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 | |
|---|---|---|---|---|---|---|
151
Urban Outfitters
URBN
$6.59B
| $138M | 0.16% |
4,151,631
-335,779
| -7% | -$12.6M |
|
152
Fidelity National Financial
FNF
$13.5B
| $137M | 0.16% |
4,536,208
-1,835,808
| -29% | -$59.2M |
|
|
JNPR
153
DELISTED
Juniper Networks
JNPR
| $137M | 0.16% |
5,094,843
+706,931
| +16% | +$20M |
|
154
Teledyne Technologies
TDY
$32B
| $137M | 0.16% |
659,514
+109,378
| +20% | +$23.9M |
|
|
VMW
155
DELISTED
VMware, Inc
VMW
| $136M | 0.16% |
993,379
-231,420
| -19% | -$35M |
|
156
Baidu
BIDU
$37.2B
| $136M | 0.16% |
857,892
-33,518
| -4% | -$6.25M |
|
157
Intuitive Surgical
ISRG
$134B
| $134M | 0.16% |
838,389
-704,691
| -46% | -$119M |
|
158
Archer Daniels Midland
ADM
$36.9B
| $134M | 0.15% |
3,259,862
-108,812
| -3% | -$5.07M |
|
159
Pinnacle West Capital
PNW
$12.2B
| $133M | 0.15% |
1,565,727
+168,471
| +12% | +$14.5M |
|
160
Lamb Weston
LW
$7.19B
| $132M | 0.15% |
1,796,139
+484,290
| +37% | +$37.1M |
|
161
Lear
LEA
$8.18B
| $132M | 0.15% |
1,074,631
-796,393
| -43% | -$106M |
|
162
Constellation Brands
STZ
$23.2B
| $132M | 0.15% |
817,797
-17,308
| -2% | -$3.44M |
|
163
American Eagle Outfitters
AEO
$3.01B
| $131M | 0.15% |
6,796,987
-765,295
| -10% | -$15.9M |
|
164
eBay
EBAY
$49.8B
| $130M | 0.15% |
4,621,847
-1,849,033
| -29% | -$54.4M |
|
165
Zebra Technologies
ZBRA
$17.8B
| $130M | 0.15% |
814,141
+91,995
| +13% | +$15.3M |
|
166
Coca-Cola
KO
$375B
| $129M | 0.15% |
2,722,785
+513,688
| +23% | +$24.6M |
|
167
Walt Disney
DIS
$181B
| $129M | 0.15% |
1,172,983
+405,269
| +53% | +$46.1M |
|
168
Methanex
MEOH
$4.12B
| $128M | 0.15% |
2,663,287
+221,935
| +9% | +$13.9M |
|
169
Assured Guaranty
AGO
$3.34B
| $127M | 0.15% |
3,313,710
+2,004
| +0.1% | +$80K |
|
170
AutoZone
AZO
$51.1B
| $127M | 0.15% |
151,005
-21,666
| -13% | -$17.4M |
|
171
Vertex Pharmaceuticals
VRTX
$126B
| $126M | 0.15% |
759,033
-522,311
| -41% | -$90.5M |
|
172
American Tower
AMT
$80.4B
| $126M | 0.15% |
794,070
-40,326
| -5% | -$6.3M |
|
173
Edwards Lifesciences
EW
$51.7B
| $126M | 0.15% |
2,458,866
+1,425,534
| +138% | +$72.1M |
|
174
Cardinal Health
CAH
$55.4B
| $121M | 0.14% |
2,703,581
+2,369,780
| +710% | +$124M |
|
175
American Financial Group
AFG
$12.1B
| $120M | 0.14% |
1,323,681
-97,047
| -7% | -$9.73M |
|
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.