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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 | |
|---|---|---|---|---|---|---|
201
Westlake Corp
WLK
$10.1B
| $82.2M | 0.15% |
1,916,300
-107,687
| -5% | -$4.92M |
|
202
Itaú Unibanco
ITUB
$90.5B
| $82M | 0.14% |
19,700,125
+3,771,558
| +24% | +$14.5M |
|
203
State Street SPDR S&P 500 ETF Trust
SPY
$819B
| $81M | 0.14% |
386,750
-68,246
| -15% | -$14.2M |
|
204
Wipro
WIT
$19.8B
| $80.5M | 0.14% |
34,715,637
+778,997
| +2% | +$1.78M |
|
205
Urban Outfitters
URBN
$6.67B
| $80.4M | 0.14% |
2,924,749
+1,286,540
| +79% | +$37M |
|
206
Costco
COST
$418B
| $79.2M | 0.14% |
504,533
-75,870
| -13% | -$11.5M |
|
207
Ambev
ABEV
$46.8B
| $79M | 0.14% |
13,371,644
+1,802,658
| +16% | +$9.68M |
|
208
Lam Research
LRCX
$385B
| $78.5M | 0.14% |
9,334,430
+2,563,990
| +38% | +$20.6M |
|
209
Unum
UNM
$14.1B
| $78.1M | 0.14% |
2,456,647
-1,237,928
| -34% | -$41.9M |
|
210
AGCO
AGCO
$7.27B
| $78M | 0.14% |
1,654,771
-228,165
| -12% | -$11.7M |
|
211
Constellation Brands
STZ
$22.3B
| $77.9M | 0.14% |
471,017
+26,054
| +6% | +$4.08M |
|
|
MNK
212
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $77.2M | 0.14% |
1,269,970
-1,045,226
| -45% | -$63.9M |
|
213
CVS Health
CVS
$126B
| $77M | 0.14% |
804,390
-578,270
| -42% | -$57.6M |
|
214
Cameco
CCJ
$41.1B
| $76.9M | 0.14% |
7,037,742
+1,681,056
| +31% | +$20M |
|
215
Morgan Stanley
MS
$343B
| $76.6M | 0.14% |
2,949,124
-825,681
| -22% | -$21.6M |
|
216
Agnico Eagle Mines
AEM
$83.8B
| $76.4M | 0.13% |
1,434,704
+108,071
| +8% | +$4.91M |
|
217
Cabot Corp
CBT
$4.36B
| $76M | 0.13% |
1,664,979
+551,834
| +50% | +$25.7M |
|
218
Steel Dynamics
STLD
$38.1B
| $75.6M | 0.13% |
3,084,483
-611,225
| -17% | -$14.9M |
|
|
WBA
219
DELISTED
Walgreens Boots Alliance
WBA
| $75.2M | 0.13% |
903,231
+342,454
| +61% | +$27.6M |
|
220
BWX Technologies
BWXT
$15.4B
| $75M | 0.13% |
2,096,023
+439,737
| +27% | +$15.1M |
|
221
CSX Corp
CSX
$94.7B
| $74.8M | 0.13% |
8,601,123
-1,351,449
| -14% | -$11.8M |
|
|
AUY
222
DELISTED
Yamana Gold, Inc.
AUY
| $74.3M | 0.13% |
14,360,258
+10,267,344
| +251% | +$46.1M |
|
|
ATVI
223
DELISTED
Activision Blizzard
ATVI
| $74M | 0.13% |
1,868,520
-1,171,918
| -39% | -$43M |
|
224
Transocean
RIG
$5.69B
| $73.7M | 0.13% |
6,200,128
+1,225,891
| +25% | +$12.5M |
|
|
SKX
225
DELISTED
Skechers
SKX
| $73.5M | 0.13% |
2,472,297
-815,570
| -25% | -$24.6M |
|
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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.