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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 | |
|---|---|---|---|---|---|---|
101
PBF Energy
PBF
$7.31B
| $220M | 0.25% |
6,723,265
+2,583,432
| +62% | +$104M |
|
102
ExxonMobil
XOM
$634B
| $219M | 0.25% |
3,214,909
-29,345
| -0.9% | -$2.3M |
|
103
Lockheed Martin
LMT
$136B
| $219M | 0.25% |
836,375
-9,165
| -1% | -$2.78M |
|
104
Reinsurance Group of America
RGA
$16.1B
| $217M | 0.25% |
1,547,078
-227,773
| -13% | -$32.3M |
|
105
Agilent Technologies
A
$41.2B
| $214M | 0.25% |
3,178,602
-43,915
| -1% | -$2.95M |
|
106
Exelixis
EXEL
$13.4B
| $213M | 0.25% |
10,831,112
+7,871,625
| +266% | +$140M |
|
107
iShares Russell 3000 ETF
IWV
$20.3B
| $212M | 0.25% |
1,444,847
| – | – |
|
108
Vale
VALE
$62.6B
| $207M | 0.24% |
15,728,834
-152,061
| -1% | -$2.17M |
|
109
Charles River Laboratories
CRL
$12.8B
| $200M | 0.23% |
1,765,760
+146,201
| +9% | +$18.3M |
|
110
Broadridge
BR
$19B
| $199M | 0.23% |
2,069,997
+74,486
| +4% | +$8.07M |
|
111
Fortinet
FTNT
$117B
| $198M | 0.23% |
14,031,065
+2,711,540
| +24% | +$41.3M |
|
112
FedEx
FDX
$75.4B
| $197M | 0.23% |
1,222,910
-153,895
| -11% | -$32.6M |
|
|
VIAB
113
DELISTED
Viacom Inc. Class B
VIAB
| $195M | 0.23% |
7,604,114
+595,987
| +9% | +$18.4M |
|
114
DXC Technology
DXC
$1.73B
| $195M | 0.23% |
3,662,877
-416,437
| -10% | -$28.8M |
|
115
Skyworks Solutions
SWKS
$10.6B
| $194M | 0.22% |
2,895,740
-3,389,984
| -54% | -$262M |
|
116
Deckers Outdoor
DECK
$13.3B
| $193M | 0.22% |
9,068,310
-246,492
| -3% | -$5M |
|
117
Chipotle Mexican Grill
CMG
$41.5B
| $192M | 0.22% |
22,271,100
+11,361,000
| +104% | +$103M |
|
118
Ralph Lauren
RL
$23.6B
| $192M | 0.22% |
1,856,020
-138,385
| -7% | -$16.3M |
|
119
Ameren
AEE
$30.1B
| $191M | 0.22% |
2,924,691
-567,242
| -16% | -$37.8M |
|
120
Viatris
VTRS
$18.9B
| $190M | 0.22% |
6,938,190
+2,916,078
| +73% | +$94.5M |
|
121
Phillips 66
PSX
$81.4B
| $185M | 0.21% |
2,151,486
+150,806
| +8% | +$14.7M |
|
122
Amdocs
DOX
$6.22B
| $181M | 0.21% |
3,085,650
-577,743
| -16% | -$36.2M |
|
|
APC
123
DELISTED
Anadarko Petroleum
APC
| $177M | 0.2% |
4,029,970
-1,708,022
| -30% | -$96.3M |
|
124
Seagate
STX
$184B
| $174M | 0.2% |
4,513,684
+332,293
| +8% | +$14M |
|
125
Vistra
VST
$47.4B
| $171M | 0.2% |
7,470,430
+563,521
| +8% | +$13.3M |
|
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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.