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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 | |
|---|---|---|---|---|---|---|
826
AdvanSix
ASIX
$433M
| $7.25M | 0.01% |
297,868
-132,824
| -31% | -$3.69M |
|
|
HMSY
827
DELISTED
HMS Holdings Corp.
HMSY
| $7.23M | 0.01% |
257,092
+161,202
| +168% | +$5.22M |
|
828
Allison Transmission
ALSN
$10B
| $7.19M | 0.01% |
163,644
+84,237
| +106% | +$3.91M |
|
829
Global Industrial
GIC
$1.52B
| $7.16M | 0.01% |
299,494
+7,885
| +3% | +$223K |
|
830
RadNet
RDNT
$6.07B
| $7.15M | 0.01% |
703,419
-97,961
| -12% | -$1.33M |
|
|
TOWR
831
DELISTED
Tower International, Inc.
TOWR
| $7.15M | 0.01% |
300,351
-190,670
| -39% | -$5.23M |
|
832
Abercrombie & Fitch
ANF
$5.24B
| $7.11M | 0.01% |
354,768
-299,478
| -46% | -$5.61M |
|
833
Principal Financial Group
PFG
$24.3B
| $7.11M | 0.01% |
160,932
+155,577
| +2,905% | +$7.66M |
|
|
DLPH
834
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $7.03M | 0.01% |
490,631
+99,988
| +26% | +$1.95M |
|
835
First Industrial Realty Trust
FR
$8.33B
| $7.01M | 0.01% |
242,742
+55,847
| +30% | +$1.73M |
|
836
Steris
STE
$23B
| $7.01M | 0.01% |
65,570
+23,564
| +56% | +$2.63M |
|
837
Bankunited
BKU
$3.34B
| $7M | 0.01% |
233,983
-78,235
| -25% | -$2.55M |
|
838
Oppenheimer Holdings
OPY
$1.21B
| $6.98M | 0.01% |
273,121
+36,307
| +15% | +$1.04M |
|
839
AppFolio
APPF
$7.06B
| $6.88M | 0.01% |
116,249
+10,822
| +10% | +$657K |
|
840
Omnicom Group
OMC
$23.1B
| $6.88M | 0.01% |
93,913
+24,508
| +35% | +$1.82M |
|
|
SC
841
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $6.86M | 0.01% |
389,926
+5,387
| +1% | +$100K |
|
842
Vipshop
VIPS
$7.52B
| $6.81M | 0.01% |
1,247,008
+8,941
| +0.7% | +$48.1K |
|
843
PPG Industries
PPG
$25.9B
| $6.78M | 0.01% |
66,343
-26,494
| -29% | -$2.74M |
|
|
EPAY
844
DELISTED
Bottomline Technologies Inc
EPAY
| $6.73M | 0.01% |
140,120
+107,314
| +327% | +$6.21M |
|
845
Northern Trust
NTRS
$34.3B
| $6.72M | 0.01% |
80,435
-113,215
| -58% | -$10.6M |
|
846
Insteel Industries
IIIN
$620M
| $6.71M | 0.01% |
276,155
+170,464
| +161% | +$4.74M |
|
847
The Mosaic Company
MOS
$7.26B
| $6.7M | 0.01% |
+229,345
| New | +$7.55M |
|
|
WDR
848
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $6.7M | 0.01% |
370,453
+13,124
| +4% | +$256K |
|
849
Silicon Laboratories
SLAB
$7.19B
| $6.7M | 0.01% |
84,964
-7,100
| -8% | -$590K |
|
|
HRC
850
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $6.68M | 0.01% |
75,483
-9,716
| -11% | -$882K |
|
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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.