKE
$5.33B
| $28.9M | 0.05% |
599,331
+39,099
| +7% | +$1.97M |
|
|
K
468
DELISTED
Kellanova
K
| $28.8M | 0.05% |
375,573
+46,650
| +14% | +$3.35M |
|
|
VVC
469
DELISTED
Vectren Corporation
VVC
| $28.7M | 0.05% |
544,389
+42,766
| +9% | +$2.14M |
|
470
Omnicom Group
OMC
$23.4B
| $28.6M | 0.05% |
350,595
-35,908
| -9% | -$2.98M |
|
471
Intuitive Surgical
ISRG
$134B
| $28.5M | 0.05% |
388,125
+176,463
| +83% | +$12.4M |
|
472
Cenovus Energy
CVE
$52.1B
| $28.4M | 0.05% |
2,066,145
+1,646,358
| +392% | +$23.8M |
|
473
Viavi Solutions
VIAV
$9.66B
| $28.3M | 0.05% |
4,262,503
+3,144,317
| +281% | +$20.9M |
|
|
EGN
474
DELISTED
Energen
EGN
| $28.1M | 0.05% |
583,894
+134,594
| +30% | +$5.86M |
|
475
SPX Corp
SPXC
$10.8B
| $28M | 0.05% |
1,884,278
+238,858
| +15% | +$3.79M |
|
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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.