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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 | |
|---|---|---|---|---|---|---|
176
American Financial Group
AFG
$12.2B
| $92.7M | 0.16% |
1,254,506
+40,131
| +3% | +$2.84M |
|
177
Hormel Foods
HRL
$13.9B
| $92.6M | 0.16% |
2,531,100
+256,456
| +11% | +$9.59M |
|
|
TWX
178
DELISTED
Time Warner Inc
TWX
| $91.6M | 0.16% |
1,245,021
+253,388
| +26% | +$18.7M |
|
179
Charles River Laboratories
CRL
$12.6B
| $91.5M | 0.16% |
1,110,498
+166,035
| +18% | +$13.7M |
|
180
Texas Instruments
TXN
$254B
| $91.3M | 0.16% |
1,457,498
-97,530
| -6% | -$5.8M |
|
|
FISV
181
Fiserv Inc
FISV
$28.9B
| $91.2M | 0.16% |
1,676,776
-126,146
| -7% | -$6.49M |
|
182
Church & Dwight Co
CHD
$24.6B
| $89.9M | 0.16% |
1,747,580
+119,706
| +7% | +$5.78M |
|
183
McDonald's
MCD
$195B
| $89.3M | 0.16% |
742,049
+14,832
| +2% | +$1.86M |
|
184
Lincoln National
LNC
$8.98B
| $88.9M | 0.16% |
2,294,102
-27,464
| -1% | -$1.16M |
|
185
International Paper
IP
$22.4B
| $88.3M | 0.16% |
2,199,634
-292,082
| -12% | -$11.6M |
|
186
Chevron
CVX
$371B
| $88M | 0.16% |
839,753
+572,482
| +214% | +$57.6M |
|
187
Gold Fields
GFI
$33.4B
| $87.9M | 0.16% |
17,935,023
+13,740,924
| +328% | +$57.3M |
|
|
VIAB
188
DELISTED
Viacom Inc. Class B
VIAB
| $87.6M | 0.15% |
2,112,872
-987,825
| -32% | -$40.8M |
|
|
GG
189
DELISTED
Goldcorp Inc
GG
| $87.1M | 0.15% |
4,573,444
+2,791,174
| +157% | +$49.5M |
|
190
Bank of Montreal
BMO
$127B
| $86.9M | 0.15% |
1,377,509
+95,593
| +7% | +$6.06M |
|
191
Southern Company
SO
$107B
| $86.5M | 0.15% |
1,613,789
+301,561
| +23% | +$15.2M |
|
|
DST
192
DELISTED
DST Systems Inc.
DST
| $85.1M | 0.15% |
1,462,280
-71,922
| -5% | -$4.22M |
|
|
CA
193
DELISTED
CA, Inc.
CA
| $84.7M | 0.15% |
2,580,291
+362,977
| +16% | +$11.4M |
|
194
Jabil
JBL
$35.5B
| $84.4M | 0.15% |
4,570,091
-878,035
| -16% | -$16M |
|
195
Reinsurance Group of America
RGA
$15.5B
| $84.4M | 0.15% |
869,799
-30,769
| -3% | -$2.95M |
|
196
American Tower
AMT
$78.3B
| $84M | 0.15% |
739,064
+49,326
| +7% | +$5.25M |
|
197
Biogen
BIIB
$30.5B
| $83.4M | 0.15% |
344,852
+57,156
| +20% | +$15.1M |
|
198
Flex
FLEX
$45B
| $83.3M | 0.15% |
9,364,866
-4,236,141
| -31% | -$39.5M |
|
199
Estee Lauder
EL
$31.5B
| $83.2M | 0.15% |
914,477
+70,874
| +8% | +$6.61M |
|
|
MXIM
200
DELISTED
Maxim Integrated Products
MXIM
| $82.8M | 0.15% |
2,318,972
+106,159
| +5% | +$3.89M |
|
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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.