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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 | |
|---|---|---|---|---|---|---|
|
FSP
1701
Franklin Street Properties
FSP
$45.6M
| $598K | ﹤0.01% |
96,046
+79,953
| +497% | +$587K |
|
|
LGF.A
1702
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $598K | ﹤0.01% |
37,131
-191,067
| -84% | -$3.7M |
|
1703
Franklin Resources
BEN
$17.2B
| $594K | ﹤0.01% |
20,029
-5,258
| -21% | -$162K |
|
|
VRTU
1704
DELISTED
Virtusa Corporation
VRTU
| $594K | ﹤0.01% |
13,938
-1,088
| -7% | -$49.7K |
|
|
LTC
1705
LTC Properties
LTC
$2.12B
| $591K | ﹤0.01% |
14,171
-6,631
| -32% | -$291K |
|
|
PFIE
1706
DELISTED
Profire Energy, Inc
PFIE
| $589K | ﹤0.01% |
406,210
-338,065
| -45% | -$787K |
|
1707
Kirby Corp
KEX
$6.95B
| $588K | ﹤0.01% |
8,722
+2,759
| +46% | +$204K |
|
|
UNIT
1708
Uniti Group
UNIT
$2.28B
| $588K | ﹤0.01% |
+37,754
| New | +$710K |
|
1709
Chefs' Warehouse
CHEF
$4.48B
| $587K | ﹤0.01% |
18,362
+5,212
| +40% | +$181K |
|
1710
Innospec
IOSP
$2.3B
| $585K | ﹤0.01% |
9,478
-11,334
| -54% | -$780K |
|
1711
Tredegar Corp
TG
$286M
| $585K | ﹤0.01% |
36,875
-31,727
| -46% | -$567K |
|
|
CTB
1712
DELISTED
Cooper Tire & Rubber Co.
CTB
| $584K | ﹤0.01% |
+18,051
| New | +$548K |
|
1713
AMERISAFE
AMSF
$529M
| $583K | ﹤0.01% |
10,276
-2,995
| -23% | -$187K |
|
|
CUB
1714
DELISTED
Cubic Corporation
CUB
| $580K | ﹤0.01% |
10,798
+2,188
| +25% | +$138K |
|
|
AHL
1715
DELISTED
ASPEN Insurance Holding Limited
AHL
| $577K | ﹤0.01% |
13,744
-201,940
| -94% | -$8.44M |
|
1716
Asbury Automotive
ABG
$3.82B
| $574K | ﹤0.01% |
8,606
-13,598
| -61% | -$894K |
|
1717
Casey's General Stores
CASY
$31B
| $574K | ﹤0.01% |
4,477
+259
| +6% | +$32.9K |
|
|
SIR
1718
DELISTED
SELECT INCOME REIT
SIR
| $574K | ﹤0.01% |
77,986
-192,719
| -71% | -$1.62M |
|
1719
Invesco
IVZ
$14.1B
| $570K | ﹤0.01% |
34,039
-16,663
| -33% | -$333K |
|
|
TCO
1720
DELISTED
Taubman Centers Inc.
TCO
| $570K | ﹤0.01% |
12,522
-2,454
| -16% | -$129K |
|
|
CORE
1721
DELISTED
Core Mark Holding Co., Inc.
CORE
| $569K | ﹤0.01% |
24,471
+5,306
| +28% | +$162K |
|
1722
Transocean
RIG
$6.29B
| $567K | ﹤0.01% |
81,745
-6,753
| -8% | -$68.8K |
|
|
IBKC
1723
DELISTED
IBERIABANK Corp
IBKC
| $567K | ﹤0.01% |
8,828
+31
| +0.4% | +$2.28K |
|
1724
Middlesex Water
MSEX
$1.08B
| $565K | ﹤0.01% |
10,591
-18,274
| -63% | -$900K |
|
1725
Northwest Bancshares
NWBI
$2.26B
| $562K | ﹤0.01% |
33,160
+4,251
| +15% | +$71.7K |
|
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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.