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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
FNSR
2451
DELISTED
Finisar Corp
FNSR
– –
-73,767
Closed -$1.17M
RESI
2452
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-13,713
Closed -$138K
HRG
2453
DELISTED
HRG Group, Inc.
HRG
– –
-10,020
Closed -$165K
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.