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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 | |
|---|---|---|---|---|---|---|
376
US Foods
USFD
$24B
| $44.4M | 0.05% |
1,401,765
+66,369
| +5% | +$2.05M |
|
377
American Water Works
AWK
$26.9B
| $44.3M | 0.05% |
488,308
+33,027
| +7% | +$3.02M |
|
|
BIG
378
DELISTED
Big Lots, Inc.
BIG
| $44.1M | 0.05% |
1,525,742
-601,305
| -28% | -$23.4M |
|
379
Itaú Unibanco
ITUB
$87.5B
| $43.6M | 0.05% |
6,552,942
+4,565,060
| +230% | +$29.3M |
|
380
KT
KT
$8.81B
| $43.2M | 0.05% |
3,040,203
+2,848,890
| +1,489% | +$41.2M |
|
381
Armstrong World Industries
AWI
$7.84B
| $43.1M | 0.05% |
740,047
+200,397
| +37% | +$12.8M |
|
382
Salesforce
CRM
$158B
| $42.8M | 0.05% |
312,672
+23,455
| +8% | +$3.23M |
|
383
Southern Company
SO
$107B
| $42.7M | 0.05% |
972,586
+75,275
| +8% | +$3.42M |
|
|
JWN
384
DELISTED
Nordstrom
JWN
| $42.3M | 0.05% |
907,909
+501,612
| +123% | +$28.3M |
|
385
iShares Russell 2000 ETF
IWM
$81.9B
| $42.3M | 0.05% |
+315,648
| New | +$47.1M |
|
386
Madison Square Garden
MSGS
$9.39B
| $41.5M | 0.05% |
217,376
-12,643
| -5% | -$2.46M |
|
|
TUP
387
DELISTED
Tupperware Brands Corporation
TUP
| $41.4M | 0.05% |
1,309,855
-57,725
| -4% | -$2.01M |
|
388
Bank of Montreal
BMO
$127B
| $41.3M | 0.05% |
633,196
+183,948
| +41% | +$13.6M |
|
|
WW
389
DELISTED
WW International
WW
| $41.3M | 0.05% |
1,072,388
+985,818
| +1,139% | +$54.1M |
|
390
Avnet
AVT
$7.92B
| $41.1M | 0.05% |
1,139,645
-262,755
| -19% | -$10.7M |
|
391
Scotiabank
BNS
$108B
| $41.1M | 0.05% |
824,502
+52,758
| +7% | +$2.85M |
|
392
United Rentals
URI
$72.4B
| $41M | 0.05% |
399,607
-261,022
| -40% | -$31.4M |
|
393
Emerson Electric
EMR
$88.3B
| $40.8M | 0.05% |
682,759
-433,822
| -39% | -$29.3M |
|
394
Commerce Bancshares
CBSH
$8.5B
| $40.3M | 0.05% |
1,006,237
-4,199
| -0.4% | -$180K |
|
395
Align Technology
ALGN
$12.3B
| $40M | 0.05% |
190,860
-414,366
| -68% | -$105M |
|
396
Bio-Rad Laboratories Class A
BIO
$9.42B
| $39.7M | 0.05% |
171,120
+12,112
| +8% | +$3.25M |
|
397
Becton Dickinson
BDX
$48.2B
| $39.7M | 0.05% |
180,394
+33,089
| +22% | +$7.68M |
|
398
Equity Residential
EQR
$25.1B
| $39.6M | 0.05% |
599,440
-55,742
| -9% | -$3.74M |
|
399
Freeport-McMoran
FCX
$97.5B
| $38.8M | 0.05% |
3,762,597
-5,274,121
| -58% | -$61.5M |
|
400
Saic
SAIC
$5.35B
| $38.8M | 0.04% |
608,961
-198,912
| -25% | -$13.9M |
|
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VGA
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.