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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 | |
|---|---|---|---|---|---|---|
|
KSU
476
DELISTED
Kansas City Southern
KSU
| $29.1M | 0.03% |
304,440
-168,634
| -36% | -$17.1M |
|
477
Agnico Eagle Mines
AEM
$90.8B
| $28.7M | 0.03% |
711,480
+7,729
| +1% | +$285K |
|
478
TD Synnex
SNX
$20.6B
| $28.6M | 0.03% |
706,518
-945,024
| -57% | -$37.4M |
|
479
Aon
AON
$76B
| $28.5M | 0.03% |
195,760
+31,040
| +19% | +$4.82M |
|
480
Nasdaq
NDAQ
$53.9B
| $28.4M | 0.03% |
1,045,029
-1,631,778
| -61% | -$46.5M |
|
481
Warrior Met Coal
HCC
$4.92B
| $28.3M | 0.03% |
1,174,695
-151,749
| -11% | -$3.88M |
|
482
Rockwell Automation
ROK
$48.7B
| $28.3M | 0.03% |
188,022
-37,466
| -17% | -$6.25M |
|
|
B
483
Barrick Mining
B
$68.1B
| $28.3M | 0.03% |
2,092,360
+742,219
| +55% | +$9.59M |
|
|
WRK
484
DELISTED
WestRock Company
WRK
| $28.2M | 0.03% |
747,345
+436,426
| +140% | +$19.3M |
|
485
State Street
STT
$51.2B
| $28.1M | 0.03% |
446,123
-44,103
| -9% | -$3.16M |
|
486
News Corp Class A
NWSA
$15.4B
| $28.1M | 0.03% |
2,475,616
-261,817
| -10% | -$3.35M |
|
|
MZTI
487
The Marzetti Company
MZTI
$3.15B
| $27.9M | 0.03% |
157,612
+24,541
| +18% | +$4.18M |
|
488
Sun Life Financial
SLF
$45.7B
| $27.8M | 0.03% |
839,085
+14,975
| +2% | +$541K |
|
489
D.R. Horton
DHI
$41B
| $27.7M | 0.03% |
798,055
-3,226,440
| -80% | -$118M |
|
490
BlackBerry
BB
$5.25B
| $27.6M | 0.03% |
3,883,742
-680,938
| -15% | -$6M |
|
491
Hewlett Packard
HPE
$73B
| $27.5M | 0.03% |
2,084,088
-353,851
| -15% | -$5.3M |
|
492
Lumentum
LITE
$65.2B
| $27.3M | 0.03% |
651,018
+549,215
| +539% | +$27M |
|
493
Blackrock
BLK
$176B
| $27.2M | 0.03% |
69,364
-11,889
| -15% | -$4.87M |
|
|
GHDX
494
DELISTED
Genomic Health, Inc.
GHDX
| $27.2M | 0.03% |
422,617
+142,190
| +51% | +$9.97M |
|
|
AL
495
DELISTED
Air Lease Corp
AL
| $27.2M | 0.03% |
900,290
-42,933
| -5% | -$1.64M |
|
496
Kforce
KFRC
$1.05B
| $27.2M | 0.03% |
879,567
+301,144
| +52% | +$9.69M |
|
497
AMC Global Media
AMCX
$480M
| $26.9M | 0.03% |
489,331
+313,422
| +178% | +$18.3M |
|
498
Columbia Sportswear
COLM
$2.91B
| $26.8M | 0.03% |
319,039
+118,850
| +59% | +$10.5M |
|
|
DFS
499
DELISTED
Discover Financial Services
DFS
| $26.8M | 0.03% |
454,736
+91,908
| +25% | +$6.35M |
|
500
Quest Diagnostics
DGX
$26.1B
| $26.6M | 0.03% |
318,940
+192,743
| +153% | +$18.1M |
|
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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.