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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 | |
|---|---|---|---|---|---|---|
326
KB Home
KBH
$3.59B
| $47.9M | 0.08% |
3,151,739
+1,453,844
| +86% | +$20.3M |
|
327
U-Haul Holding Co
UHAL
$14.7B
| $47.8M | 0.08% |
1,275,120
+53,910
| +4% | +$1.95M |
|
328
Fomento Económico Mexicano
FMX
$41.8B
| $47.7M | 0.08% |
515,813
+18,398
| +4% | +$1.68M |
|
329
iShares Core S&P Mid-Cap ETF
IJH
$126B
| $47.7M | 0.08% |
1,595,440
-4,385
| -0.3% | -$129K |
|
330
ITT
ITT
$19.3B
| $46.6M | 0.08% |
1,457,034
-307,503
| -17% | -$11M |
|
|
CVG
331
DELISTED
Convergys
CVG
| $46.5M | 0.08% |
1,860,348
+15,383
| +0.8% | +$415K |
|
332
Franco-Nevada
FNV
$46.6B
| $46.4M | 0.08% |
613,376
-187,083
| -23% | -$12.7M |
|
333
Old Republic International
ORI
$10.4B
| $46.2M | 0.08% |
2,396,122
+852,151
| +55% | +$15.9M |
|
334
PPG Industries
PPG
$26.6B
| $46.2M | 0.08% |
443,328
-10,090
| -2% | -$1.1M |
|
335
C.H. Robinson
CHRW
$17.3B
| $46.2M | 0.08% |
621,571
+226,092
| +57% | +$16.5M |
|
|
AHL
336
DELISTED
ASPEN Insurance Holding Limited
AHL
| $46.1M | 0.08% |
994,255
+107,761
| +12% | +$5.03M |
|
337
Dick's Sporting Goods
DKS
$18B
| $46.1M | 0.08% |
1,022,663
+226,059
| +28% | +$9.85M |
|
338
Abercrombie & Fitch
ANF
$4.98B
| $45.9M | 0.08% |
2,579,305
+1,590,722
| +161% | +$37.9M |
|
339
Crane NXT
CXT
$3.05B
| $45.8M | 0.08% |
2,325,711
-15,999
| -0.7% | -$312K |
|
|
BMS
340
DELISTED
Bemis
BMS
| $45.7M | 0.08% |
888,362
+20,934
| +2% | +$1.06M |
|
341
Brunswick
BC
$5.33B
| $45.7M | 0.08% |
1,008,276
+58,908
| +6% | +$2.79M |
|
342
Nucor
NUE
$61.4B
| $45.3M | 0.08% |
915,942
+694,744
| +314% | +$33.9M |
|
343
Raymond James Financial
RJF
$34.2B
| $45.2M | 0.08% |
1,375,523
-48,724
| -3% | -$1.67M |
|
344
Bristol-Myers Squibb
BMY
$131B
| $45.1M | 0.08% |
613,471
-204,936
| -25% | -$14.5M |
|
345
Idacorp
IDA
$8.25B
| $45.1M | 0.08% |
554,008
+225,238
| +69% | +$16.6M |
|
|
XLNX
346
DELISTED
Xilinx Inc
XLNX
| $45M | 0.08% |
975,776
-338,420
| -26% | -$15.5M |
|
347
Rockwell Automation
ROK
$49.3B
| $44.9M | 0.08% |
391,187
-191,630
| -33% | -$22M |
|
348
Sabesp
SBS
$18.9B
| $44.9M | 0.08% |
25,828,727
+20,465,309
| +382% | +$29.8M |
|
349
Mohawk Industries
MHK
$9.22B
| $44.9M | 0.08% |
236,411
-58,319
| -20% | -$11.4M |
|
350
Atmos Energy
ATO
$29B
| $44.7M | 0.08% |
549,197
+116,349
| +27% | +$8.63M |
|
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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.