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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 | |
|---|---|---|---|---|---|---|
|
SJR
476
DELISTED
Shaw Communications Inc.
SJR
| $28M | 0.05% |
1,464,212
-150,930
| -9% | -$2.85M |
|
477
KeyCorp
KEY
$24.4B
| $27.3M | 0.05% |
2,468,399
-1,939,398
| -44% | -$23.1M |
|
|
PF
478
DELISTED
Pinnacle Foods, Inc.
PF
| $27.2M | 0.05% |
588,307
-141,494
| -19% | -$6.15M |
|
479
Norfolk Southern
NSC
$75.1B
| $27M | 0.05% |
317,701
+165,847
| +109% | +$14.1M |
|
480
Broadcom
AVGO
$2.04T
| $27M | 0.05% |
+1,736,670
| New | +$26.5M |
|
481
UBS Group
UBS
$176B
| $26.9M | 0.05% |
2,083,978
+783,715
| +60% | +$12M |
|
|
WDR
482
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $26.8M | 0.05% |
1,558,654
+1,232,190
| +377% | +$25.1M |
|
483
World Kinect Corp
WKC
$1.86B
| $26.8M | 0.05% |
565,070
+159,870
| +39% | +$7.44M |
|
484
Teradata
TDC
$2.55B
| $26.4M | 0.05% |
1,053,407
-226,983
| -18% | -$6.02M |
|
485
Alaska Air
ALK
$5.58B
| $26.4M | 0.05% |
452,896
-35,428
| -7% | -$2.45M |
|
|
GRA
486
DELISTED
W.R. Grace & Co.
GRA
| $26.4M | 0.05% |
360,214
+353,942
| +5,643% | +$27.1M |
|
487
Eastman Chemical
EMN
$8.42B
| $26.1M | 0.05% |
383,805
+127,867
| +50% | +$9.4M |
|
488
FedEx
FDX
$75.4B
| $25.9M | 0.05% |
170,803
+38,125
| +29% | +$6.18M |
|
489
Brookfield
BN
$108B
| $25.9M | 0.05% |
2,204,293
+5,269
| +0.2% | +$63K |
|
490
Automatic Data Processing
ADP
$108B
| $25.8M | 0.05% |
281,207
+67,680
| +32% | +$5.98M |
|
491
Domino's
DPZ
$11.6B
| $25.8M | 0.05% |
196,614
+38,242
| +24% | +$4.86M |
|
|
WGL
492
DELISTED
Wgl Holdings
WGL
| $25.7M | 0.05% |
363,421
-63,093
| -15% | -$4.27M |
|
493
Huntington Bancshares
HBAN
$35.5B
| $25.7M | 0.05% |
2,876,604
-370,557
| -11% | -$3.64M |
|
|
AFSI
494
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $25.6M | 0.05% |
1,045,220
-448,251
| -30% | -$11.4M |
|
495
Ryder
R
$10.1B
| $25.6M | 0.05% |
417,965
-22,057
| -5% | -$1.46M |
|
|
LXK
496
DELISTED
Lexmark Intl Inc
LXK
| $25.4M | 0.04% |
672,432
+52,705
| +9% | +$1.95M |
|
|
NSR
497
DELISTED
Neustar Inc
NSR
| $25.2M | 0.04% |
1,072,058
+100,249
| +10% | +$2.38M |
|
498
Imperial Oil
IMO
$60.4B
| $25.2M | 0.04% |
799,182
+312,330
| +64% | +$9.89M |
|
499
Cemex
CX
$16.3B
| $24.9M | 0.04% |
4,197,680
+122,939
| +3% | +$788K |
|
|
MSGN
500
DELISTED
MSG Networks Inc.
MSGN
| $24.9M | 0.04% |
1,622,829
-203,803
| -11% | -$3.43M |
|
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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.