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 | |
|---|---|---|---|---|---|---|
126
CGI
GIB
$15.5B
| $169M | 0.2% |
2,768,755
+751,664
| +37% | +$46.4M |
|
127
ManpowerGroup
MAN
$2.63B
| $169M | 0.2% |
2,606,555
+282,135
| +12% | +$21.4M |
|
128
Visa
V
$677B
| $169M | 0.2% |
1,279,577
+64,594
| +5% | +$8.92M |
|
129
CDW
CDW
$17B
| $167M | 0.19% |
2,063,579
-80,404
| -4% | -$6.92M |
|
130
Cadence Design Systems
CDNS
$93.4B
| $166M | 0.19% |
3,819,004
-1,331,494
| -26% | -$57.8M |
|
|
131
Northrop Grumman
NOC
$81.2B
| $166M | 0.19% |
677,714
-1,021,234
| -60% | -$282M |
|
132
Lam Research
LRCX
$390B
| $165M | 0.19% |
12,109,880
-7,179,770
| -37% | -$103M |
|
133
Infosys
INFY
$50.7B
| $164M | 0.19% |
17,191,544
-8,612,316
| -33% | -$82.2M |
|
134
JetBlue
JBLU
$2.29B
| $163M | 0.19% |
10,153,565
+2,473,426
| +32% | +$43.1M |
|
135
Delta Air Lines
DAL
$60.1B
| $162M | 0.19% |
3,255,279
+1,471,381
| +82% | +$80.1M |
|
136
VeriSign
VRSN
$26.6B
| $159M | 0.18% |
1,070,866
-338,990
| -24% | -$50.8M |
|
|
GAP
137
The Gap Inc
GAP
$7.37B
| $159M | 0.18% |
6,163,218
-3,720,035
| -38% | -$99.4M |
|
138
Travelers Companies
TRV
$80.2B
| $155M | 0.18% |
1,298,391
-233,846
| -15% | -$29.3M |
|
139
Canadian Imperial Bank of Commerce
CM
$108B
| $155M | 0.18% |
4,176,308
+661,742
| +19% | +$28.2M |
|
140
Curtiss-Wright
CW
$25.5B
| $155M | 0.18% |
1,519,932
+13,697
| +0.9% | +$1.53M |
|
141
Synchrony
SYF
$25.6B
| $154M | 0.18% |
6,567,004
+2,586,493
| +65% | +$70M |
|
142
Magna International
MGA
$18.8B
| $150M | 0.17% |
3,299,255
-51,839
| -2% | -$2.51M |
|
143
Republic Services
RSG
$65.7B
| $150M | 0.17% |
2,075,186
+50,467
| +2% | +$3.7M |
|
144
Public Storage
PSA
$61.3B
| $149M | 0.17% |
738,490
-3,975
| -0.5% | -$811K |
|
145
Celanese
CE
$4.82B
| $147M | 0.17% |
1,637,940
-155,708
| -9% | -$15.3M |
|
146
Abbott
ABT
$187B
| $144M | 0.17% |
1,991,600
+757,437
| +61% | +$53.2M |
|
147
Popular Inc
BPOP
$11.1B
| $144M | 0.17% |
3,047,079
+647,058
| +27% | +$33.3M |
|
148
Toronto Dominion Bank
TD
$200B
| $143M | 0.17% |
2,869,057
+429,888
| +18% | +$23.5M |
|
149
Eaton
ETN
$174B
| $139M | 0.16% |
2,025,031
-26,176
| -1% | -$1.96M |
|
150
Applied Materials
AMAT
$428B
| $138M | 0.16% |
4,227,717
-4,846,878
| -53% | -$166M |
|
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.