We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
51
Waste Management
WM
$90B
| $222M | 0.39% |
3,352,401
+484,922
| +17% | +$29.3M |
|
52
Intel
INTC
$509B
| $222M | 0.39% |
6,759,194
-529,215
| -7% | -$16.6M |
|
|
AET
53
DELISTED
Aetna Inc
AET
| $218M | 0.38% |
1,781,086
-423,108
| -19% | -$48.6M |
|
|
54
Entergy
ETR
$50.8B
| $217M | 0.38% |
5,326,060
+2,630,826
| +98% | +$101M |
|
55
iShares Russell 3000 ETF
IWV
$20.3B
| $208M | 0.37% |
1,678,745
-5,723
| -0.3% | -$700K |
|
56
Yum! Brands
YUM
$40.3B
| $206M | 0.36% |
3,456,988
-339,773
| -9% | -$20M |
|
57
Southwest Airlines
LUV
$23.8B
| $205M | 0.36% |
5,238,342
+1,821,829
| +53% | +$78M |
|
58
Masco
MAS
$15.2B
| $205M | 0.36% |
6,620,716
+61,758
| +0.9% | +$1.95M |
|
59
Mondelez International
MDLZ
$79.2B
| $203M | 0.36% |
4,461,785
-247,130
| -5% | -$10.8M |
|
60
PG&E
PCG
$38.4B
| $203M | 0.36% |
3,170,823
-30,218
| -0.9% | -$1.81M |
|
61
Darden Restaurants
DRI
$23.4B
| $199M | 0.35% |
3,149,124
-282,274
| -8% | -$18.5M |
|
62
Delta Air Lines
DAL
$61B
| $199M | 0.35% |
5,448,807
-1,871,222
| -26% | -$79.6M |
|
63
LyondellBasell Industries
LYB
$19.7B
| $198M | 0.35% |
2,660,447
-670,812
| -20% | -$55.4M |
|
64
Exelon
EXC
$47.2B
| $197M | 0.35% |
7,606,163
+1,382,869
| +22% | +$34.2M |
|
65
Ameren
AEE
$30.3B
| $197M | 0.35% |
3,679,800
+1,143,337
| +45% | +$56.2M |
|
66
Carnival Corporation Ltd
CCL
$40.5B
| $197M | 0.35% |
4,459,251
-438,467
| -9% | -$21.5M |
|
67
Alibaba
BABA
$309B
| $192M | 0.34% |
2,416,038
+771,608
| +47% | +$60.4M |
|
|
CTXS
68
DELISTED
Citrix Systems Inc
CTXS
| $192M | 0.34% |
3,004,249
-38,140
| -1% | -$2.51M |
|
69
General Mills
GIS
$19.3B
| $188M | 0.33% |
2,635,554
-5,441
| -0.2% | -$346K |
|
70
Marathon Petroleum
MPC
$91.3B
| $183M | 0.32% |
4,812,588
-2,316,828
| -32% | -$85.1M |
|
71
Comcast
CMCSA
$88.5B
| $180M | 0.32% |
5,515,582
-272,374
| -5% | -$8.46M |
|
72
General Motors
GM
$77.5B
| $177M | 0.31% |
6,253,296
+771,862
| +14% | +$23.4M |
|
73
McKesson
MCK
$97.2B
| $174M | 0.31% |
931,162
-193,846
| -17% | -$34M |
|
|
LLL
74
DELISTED
L3 Technologies, Inc.
LLL
| $172M | 0.3% |
1,173,826
+169,817
| +17% | +$22.8M |
|
75
Lear
LEA
$6.21B
| $170M | 0.3% |
1,668,029
+392,597
| +31% | +$44.1M |
|
Similar funds
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.