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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 | |
|---|---|---|---|---|---|---|
|
WIRE
1026
DELISTED
Encore Wire Corp
WIRE
| $3.88M | ﹤0.01% |
77,237
-5,936
| -7% | -$282K |
|
|
GCI
1027
DELISTED
Gannett Co., Inc
GCI
| $3.87M | ﹤0.01% |
453,101
+59,465
| +15% | +$582K |
|
1028
Cable One
CABO
$203M
| $3.83M | ﹤0.01% |
4,666
+2,554
| +121% | +$2.21M |
|
|
MNTA
1029
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $3.82M | ﹤0.01% |
346,328
+323,107
| +1,391% | +$4.5M |
|
1030
Enova International
ENVA
$6.29B
| $3.76M | ﹤0.01% |
193,212
+59,928
| +45% | +$1.36M |
|
|
NEWR
1031
DELISTED
New Relic, Inc.
NEWR
| $3.76M | ﹤0.01% |
46,426
+2,575
| +6% | +$217K |
|
|
FNSR
1032
DELISTED
Finisar Corp
FNSR
| $3.72M | ﹤0.01% |
+172,268
| New | +$3.43M |
|
|
PRSP
1033
DELISTED
Perspecta Inc. Common Stock
PRSP
| $3.71M | ﹤0.01% |
215,510
-24,418
| -10% | -$541K |
|
1034
Autoliv
ALV
$8.92B
| $3.69M | ﹤0.01% |
52,524
+20,685
| +65% | +$1.68M |
|
|
PRFT
1035
DELISTED
Perficient Inc
PRFT
| $3.68M | ﹤0.01% |
165,517
-53,557
| -24% | -$1.31M |
|
|
MODV
1036
DELISTED
ModivCare
MODV
| $3.68M | ﹤0.01% |
61,327
+3,491
| +6% | +$231K |
|
|
ESIO
1037
DELISTED
Electro Scientific Industries
ESIO
| $3.66M | ﹤0.01% |
122,199
-380,358
| -76% | -$9.44M |
|
|
SASR
1038
DELISTED
Sandy Spring Bancorp Inc
SASR
| $3.65M | ﹤0.01% |
116,478
-42,121
| -27% | -$1.49M |
|
1039
First Merchants
FRME
$2.66B
| $3.64M | ﹤0.01% |
106,345
-39,640
| -27% | -$1.61M |
|
1040
SunCoke Energy
SXC
$799M
| $3.64M | ﹤0.01% |
425,285
+44,875
| +12% | +$460K |
|
|
PINC
1041
DELISTED
Premier
PINC
| $3.62M | ﹤0.01% |
+96,972
| New | +$4.01M |
|
1042
Terex
TEX
$7.58B
| $3.61M | ﹤0.01% |
130,823
-770,128
| -85% | -$24.6M |
|
1043
Black Hills Corp
BKH
$5.62B
| $3.6M | ﹤0.01% |
57,428
+33,118
| +136% | +$2.08M |
|
|
SNP
1044
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $3.6M | ﹤0.01% |
51,016
-4,074
| -7% | -$340K |
|
1045
Performance Food Group
PFGC
$17.9B
| $3.6M | ﹤0.01% |
111,471
+23,603
| +27% | +$749K |
|
|
ANAT
1046
DELISTED
American National Group, Inc. Common Stock
ANAT
| $3.59M | ﹤0.01% |
28,219
-2,523
| -8% | -$314K |
|
1047
ArcBest
ARCB
$3.07B
| $3.59M | ﹤0.01% |
104,773
-8,218
| -7% | -$318K |
|
1048
Sociedad Química y Minera de Chile
SQM
$20.8B
| $3.59M | ﹤0.01% |
93,692
-20,386
| -18% | -$878K |
|
1049
International Flavors & Fragrances
IFF
$21.7B
| $3.59M | ﹤0.01% |
26,706
-5,191
| -16% | -$718K |
|
1050
PG&E
PCG
$37.5B
| $3.58M | ﹤0.01% |
150,797
-300,514
| -67% | -$10.8M |
|
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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.