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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 | |
|---|---|---|---|---|---|---|
26
Target
TGT
$66.8B
| $565M | 0.66% |
8,556,264
-1,918,552
| -18% | -$148M |
|
27
Consolidated Edison
ED
$39.6B
| $558M | 0.65% |
7,300,312
-942,423
| -11% | -$73.7M |
|
28
Alibaba
BABA
$303B
| $548M | 0.63% |
3,994,880
+269,578
| +7% | +$39.9M |
|
29
Gilead Sciences
GILD
$165B
| $542M | 0.63% |
8,670,525
+326,298
| +4% | +$22.8M |
|
30
Kohl's
KSS
$2.09B
| $542M | 0.63% |
8,170,797
+564,548
| +7% | +$39.6M |
|
31
UnitedHealth
UNH
$369B
| $535M | 0.62% |
2,147,085
-475,262
| -18% | -$126M |
|
32
Aflac
AFL
$63.3B
| $515M | 0.6% |
11,295,413
-347,059
| -3% | -$15.4M |
|
33
Macy's
M
$6.5B
| $513M | 0.59% |
17,214,592
+5,254,484
| +44% | +$173M |
|
34
HF Sinclair
DINO
$14.5B
| $512M | 0.59% |
10,022,429
+569,094
| +6% | +$34.9M |
|
35
Berkshire Hathaway Class B
BRK.B
$1.12T
| $501M | 0.58% |
2,452,997
+47,558
| +2% | +$9.93M |
|
36
ConocoPhillips
COP
$139B
| $498M | 0.58% |
7,983,738
-612,613
| -7% | -$41.7M |
|
37
Nike
NKE
$62.2B
| $479M | 0.56% |
6,460,766
+2,620,858
| +68% | +$196M |
|
38
Alphabet (Google) Class C
GOOG
$4.32T
| $463M | 0.54% |
8,950,380
-312,220
| -3% | -$16.7M |
|
39
Intuit
INTU
$89.8B
| $454M | 0.53% |
2,305,450
+163,775
| +8% | +$34.1M |
|
40
Booking.com
BKNG
$160B
| $446M | 0.52% |
6,478,225
+225,650
| +4% | +$16.6M |
|
|
41
LyondellBasell Industries
LYB
$19.2B
| $446M | 0.52% |
5,358,787
-3,329,468
| -38% | -$305M |
|
42
Bristol-Myers Squibb
BMY
$132B
| $443M | 0.51% |
8,519,986
+2,298,527
| +37% | +$123M |
|
|
43
Marathon Petroleum
MPC
$82.4B
| $441M | 0.51% |
7,465,171
+3,499,279
| +88% | +$239M |
|
44
IBM
IBM
$221B
| $433M | 0.5% |
3,986,092
-604,511
| -13% | -$72.6M |
|
45
Waste Management
WM
$92.2B
| $431M | 0.5% |
4,845,168
-618,210
| -11% | -$55.5M |
|
46
Kroger
KR
$34.7B
| $429M | 0.5% |
15,617,659
+3,474,719
| +29% | +$101M |
|
47
Ross Stores
ROST
$81.4B
| $429M | 0.5% |
5,161,465
+195,923
| +4% | +$17.7M |
|
48
Thermo Fisher Scientific
TMO
$216B
| $429M | 0.5% |
1,915,546
+416,123
| +28% | +$97.6M |
|
|
CELG
49
DELISTED
Celgene Corp
CELG
| $429M | 0.5% |
6,687,179
+2,596,834
| +63% | +$192M |
|
50
Darden Restaurants
DRI
$24.5B
| $420M | 0.49% |
4,203,070
+16,592
| +0.4% | +$1.77M |
|
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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.