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AQR Capital Management

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
Cap. Flow
+$4.81B
Cap. Flow %
4.85%
Top 10 Hldgs %
12.45%
Holding
2,453
New
237
Increased
1,040
Reduced
973
Closed
144

Top Buys

Rank Stock Value
1
VLO icon
Valero Energy
VLO
+$394M
2
RTN
Raytheon Company
RTN
+$323M
3
BKNG icon
Booking.com
BKNG
+$320M
4
FDX icon
FedEx
FDX
+$306M
5
COP icon
ConocoPhillips
COP
+$278M

Top Sells

Rank Stock Value
1
DIS icon
Walt Disney
DIS
+$291M
2
WDC icon
Western Digital
WDC
+$285M
3
CELG
Celgene Corp
CELG
+$262M
4
UAL icon
United Airlines
UAL
+$247M
5
JPM icon
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
RPXC
2426
DELISTED
RPX Corporation
RPXC
– –
-915,958
Closed -$9.79M
FINL
2427
DELISTED
Finish Line
FINL
– –
-661,980
Closed -$8.96M
TWX
2428
DELISTED
Time Warner Inc
TWX
– –
-1,052,067
Closed -$99.5M
MON
2429
DELISTED
Monsanto Co
MON
– –
-565,757
Closed -$66M
OA
2430
DELISTED
Orbital ATK, Inc.
OA
– –
-12,362
Closed -$1.64M
GXP
2431
DELISTED
Great Plains Energy Incorporated
GXP
– –
-97,063
Closed -$3.09M
LQ
2432
DELISTED
La Quinta Holdings Inc.
LQ
– –
-93,777
Closed -$1.77M
MSCC
2433
DELISTED
Microsemi Corp
MSCC
– –
-6,622
Closed -$429K
CHUBK
2434
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
– –
-75,370
Closed -$1.7M
AVXS
2435
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-22,454
Closed -$2.77M
CBI
2436
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-67,740
Closed -$975K
IPXL
2437
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-41,739
Closed -$812K
BUFF
2438
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-27,825
Closed -$1.11M
DYN
2439
DELISTED
Dynegy, Inc.
DYN
– –
-62,661
Closed -$847K
FOGO
2440
DELISTED
Fogo de Chao, Inc. Common Stock
FOGO
– –
-37,755
Closed -$595K
CALD
2441
DELISTED
Callidus Software, Inc.
CALD
– –
-65,897
Closed -$2.37M
FMSA
2442
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-344,412
Closed -$1.46M
CMO
2443
DELISTED
Capstead Mortgage Corp.
CMO
– –
-66,961
Closed -$579K
CBB
2444
DELISTED
Cincinnati Bell Inc.
CBB
– –
-45,022
Closed -$624K
EFII
2445
DELISTED
Electronics for Imaging
EFII
– –
-57,559
Closed -$1.57M
REN
2446
DELISTED
Resolute Energy Corporaton
REN
– –
-5,866
Closed -$203K
WR
2447
DELISTED
Westar Energy Inc
WR
– –
-699,988
Closed -$36.8M
DST
2448
DELISTED
DST Systems Inc.
DST
– –
-407,279
Closed -$34.1M
PGEM
2449
DELISTED
Ply Gem Holdings, Inc.
PGEM
– –
-181,082
Closed -$3.91M
HAWK
2450
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-30,224
Closed -$1.35M
95 96 97
98
99

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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.