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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 | |
|---|---|---|---|---|---|---|
26
Wells Fargo
WFC
$264B
| $273M | 0.48% |
5,767,282
-901,941
| -14% | -$44M |
|
27
United Airlines
UAL
$41.5B
| $273M | 0.48% |
6,647,861
+1,116,414
| +20% | +$52.8M |
|
28
Consolidated Edison
ED
$39.7B
| $271M | 0.48% |
3,373,055
+57,357
| +2% | +$4.31M |
|
29
Kimberly-Clark
KMB
$36.3B
| $268M | 0.47% |
1,952,554
-65,890
| -3% | -$8.62M |
|
30
eBay
EBAY
$48.1B
| $267M | 0.47% |
11,410,357
+892,552
| +8% | +$21.5M |
|
|
ANDV
31
DELISTED
Andeavor
ANDV
| $263M | 0.46% |
3,507,036
+339,232
| +11% | +$26.9M |
|
32
Keurig Dr Pepper
KDP
$42.1B
| $260M | 0.46% |
2,691,908
+119,014
| +5% | +$10.9M |
|
33
ExxonMobil
XOM
$641B
| $258M | 0.46% |
2,753,731
+951,399
| +53% | +$84.1M |
|
34
Lowe's Companies
LOW
$118B
| $258M | 0.46% |
3,260,167
-842,491
| -21% | -$65.2M |
|
35
Berkshire Hathaway Class B
BRK.B
$1.11T
| $255M | 0.45% |
1,764,159
+104,281
| +6% | +$14.9M |
|
36
General Dynamics
GD
$104B
| $251M | 0.44% |
1,800,534
-311,892
| -15% | -$43.5M |
|
37
Pinnacle West Capital
PNW
$12.2B
| $250M | 0.44% |
3,087,431
+285,929
| +10% | +$21.3M |
|
38
Conagra Brands
CAG
$7.06B
| $250M | 0.44% |
6,719,707
+760,702
| +13% | +$27.1M |
|
39
Valero Energy
VLO
$88.7B
| $250M | 0.44% |
4,900,877
+85,468
| +2% | +$4.84M |
|
40
Altria Group
MO
$114B
| $249M | 0.44% |
3,604,424
+163,790
| +5% | +$10.5M |
|
41
Merck
MRK
$315B
| $248M | 0.44% |
4,508,102
+60,132
| +1% | +$3.2M |
|
|
RTN
42
DELISTED
Raytheon Company
RTN
| $244M | 0.43% |
1,793,640
+138,376
| +8% | +$18M |
|
43
Infosys
INFY
$49.7B
| $239M | 0.42% |
26,788,980
+112,206
| +0.4% | +$1.05M |
|
44
Gilead Sciences
GILD
$161B
| $238M | 0.42% |
2,850,742
-140,407
| -5% | -$12.5M |
|
45
HP
HPQ
$24.9B
| $236M | 0.42% |
18,801,206
+4,411,083
| +31% | +$54.9M |
|
46
Alphabet (Google) Class C
GOOG
$4.57T
| $234M | 0.41% |
6,760,920
+528,900
| +8% | +$19M |
|
47
Huntington Ingalls Industries
HII
$12.9B
| $233M | 0.41% |
1,384,114
-50,172
| -3% | -$7.62M |
|
48
D.R. Horton
DHI
$40.8B
| $230M | 0.41% |
7,317,642
+854,118
| +13% | +$26.1M |
|
49
JPMorgan Chase
JPM
$934B
| $230M | 0.41% |
3,705,958
-633,928
| -15% | -$39.6M |
|
50
Archer Daniels Midland
ADM
$37.7B
| $227M | 0.4% |
5,300,104
+403,776
| +8% | +$16.1M |
|
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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.