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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 | |
|---|---|---|---|---|---|---|
|
QVCGA
201
DELISTED
QVC Group Inc Series A
QVCGA
| $103M | 0.12% |
108,243
-5,415
| -5% | -$5.69M |
|
|
ATH
202
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $103M | 0.12% |
2,573,657
+615,572
| +31% | +$27.7M |
|
203
Suncor Energy
SU
$70.3B
| $102M | 0.12% |
3,667,676
-558,337
| -13% | -$18.6M |
|
204
TIM SA
TIMB
$8.8B
| $102M | 0.12% |
6,633,192
+3,512,584
| +113% | +$53.9M |
|
205
Ameriprise Financial
AMP
$48.8B
| $99M | 0.11% |
948,639
-329,364
| -26% | -$41.4M |
|
206
UGI
UGI
$7.33B
| $97.2M | 0.11% |
1,821,369
+296,242
| +19% | +$16.5M |
|
207
Philip Morris
PM
$295B
| $96.2M | 0.11% |
1,441,591
+768,886
| +114% | +$64.2M |
|
208
Ingredion
INGR
$6.58B
| $96M | 0.11% |
1,050,403
-239,663
| -19% | -$24M |
|
209
Norfolk Southern
NSC
$75.1B
| $94.9M | 0.11% |
634,857
+49,394
| +8% | +$8.12M |
|
|
AGN
210
DELISTED
Allergan plc
AGN
| $93.1M | 0.11% |
696,599
+589,573
| +551% | +$96.6M |
|
211
General Dynamics
GD
$106B
| $91.1M | 0.11% |
579,784
-802,093
| -58% | -$144M |
|
|
PARA
212
DELISTED
Paramount Global Class B
PARA
| $91.1M | 0.11% |
2,083,109
+2,079,105
| +51,926% | +$110M |
|
213
Stryker
SYK
$130B
| $90.7M | 0.11% |
578,914
+157,565
| +37% | +$26.4M |
|
214
KB Home
KBH
$3.59B
| $90.2M | 0.1% |
4,723,783
+419,702
| +10% | +$8.61M |
|
|
VAR
215
DELISTED
Varian Medical Systems, Inc.
VAR
| $90.1M | 0.1% |
795,245
+46,325
| +6% | +$5.3M |
|
216
AT&T
T
$163B
| $88.3M | 0.1% |
4,095,685
+2,206,252
| +117% | +$51.4M |
|
217
ICU Medical
ICUI
$4.61B
| $87.6M | 0.1% |
381,629
-550
| -0.1% | -$136K |
|
218
AES
AES
$10.5B
| $87.5M | 0.1% |
6,051,970
+5,957,924
| +6,335% | +$89.5M |
|
219
Textron
TXT
$15.4B
| $87.4M | 0.1% |
1,900,681
+772,864
| +69% | +$43.4M |
|
220
International Paper
IP
$22B
| $87.3M | 0.1% |
2,285,195
+2,090,447
| +1,073% | +$87.7M |
|
221
NRG Energy
NRG
$24.8B
| $87.3M | 0.1% |
2,203,583
+2,103,747
| +2,107% | +$80.5M |
|
222
Haemonetics
HAE
$4B
| $86.9M | 0.1% |
868,456
+420,673
| +94% | +$44.2M |
|
223
Regeneron Pharmaceuticals
REGN
$80.8B
| $86.4M | 0.1% |
231,388
+47,207
| +26% | +$17.3M |
|
224
W.W. Grainger
GWW
$60.2B
| $84.6M | 0.1% |
299,587
-269,554
| -47% | -$80.2M |
|
225
Colgate-Palmolive
CL
$74.4B
| $84.4M | 0.1% |
1,418,047
+51,863
| +4% | +$3.24M |
|
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.