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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
-13.32%
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
$86.3B
AUM Growth
-$18.2B
(-17%)
Cap. Flow
-$2.03B
Cap. Flow
% of AUM
-2.36%
Top 10 Holdings %
Top 10 Hldgs %
12.71%
Holding
2,392
New
138
Increased
818
Reduced
1,174
Closed
217
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Merck
MRK
|
+$354M |
| 2 |
Verizon
VZ
|
+$307M |
| 3 |
HCA Healthcare
HCA
|
+$256M |
| 4 |
Marathon Petroleum
MPC
|
+$239M |
| 5 |
Comcast
CMCSA
|
+$231M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Intel
INTC
|
+$361M |
| 2 |
Texas Instruments
TXN
|
+$333M |
| 3 |
LyondellBasell Industries
LYB
|
+$305M |
| 4 |
WCG
Wellcare Health Plans, Inc.
WCG
|
+$298M |
| 5 |
Northrop Grumman
NOC
|
+$282M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 20.11% |
| 2 | Technology | 18.25% |
| 3 | Consumer Discretionary | 14.02% |
| 4 | Industrials | 10.23% |
| 5 | Financials | 9.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
Cintas
CTAS
$81.3B
| $74.2M | 0.09% |
1,767,680
+7,336
| +0.4% | +$328K |
|
252
3M
MMM
$94.3B
| $74.2M | 0.09% |
465,881
-22,923
| -5% | -$3.81M |
|
253
First American
FAF
$7.58B
| $74M | 0.09% |
1,658,708
-327,978
| -17% | -$15.2M |
|
254
Advance Auto Parts
AAP
$3.49B
| $73.3M | 0.09% |
465,658
+308,530
| +196% | +$51.5M |
|
|
TFCFA
255
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $73.2M | 0.08% |
1,521,558
-7,996
| -0.5% | -$379K |
|
256
Mondelez International
MDLZ
$79.9B
| $72.9M | 0.08% |
1,821,704
-20,952
| -1% | -$893K |
|
|
CTXS
257
DELISTED
Citrix Systems Inc
CTXS
| $71.8M | 0.08% |
700,644
-43,280
| -6% | -$4.57M |
|
258
Mettler-Toledo International
MTD
$28.6B
| $71.7M | 0.08% |
126,720
-1,189
| -0.9% | -$691K |
|
259
NetApp
NTAP
$37.2B
| $71M | 0.08% |
1,189,099
-474,277
| -29% | -$34.1M |
|
260
Automatic Data Processing
ADP
$108B
| $69.6M | 0.08% |
530,626
+47,421
| +10% | +$6.69M |
|
261
Royal Bank of Canada
RY
$293B
| $69.4M | 0.08% |
1,014,719
-116,166
| -10% | -$8.48M |
|
262
OGE Energy
OGE
$9.71B
| $69.3M | 0.08% |
1,768,917
+865,139
| +96% | +$33.2M |
|
263
Waters Corp
WAT
$39.9B
| $69.3M | 0.08% |
367,300
+45,122
| +14% | +$8.57M |
|
|
ALXN
264
DELISTED
Alexion Pharmaceuticals
ALXN
| $68.8M | 0.08% |
707,054
+455,406
| +181% | +$53.8M |
|
265
Synopsys
SNPS
$79.7B
| $68.2M | 0.08% |
809,318
-452,178
| -36% | -$40.2M |
|
266
Old Dominion Freight Line
ODFL
$44.9B
| $68.1M | 0.08% |
1,653,462
-439,362
| -21% | -$19.5M |
|
267
Hershey
HSY
$36.6B
| $68M | 0.08% |
634,019
+130,041
| +26% | +$13.8M |
|
268
Union Pacific
UNP
$174B
| $67.8M | 0.08% |
490,581
+13,192
| +3% | +$1.95M |
|
269
Old Republic International
ORI
$10.4B
| $67.7M | 0.08% |
3,293,518
-62,973
| -2% | -$1.35M |
|
270
RTX Corp
RTX
$301B
| $67.6M | 0.08% |
1,008,870
+368,010
| +57% | +$28.9M |
|
271
Avery Dennison
AVY
$13.4B
| $67.5M | 0.08% |
751,875
+87,638
| +13% | +$8.25M |
|
272
MKS Inc
MKSI
$20.6B
| $67.4M | 0.08% |
1,043,602
+187,948
| +22% | +$13.6M |
|
273
Hyatt Hotels
H
$16.7B
| $66.5M | 0.08% |
983,723
-262,117
| -21% | -$18.4M |
|
|
ATVI
274
DELISTED
Activision Blizzard
ATVI
| $66.5M | 0.08% |
1,427,715
+542,042
| +61% | +$32.5M |
|
275
Molina Healthcare
MOH
$10.3B
| $66.4M | 0.08% |
571,651
-140,856
| -20% | -$18.5M |
|
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AQR Capital Management's Q4 2018 Portfolio in Review
As of Q4 2018, AQR Capital Management held 2,392 positions worth $86.3B, down 17% from $105B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
AQR Capital Management's Q4 2018 filing shows 138 new, 818 increased, 1,174 reduced and 217 closed positions. Its largest new stake was Linde: 705,153 shares worth $111M. The largest sale was Intel, an estimated $361M.
By sector, the portfolio is most concentrated in Healthcare at 20% of assets, up from 17% a quarter earlier, followed by Technology and Consumer Discretionary.
- AQR Capital Management's largest Q4 2018 buy was Linde: 705,153 shares worth $111M.
- AQR Capital Management added most to Merck in Q4 2018, an estimated $354M increase.
- AQR Capital Management's biggest Q4 2018 reduction was Intel, cutting an estimated $361M.
- AQR Capital Management fully exited Aetna Inc in Q4 2018, selling an estimated $104M.
- AQR Capital Management's ten largest holdings make up 13% of its $86.3B portfolio in Q4 2018.
- AQR Capital Management opened 138 new positions and closed 217 in Q4 2018.
- AQR Capital Management's portfolio value fell 17% quarter-over-quarter to $86.3B.
Based on AQR Capital Management's 13F filing for Q4 2018, filed 14 Feb 2019.