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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 | |
|---|---|---|---|---|---|---|
501
O-I Glass
OI
$1.08B
| $24.9M | 0.04% |
1,382,005
+757,796
| +121% | +$13.9M |
|
502
Oceaneering
OII
$4.77B
| $24.8M | 0.04% |
829,024
+68,158
| +9% | +$2.22M |
|
503
Sonoco
SON
$5.74B
| $24.6M | 0.04% |
495,917
+170,994
| +53% | +$8.12M |
|
504
Humana
HUM
$46.2B
| $24.6M | 0.04% |
136,793
+9,100
| +7% | +$1.62M |
|
505
Minerals Technologies
MTX
$2.34B
| $24.5M | 0.04% |
430,839
+60,092
| +16% | +$3.49M |
|
506
Factset
FDS
$10.2B
| $24.4M | 0.04% |
150,976
-13,952
| -8% | -$2.16M |
|
507
Bath & Body Works
BBWI
$4.1B
| $24.2M | 0.04% |
446,388
-242,431
| -35% | -$14.2M |
|
508
KBR
KBR
$4.8B
| $24.2M | 0.04% |
1,825,965
+4,165
| +0.2% | +$60.1K |
|
|
GCI
509
DELISTED
Gannett Co., Inc
GCI
| $24.1M | 0.04% |
1,743,062
+1,217,975
| +232% | +$18.9M |
|
510
Popular Inc
BPOP
$11.1B
| $24M | 0.04% |
819,414
+257,105
| +46% | +$7.57M |
|
|
ENH
511
DELISTED
Endurance Specialty Holdings Ltd
ENH
| $23.8M | 0.04% |
353,799
+1,470
| +0.4% | +$96.4K |
|
|
MZTI
512
The Marzetti Company
MZTI
$3.11B
| $23.7M | 0.04% |
185,490
+35,517
| +24% | +$4.21M |
|
513
Expeditors International
EXPD
$23.2B
| $23.5M | 0.04% |
480,195
+240,956
| +101% | +$11.7M |
|
514
CDW
CDW
$17B
| $23.3M | 0.04% |
582,571
-140,310
| -19% | -$5.82M |
|
|
VMW
515
DELISTED
VMware, Inc
VMW
| $23.2M | 0.04% |
406,055
+180,175
| +80% | +$10.4M |
|
|
EMBJ
516
Embraer S.A. ADS
EMBJ
$13B
| $23.2M | 0.04% |
+1,069,155
| New | +$24M |
|
517
H&R Block
HRB
$5.86B
| $23M | 0.04% |
1,001,080
+353,239
| +55% | +$7.85M |
|
518
Boston Scientific
BSX
$71.5B
| $23M | 0.04% |
984,820
-171,288
| -15% | -$3.71M |
|
519
Dentsply Sirona
XRAY
$2.43B
| $23M | 0.04% |
370,864
-119,365
| -24% | -$7.35M |
|
520
Bank of America
BAC
$442B
| $22.9M | 0.04% |
1,723,245
-1,372,958
| -44% | -$19.3M |
|
521
Fortinet
FTNT
$117B
| $22.8M | 0.04% |
3,603,535
+1,303,300
| +57% | +$8.44M |
|
|
VAR
522
DELISTED
Varian Medical Systems, Inc.
VAR
| $22.8M | 0.04% |
315,589
+10,023
| +3% | +$727K |
|
|
ESV
523
DELISTED
Ensco Rowan plc
ESV
| $22.7M | 0.04% |
585,138
+80,594
| +16% | +$3.35M |
|
|
CRC
524
DELISTED
California Resources Corporation
CRC
| $22.7M | 0.04% |
1,858,537
-1,173,237
| -39% | -$18.7M |
|
|
HES
525
DELISTED
Hess
HES
| $22.7M | 0.04% |
376,998
-335,206
| -47% | -$19.4M |
|
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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.