AQR Capital Management Portfolio holdings

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.