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 | |
|---|---|---|---|---|---|---|
101
Mastercard
MA
$495B
| $247M | 0.25% |
1,256,729
+266,521
| +27% | +$50.1M |
|
102
Public Service Enterprise Group
PEG
$37.8B
| $246M | 0.25% |
4,549,782
-527,070
| -10% | -$27.1M |
|
|
TSS
103
DELISTED
Total System Services, Inc.
TSS
| $245M | 0.25% |
2,895,905
-483,183
| -14% | -$41.6M |
|
104
Amdocs
DOX
$6.21B
| $243M | 0.25% |
3,670,822
+523,107
| +17% | +$35.2M |
|
105
Ross Stores
ROST
$81.5B
| $243M | 0.24% |
2,839,239
+374,228
| +15% | +$30.5M |
|
106
Macy's
M
$6.62B
| $243M | 0.24% |
6,339,198
+5,132,554
| +425% | +$172M |
|
107
PayPal
PYPL
$50.6B
| $241M | 0.24% |
2,898,021
+1,360,644
| +89% | +$108M |
|
108
Cummins
CMI
$88.8B
| $239M | 0.24% |
1,773,458
+662,172
| +60% | +$99.1M |
|
109
United Therapeutics
UTHR
$22.7B
| $237M | 0.24% |
2,091,908
+269,437
| +15% | +$29.6M |
|
110
D.R. Horton
DHI
$41.4B
| $237M | 0.24% |
5,789,471
-208,103
| -3% | -$8.98M |
|
111
Magna International
MGA
$18.8B
| $236M | 0.24% |
3,963,211
+1,074,986
| +37% | +$66.7M |
|
112
iShares Russell 3000 ETF
IWV
$20.3B
| $234M | 0.24% |
1,444,847
| – | – |
|
|
CELG
113
DELISTED
Celgene Corp
CELG
| $234M | 0.24% |
2,947,318
-3,152,880
| -52% | -$262M |
|
114
Cadence Design Systems
CDNS
$94.3B
| $234M | 0.24% |
5,381,782
+388,480
| +8% | +$16M |
|
115
NVR
NVR
$16.9B
| $232M | 0.23% |
77,375
+4,612
| +6% | +$14.1M |
|
116
Vale
VALE
$63B
| $227M | 0.23% |
17,691,591
+9,727,586
| +122% | +$133M |
|
117
Synchrony
SYF
$25.5B
| $226M | 0.23% |
6,759,744
+3,951,828
| +141% | +$136M |
|
118
Align Technology
ALGN
$12B
| $224M | 0.23% |
654,139
+236,772
| +57% | +$70.6M |
|
119
Delta Air Lines
DAL
$60.3B
| $223M | 0.22% |
4,503,246
-641,766
| -12% | -$34.2M |
|
120
Baidu
BIDU
$37.3B
| $216M | 0.22% |
890,054
+4,783
| +0.5% | +$1.19M |
|
121
Infosys
INFY
$50.5B
| $209M | 0.21% |
21,506,938
+707,906
| +3% | +$6.33M |
|
122
Intuitive Surgical
ISRG
$133B
| $199M | 0.2% |
1,249,935
+204,684
| +20% | +$31.2M |
|
123
Progressive
PGR
$125B
| $197M | 0.2% |
3,337,536
+1,285,701
| +63% | +$78.7M |
|
124
Agilent Technologies
A
$40.7B
| $197M | 0.2% |
3,184,808
+593,130
| +23% | +$38.7M |
|
125
Caterpillar
CAT
$390B
| $196M | 0.2% |
1,447,691
+295,227
| +26% | +$44.1M |
|
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.