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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
+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 | |
|---|---|---|---|---|---|---|
176
Zoetis
ZTS
$32.4B
| $148M | 0.15% |
1,731,421
+921,220
| +114% | +$77.8M |
|
177
Assured Guaranty
AGO
$3.66B
| $147M | 0.15% |
4,091,745
-139,147
| -3% | -$5.06M |
|
178
Toronto Dominion Bank
TD
$200B
| $145M | 0.15% |
2,510,823
+364,114
| +17% | +$20.8M |
|
179
Capital One
COF
$135B
| $145M | 0.15% |
1,579,916
+183,221
| +13% | +$17.3M |
|
180
Assurant
AIZ
$14.7B
| $145M | 0.15% |
1,402,506
-829,943
| -37% | -$78.1M |
|
181
W.W. Grainger
GWW
$60.4B
| $142M | 0.14% |
457,212
+342,896
| +300% | +$102M |
|
182
Vertex Pharmaceuticals
VRTX
$123B
| $141M | 0.14% |
831,795
-432,617
| -34% | -$67.1M |
|
183
Republic Services
RSG
$64.5B
| $141M | 0.14% |
2,063,153
+161,878
| +9% | +$10.9M |
|
184
KLA
KLAC
$252B
| $141M | 0.14% |
13,680,800
-6,153,950
| -31% | -$66.9M |
|
185
Comcast
CMCSA
$89.3B
| $141M | 0.14% |
4,283,390
-1,434,094
| -25% | -$46.7M |
|
186
JetBlue
JBLU
$2.34B
| $140M | 0.14% |
7,322,201
-1,672,790
| -19% | -$32.2M |
|
187
General Motors
GM
$76.3B
| $139M | 0.14% |
3,449,474
-4,355,497
| -56% | -$171M |
|
188
AutoZone
AZO
$50.1B
| $138M | 0.14% |
205,219
+113,597
| +124% | +$73.3M |
|
189
Viatris
VTRS
$19B
| $136M | 0.14% |
3,747,706
-1,929,983
| -34% | -$75.7M |
|
190
Occidental Petroleum
OXY
$56B
| $135M | 0.14% |
1,610,511
+954,578
| +146% | +$76.2M |
|
191
Ralph Lauren
RL
$23.6B
| $135M | 0.14% |
1,050,284
+602,393
| +134% | +$73.1M |
|
|
SWN
192
DELISTED
Southwestern Energy Company
SWN
| $134M | 0.14% |
24,753,778
+1,690,343
| +7% | +$7.83M |
|
193
Broadridge
BR
$18.8B
| $134M | 0.14% |
1,164,425
+51,870
| +5% | +$5.85M |
|
194
Verizon
VZ
$195B
| $133M | 0.13% |
2,635,400
-1,501,557
| -36% | -$72.7M |
|
|
SKX
195
DELISTED
Skechers
SKX
| $132M | 0.13% |
4,372,133
+1,401,825
| +47% | +$44.8M |
|
196
Norfolk Southern
NSC
$76.9B
| $130M | 0.13% |
859,250
-664,386
| -44% | -$97.1M |
|
197
Deckers Outdoor
DECK
$13.3B
| $128M | 0.13% |
6,776,916
+963,720
| +17% | +$16.7M |
|
198
US Bancorp
USB
$99.4B
| $128M | 0.13% |
2,565,178
-2,787,726
| -52% | -$141M |
|
199
Synopsys
SNPS
$77.7B
| $128M | 0.13% |
1,494,133
-59,259
| -4% | -$5.16M |
|
200
Canadian Imperial Bank of Commerce
CM
$108B
| $128M | 0.13% |
2,937,502
-272,410
| -8% | -$12M |
|
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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.