We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
51
Eli Lilly
LLY
$1.06T
| $418M | 0.48% |
3,610,946
+1,592,261
| +79% | +$178M |
|
52
TJX Companies
TJX
$178B
| $408M | 0.47% |
9,116,931
-602,341
| -6% | -$30.4M |
|
|
53
HCA Healthcare
HCA
$89.5B
| $398M | 0.46% |
3,199,912
+1,906,671
| +147% | +$256M |
|
54
Estee Lauder
EL
$32B
| $387M | 0.45% |
2,977,482
-684,119
| -19% | -$92.9M |
|
|
FL
55
DELISTED
Foot Locker
FL
| $375M | 0.43% |
7,055,107
+1,360,927
| +24% | +$68.3M |
|
56
Home Depot
HD
$355B
| $375M | 0.43% |
2,182,833
+185,753
| +9% | +$33.3M |
|
57
AbbVie
ABBV
$435B
| $371M | 0.43% |
4,025,953
-967,494
| -19% | -$85.1M |
|
58
Capri Holdings
CPRI
$1.74B
| $370M | 0.43% |
9,764,989
+609,288
| +7% | +$30.7M |
|
59
McKesson
MCK
$101B
| $366M | 0.42% |
3,312,817
+1,696,284
| +105% | +$212M |
|
60
Huntington Ingalls Industries
HII
$12.8B
| $362M | 0.42% |
1,904,058
-304,320
| -14% | -$66.2M |
|
61
JPMorgan Chase
JPM
$950B
| $360M | 0.42% |
3,683,065
-1,452,876
| -28% | -$155M |
|
62
IQVIA
IQV
$39.3B
| $358M | 0.41% |
3,081,517
+84,981
| +3% | +$10.3M |
|
63
Lowe's Companies
LOW
$125B
| $351M | 0.41% |
3,802,219
+1,160,405
| +44% | +$112M |
|
64
Cognizant
CTSH
$26B
| $346M | 0.4% |
5,449,091
+1,379,549
| +34% | +$96M |
|
65
Robert Half
RHI
$4.37B
| $343M | 0.4% |
5,996,733
+547,451
| +10% | +$33.6M |
|
66
Baxter International
BAX
$14.2B
| $336M | 0.39% |
5,110,957
-1,575,377
| -24% | -$106M |
|
67
Procter & Gamble
PG
$339B
| $330M | 0.38% |
3,592,613
+917,782
| +34% | +$82M |
|
68
Mastercard
MA
$493B
| $330M | 0.38% |
1,747,173
+115,915
| +7% | +$23M |
|
|
69
Texas Instruments
TXN
$261B
| $327M | 0.38% |
3,456,004
-3,444,701
| -50% | -$333M |
|
|
70
Comcast
CMCSA
$90B
| $320M | 0.37% |
9,397,249
+6,340,688
| +207% | +$231M |
|
71
F5
FFIV
$22.7B
| $318M | 0.37% |
1,960,237
+153,401
| +8% | +$26.3M |
|
|
SPR
72
DELISTED
Spirit AeroSystems
SPR
| $317M | 0.37% |
4,398,223
-636,160
| -13% | -$51.6M |
|
73
Tyson Foods
TSN
$20.4B
| $313M | 0.36% |
5,856,641
+42,599
| +0.7% | +$2.5M |
|
74
TSMC
TSM
$2.18T
| $310M | 0.36% |
8,399,984
-6,502,754
| -44% | -$248M |
|
75
Oracle
ORCL
$423B
| $298M | 0.35% |
6,600,354
+131,229
| +2% | +$6.29M |
|
Similar funds
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.