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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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.83T
| $665M | 1.17% |
12,998,455
-131,137
| -1% | -$6.81M |
|
|
2
Apple
AAPL
$4.72T
| $538M | 0.95% |
22,496,496
-4,306,988
| -16% | -$107M |
|
|
3
Procter & Gamble
PG
$342B
| $514M | 0.91% |
6,068,941
+1,334,636
| +28% | +$110M |
|
4
Johnson & Johnson
JNJ
$624B
| $512M | 0.9% |
4,222,991
+796,335
| +23% | +$90.5M |
|
5
PepsiCo
PEP
$184B
| $508M | 0.9% |
4,792,947
+163,265
| +4% | +$16.8M |
|
6
Public Service Enterprise Group
PEG
$39.8B
| $464M | 0.82% |
9,963,025
-142,524
| -1% | -$6.47M |
|
|
7
Tyson Foods
TSN
$20B
| $460M | 0.81% |
6,894,555
+2,729,327
| +66% | +$177M |
|
8
UnitedHealth
UNH
$385B
| $422M | 0.75% |
2,990,433
-220,526
| -7% | -$29.4M |
|
9
Walmart Inc
WMT
$863B
| $413M | 0.73% |
16,947,417
+1,049,304
| +7% | +$24.3M |
|
10
American Electric Power
AEP
$73.4B
| $410M | 0.72% |
5,843,015
+562,775
| +11% | +$36.8M |
|
11
PNC Financial Services
PNC
$99.5B
| $379M | 0.67% |
4,655,527
+132,537
| +3% | +$11.4M |
|
12
Northrop Grumman
NOC
$75.8B
| $367M | 0.65% |
1,652,079
-111,609
| -6% | -$23.5M |
|
13
Alphabet (Google) Class A
GOOGL
$3.88T
| $363M | 0.64% |
10,316,800
-711,500
| -6% | -$26.1M |
|
14
Amazon
AMZN
$2.51T
| $358M | 0.63% |
9,994,240
-811,320
| -8% | -$27.4M |
|
15
Cisco
CSCO
$444B
| $343M | 0.61% |
11,955,650
-867,308
| -7% | -$24.3M |
|
16
TSMC
TSM
$2.16T
| $328M | 0.58% |
12,509,285
-2,600,079
| -17% | -$64.9M |
|
17
Verizon
VZ
$183B
| $328M | 0.58% |
5,873,692
+524,757
| +10% | +$27.2M |
|
|
18
FirstEnergy
FE
$28.6B
| $328M | 0.58% |
9,383,869
+5,447,191
| +138% | +$185M |
|
19
Meta Platforms (Facebook)
META
$1.54T
| $326M | 0.57% |
2,848,750
+340,634
| +14% | +$39.3M |
|
20
Allstate
ALL
$65.5B
| $325M | 0.57% |
4,653,052
-273,651
| -6% | -$18.3M |
|
21
Travelers Companies
TRV
$78.5B
| $310M | 0.55% |
2,603,291
+26,126
| +1% | +$2.96M |
|
22
AT&T
T
$160B
| $287M | 0.51% |
8,809,219
+977,143
| +12% | +$29.1M |
|
23
Elevance Health
ELV
$82.3B
| $287M | 0.51% |
2,188,385
+251,018
| +13% | +$34.3M |
|
24
Home Depot
HD
$324B
| $283M | 0.5% |
2,213,477
-14,983
| -0.7% | -$1.98M |
|
25
Pfizer
PFE
$143B
| $278M | 0.49% |
8,333,180
-190,915
| -2% | -$6.09M |
|
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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.