We are live on
!
Find out more
AQR Capital Management Portfolio holdings
AUM
$218B
1-Year Est. Return
29.41%
This Fund
S&P 500
This Quarter
Est. Return
+3.72%
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
$99.3B
AUM Growth
+$6.55B
(+7.1%)
Cap. Flow
+$4.81B
Cap. Flow
% of AUM
4.85%
Top 10 Holdings %
Top 10 Hldgs %
12.45%
Holding
2,453
New
237
Increased
1,040
Reduced
973
Closed
144
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Valero Energy
VLO
|
+$394M |
| 2 |
RTN
Raytheon Company
RTN
|
+$323M |
| 3 |
Booking.com
BKNG
|
+$320M |
| 4 |
FedEx
FDX
|
+$306M |
| 5 |
ConocoPhillips
COP
|
+$278M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$291M |
| 2 |
Western Digital
WDC
|
+$285M |
| 3 |
CELG
Celgene Corp
CELG
|
+$262M |
| 4 |
United Airlines
UAL
|
+$247M |
| 5 |
JPMorgan Chase
JPM
|
+$208M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.76% |
| 2 | Consumer Discretionary | 13.83% |
| 3 | Healthcare | 13.29% |
| 4 | Industrials | 12.42% |
| 5 | Financials | 12.18% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SPR
51
DELISTED
Spirit AeroSystems
SPR
| $438M | 0.44% |
5,093,851
+913,591
| +22% | +$76.8M |
|
52
Centene
CNC
$31.7B
| $436M | 0.44% |
6,964,172
+1,546,178
| +29% | +$89.2M |
|
53
Waste Management
WM
$91.5B
| $434M | 0.44% |
5,334,531
+1,364,394
| +34% | +$113M |
|
54
Lam Research
LRCX
$383B
| $419M | 0.42% |
24,126,980
+13,391,270
| +125% | +$258M |
|
55
Lear
LEA
$7.93B
| $417M | 0.42% |
2,214,564
-125,240
| -5% | -$24.5M |
|
56
NextEra Energy
NEE
$176B
| $416M | 0.42% |
9,968,952
+5,344,192
| +116% | +$216M |
|
57
Home Depot
HD
$349B
| $398M | 0.4% |
2,038,290
-271,288
| -12% | -$50.7M |
|
58
Merck
MRK
$317B
| $394M | 0.4% |
6,803,525
-2,853,781
| -30% | -$161M |
|
59
Amgen
AMGN
$219B
| $394M | 0.4% |
2,134,069
-764,378
| -26% | -$135M |
|
60
AbbVie
ABBV
$431B
| $380M | 0.38% |
4,062,057
-938,798
| -19% | -$91.7M |
|
61
Target
TGT
$66.8B
| $374M | 0.38% |
4,884,421
-108,646
| -2% | -$8M |
|
|
62
Western Digital
WDC
$156B
| $364M | 0.37% |
6,214,857
-4,483,026
| -42% | -$285M |
|
63
CME Group
CME
$95B
| $358M | 0.36% |
2,178,077
+651,942
| +43% | +$106M |
|
64
Electronic Arts
EA
| $350M | 0.35% |
2,458,573
+444,337
| +22% | +$57.7M |
|
65
Everest Group
EG
$14.2B
| $346M | 0.35% |
1,503,116
-146,659
| -9% | -$34.4M |
|
66
Netflix
NFLX
$307B
| $344M | 0.35% |
8,682,530
+2,315,920
| +36% | +$79M |
|
67
General Dynamics
GD
$105B
| $344M | 0.35% |
1,837,509
+748,132
| +69% | +$153M |
|
68
Travelers Companies
TRV
$80.5B
| $340M | 0.34% |
2,763,863
-1,079,974
| -28% | -$141M |
|
69
McKesson
MCK
$102B
| $331M | 0.33% |
2,471,187
-384,200
| -13% | -$56.2M |
|
70
Robert Half
RHI
$4.16B
| $330M | 0.33% |
5,025,893
+544,589
| +12% | +$34.5M |
|
71
Ameriprise Financial
AMP
$49.5B
| $328M | 0.33% |
2,330,258
+98,094
| +4% | +$13.9M |
|
72
Lockheed Martin
LMT
$135B
| $327M | 0.33% |
1,105,177
-84,320
| -7% | -$27.2M |
|
|
73
ConocoPhillips
COP
$142B
| $326M | 0.33% |
4,644,663
+4,179,471
| +898% | +$278M |
|
74
ExxonMobil
XOM
$642B
| $326M | 0.33% |
3,942,086
+1,711,972
| +77% | +$136M |
|
75
PepsiCo
PEP
$189B
| $322M | 0.32% |
2,960,160
-1,412,529
| -32% | -$146M |
|
Similar funds
VGA
AQR Capital Management's Q2 2018 Portfolio in Review
As of Q2 2018, AQR Capital Management held 2,453 positions worth $99.3B, up 7.1% from $92.7B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
AQR Capital Management deployed $4.81B of net new capital in Q2 2018, opening 237 new positions and adding to 1,040 existing holdings. Its largest new stake was Evergy: 1,097,915 shares worth $61.6M.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 19% a quarter earlier, followed by Consumer Discretionary and Healthcare.
On the sell side, the largest reduction was Walt Disney, an estimated $291M trimmed.
- AQR Capital Management's largest Q2 2018 buy was Evergy: 1,097,915 shares worth $61.6M.
- AQR Capital Management added most to Valero Energy in Q2 2018, an estimated $394M increase.
- AQR Capital Management's biggest Q2 2018 reduction was Walt Disney, cutting an estimated $291M.
- AQR Capital Management fully exited Time Warner Inc in Q2 2018, selling an estimated $99.5M.
- AQR Capital Management's ten largest holdings make up 12% of its $99.3B portfolio in Q2 2018.
- AQR Capital Management opened 237 new positions and closed 144 in Q2 2018.
- AQR Capital Management's portfolio value rose 7.1% quarter-over-quarter to $99.3B.
Based on AQR Capital Management's 13F filing for Q2 2018, filed 14 Aug 2018.