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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 | |
|---|---|---|---|---|---|---|
926
Gartner
IT
$12.2B
| $5.28M | 0.01% |
41,311
+4,379
| +12% | +$632K |
|
|
HZNP
927
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $5.26M | 0.01% |
269,140
+83,645
| +45% | +$1.64M |
|
928
Bank of Hawaii
BOH
$3.09B
| $5.24M | 0.01% |
77,900
+17,679
| +29% | +$1.35M |
|
929
CorVel
CRVL
$3.16B
| $5.22M | 0.01% |
253,857
+1,287
| +0.5% | +$26.3K |
|
|
BKI
930
DELISTED
Black Knight, Inc. Common Stock
BKI
| $5.22M | 0.01% |
115,860
+59,907
| +107% | +$2.81M |
|
931
Brookdale Senior Living
BKD
$3.24B
| $5.22M | 0.01% |
778,539
-1,014,231
| -57% | -$8.51M |
|
932
America Movil
AMX
$71.6B
| $5.21M | 0.01% |
365,911
-213,288
| -37% | -$3.06M |
|
933
Repligen
RGEN
$9.2B
| $5.21M | 0.01% |
98,820
+18,806
| +24% | +$1.1M |
|
934
Selective Insurance
SIGI
$5.64B
| $5.18M | 0.01% |
85,022
-3,343
| -4% | -$208K |
|
935
Peabody Energy
BTU
$2.99B
| $5.17M | 0.01% |
169,606
-305,240
| -64% | -$10.2M |
|
|
VG
936
DELISTED
Vonage Holdings Corporation
VG
| $5.17M | 0.01% |
591,900
+21,305
| +4% | +$244K |
|
937
Oxford Industries
OXM
$554M
| $5.16M | 0.01% |
72,654
-1,174
| -2% | -$95.2K |
|
938
Central Pacific Financial
CPF
$989M
| $5.16M | 0.01% |
211,734
-71,567
| -25% | -$1.88M |
|
939
Blackstone Mortgage Trust
BXMT
$2.36B
| $5.15M | 0.01% |
161,504
-16,679
| -9% | -$565K |
|
940
The Ensign Group
ENSG
$10.7B
| $5.14M | 0.01% |
141,636
+102,941
| +266% | +$4.01M |
|
941
East-West Bancorp
EWBC
$18B
| $5.13M | 0.01% |
117,973
+11,162
| +10% | +$579K |
|
942
Walker & Dunlop
WD
$1.45B
| $5.11M | 0.01% |
118,124
-69,467
| -37% | -$3.19M |
|
943
Enterprise Financial Services Corp
EFSC
$2.37B
| $5.08M | 0.01% |
134,999
-57,411
| -30% | -$2.56M |
|
944
Johnson Outdoors
JOUT
$501M
| $5.04M | 0.01% |
85,866
-11,423
| -12% | -$817K |
|
945
BancFirst
BANF
$3.76B
| $5.04M | 0.01% |
100,945
-19,731
| -16% | -$1.1M |
|
946
Boise Cascade
BCC
$2.96B
| $5.03M | 0.01% |
211,061
-61,044
| -22% | -$1.75M |
|
947
OFG Bancorp
OFG
$2.2B
| $5.03M | 0.01% |
305,746
+122,403
| +67% | +$2.06M |
|
948
Mueller Water Products
MWA
$4.1B
| $4.99M | 0.01% |
548,430
-213,633
| -28% | -$2.24M |
|
|
IIN
949
DELISTED
IntriCon Corporation
IIN
| $4.98M | 0.01% |
188,939
+54,855
| +41% | +$2.09M |
|
950
KeyCorp
KEY
$24.3B
| $4.96M | 0.01% |
335,399
-210,639
| -39% | -$3.71M |
|
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.