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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 | |
|---|---|---|---|---|---|---|
126
American International
AIG
$42.3B
| $122M | 0.22% |
2,312,752
-1,524,979
| -40% | -$84.2M |
|
127
Edison International
EIX
$25.9B
| $122M | 0.22% |
1,568,438
+227,268
| +17% | +$16.3M |
|
128
Capital One
COF
$135B
| $119M | 0.21% |
1,876,404
-611,798
| -25% | -$42.6M |
|
129
Agilent Technologies
A
$39.6B
| $119M | 0.21% |
2,672,768
-269,075
| -9% | -$11.6M |
|
130
Xerox
XRX
$428M
| $118M | 0.21% |
4,715,162
+593,294
| +14% | +$15.6M |
|
131
Marvell Technology
MRVL
$191B
| $118M | 0.21% |
12,333,695
-3,179,570
| -20% | -$31.8M |
|
132
Target
TGT
$66.8B
| $117M | 0.21% |
1,671,622
-335,462
| -17% | -$25M |
|
133
Arrow Electronics
ARW
$11.4B
| $117M | 0.21% |
1,883,997
+511,638
| +37% | +$32.5M |
|
134
Hasbro
HAS
$13B
| $116M | 0.21% |
1,384,092
-53,223
| -4% | -$4.51M |
|
135
NiSource
NI
$20.6B
| $116M | 0.2% |
4,367,390
+513,234
| +13% | +$12.3M |
|
136
Canadian Imperial Bank of Commerce
CM
$108B
| $115M | 0.2% |
3,086,190
+192,774
| +7% | +$7.52M |
|
137
Suncor Energy
SU
$72.2B
| $115M | 0.2% |
4,169,024
+71,839
| +2% | +$1.97M |
|
|
TECD
138
DELISTED
Tech Data Corp
TECD
| $115M | 0.2% |
1,599,891
+129,700
| +9% | +$9.41M |
|
139
Kroger
KR
$35.2B
| $115M | 0.2% |
3,113,768
-1,361,732
| -30% | -$49M |
|
140
AXIS Capital
AXS
$7.62B
| $113M | 0.2% |
2,052,439
-7,417
| -0.4% | -$402K |
|
141
Whirlpool
WHR
$2.88B
| $113M | 0.2% |
676,157
-76,714
| -10% | -$13.5M |
|
142
Bunge Global
BG
$20.8B
| $113M | 0.2% |
1,902,679
-489,741
| -20% | -$30M |
|
143
Phillips 66
PSX
$81.9B
| $112M | 0.2% |
1,413,283
-327,176
| -19% | -$26.7M |
|
|
DFS
144
DELISTED
Discover Financial Services
DFS
| $112M | 0.2% |
2,083,369
-767,106
| -27% | -$41.7M |
|
145
Hartford Financial Services
HIG
$39.5B
| $111M | 0.2% |
2,490,344
-157,294
| -6% | -$7.02M |
|
146
HF Sinclair
DINO
$14.9B
| $109M | 0.19% |
4,594,175
-994,042
| -18% | -$29.6M |
|
147
Baidu
BIDU
$36.9B
| $109M | 0.19% |
660,262
+211,999
| +47% | +$37.2M |
|
148
Clorox
CLX
$12.8B
| $107M | 0.19% |
772,451
+175,330
| +29% | +$22.7M |
|
149
Lockheed Martin
LMT
$134B
| $107M | 0.19% |
430,527
-22,323
| -5% | -$5.26M |
|
|
IPG
150
DELISTED
Interpublic Group of Companies
IPG
| $106M | 0.19% |
4,597,475
-87,096
| -2% | -$2.05M |
|
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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.