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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 | |
|---|---|---|---|---|---|---|
1
Meta Platforms (Facebook)
META
$1.51T
| $1.73B | 1.75% |
8,816,839
+879,825
| +11% | +$159M |
|
2
Microsoft
MSFT
$2.84T
| $1.67B | 1.69% |
16,828,950
+1,925,933
| +13% | +$187M |
|
3
Apple
AAPL
$4.89T
| $1.56B | 1.57% |
33,416,852
+2,429,280
| +8% | +$110M |
|
4
Amazon
AMZN
$2.5T
| $1.42B | 1.43% |
16,473,400
+1,736,620
| +12% | +$138M |
|
|
RTN
5
DELISTED
Raytheon Company
RTN
| $1.08B | 1.08% |
5,544,226
+1,536,501
| +38% | +$323M |
|
6
Intel
INTC
$466B
| $1.04B | 1.05% |
20,867,827
+4,373,355
| +27% | +$232M |
|
7
Exelon
EXC
$48.6B
| $1.02B | 1.03% |
33,645,471
+7,473,328
| +29% | +$214M |
|
8
LyondellBasell Industries
LYB
$19.5B
| $1.02B | 1.03% |
9,225,331
+13,138
| +0.1% | +$1.44M |
|
9
Humana
HUM
$46.7B
| $959M | 0.97% |
3,209,551
+488,214
| +18% | +$143M |
|
10
Alphabet (Google) Class A
GOOGL
$3.91T
| $867M | 0.87% |
15,215,100
+350,880
| +2% | +$19.1M |
|
11
Micron Technology
MU
$1.04T
| $861M | 0.87% |
16,261,111
-2,804,033
| -15% | -$152M |
|
|
12
Valero Energy
VLO
$89.8B
| $849M | 0.85% |
7,589,671
+3,515,013
| +86% | +$394M |
|
13
Boeing
BA
$165B
| $836M | 0.84% |
2,490,353
+436,405
| +21% | +$150M |
|
14
Biogen
BIIB
$29.9B
| $824M | 0.83% |
2,840,495
+396,445
| +16% | +$111M |
|
15
Walmart Inc
WMT
$871B
| $824M | 0.83% |
28,800,534
-2,035,656
| -7% | -$57.9M |
|
16
Allstate
ALL
$66.9B
| $803M | 0.81% |
8,783,852
+659,355
| +8% | +$62.7M |
|
17
Consolidated Edison
ED
$41.6B
| $728M | 0.73% |
9,331,770
+3,537,760
| +61% | +$270M |
|
|
18
Booking.com
BKNG
$138B
| $710M | 0.72% |
8,752,925
+3,801,175
| +77% | +$320M |
|
19
Skyworks Solutions
SWKS
$9.06B
| $698M | 0.7% |
7,155,083
+1,375,087
| +24% | +$134M |
|
20
Elevance Health
ELV
$81.9B
| $693M | 0.7% |
2,903,965
-224,084
| -7% | -$51.9M |
|
21
Alibaba
BABA
$269B
| $679M | 0.68% |
3,660,288
-40,744
| -1% | -$7.77M |
|
22
Northrop Grumman
NOC
$77B
| $666M | 0.67% |
2,156,023
+549,034
| +34% | +$182M |
|
23
Best Buy
BBY
$18B
| $661M | 0.67% |
8,753,530
+19,840
| +0.2% | +$1.47M |
|
24
Adobe
ADBE
$89.5B
| $646M | 0.65% |
2,649,468
+622,461
| +31% | +$147M |
|
25
IBM
IBM
$202B
| $641M | 0.65% |
4,769,222
+247,689
| +5% | +$34.5M |
|
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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.