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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 | |
|---|---|---|---|---|---|---|
1
Microsoft
MSFT
$2.84T
| $2.05B | 2.37% |
20,172,778
-249,572
| -1% | -$26.7M |
|
2
Apple
AAPL
$4.89T
| $1.33B | 1.54% |
33,787,688
-1,448,248
| -4% | -$70.2M |
|
3
Pfizer
PFE
$140B
| $1.19B | 1.38% |
28,715,191
+4,313,237
| +18% | +$179M |
|
|
4
Merck
MRK
$324B
| $999M | 1.16% |
13,706,551
+5,020,441
| +58% | +$354M |
|
5
Biogen
BIIB
$29.9B
| $950M | 1.1% |
3,156,081
+132,044
| +4% | +$42.1M |
|
6
Amazon
AMZN
$2.5T
| $931M | 1.08% |
12,400,700
-2,855,460
| -19% | -$237M |
|
7
Walmart Inc
WMT
$871B
| $915M | 1.06% |
29,462,322
-7,164,408
| -20% | -$230M |
|
8
Meta Platforms (Facebook)
META
$1.51T
| $897M | 1.04% |
6,840,579
+238,550
| +4% | +$34.6M |
|
9
Johnson & Johnson
JNJ
$635B
| $858M | 0.99% |
6,647,041
+17,242
| +0.3% | +$2.41M |
|
|
10
Intel
INTC
$466B
| $853M | 0.99% |
18,170,448
-7,706,108
| -30% | -$361M |
|
11
Adobe
ADBE
$89.5B
| $841M | 0.97% |
3,715,318
-283,165
| -7% | -$68.4M |
|
12
Exelon
EXC
$48.6B
| $802M | 0.93% |
24,916,268
-1,192,884
| -5% | -$38.2M |
|
13
Humana
HUM
$46.7B
| $779M | 0.9% |
2,718,846
-348,199
| -11% | -$110M |
|
14
Elevance Health
ELV
$81.9B
| $778M | 0.9% |
2,963,061
+435,461
| +17% | +$120M |
|
15
Alphabet (Google) Class A
GOOGL
$3.91T
| $750M | 0.87% |
14,345,880
-1,108,860
| -7% | -$59.9M |
|
16
Micron Technology
MU
$1.04T
| $725M | 0.84% |
22,852,934
-5,677,622
| -20% | -$215M |
|
17
Cigna
CI
$76.6B
| $708M | 0.82% |
3,729,863
+185,427
| +5% | +$38.7M |
|
18
Allstate
ALL
$66.9B
| $686M | 0.8% |
8,304,653
-478,468
| -5% | -$43M |
|
|
RTN
19
DELISTED
Raytheon Company
RTN
| $657M | 0.76% |
4,281,609
-1,172,594
| -21% | -$210M |
|
20
Boeing
BA
$165B
| $649M | 0.75% |
2,012,094
-452,051
| -18% | -$156M |
|
|
21
Verizon
VZ
$194B
| $642M | 0.74% |
11,421,192
+5,418,915
| +90% | +$307M |
|
22
Costco
COST
$415B
| $635M | 0.74% |
3,116,857
+991,779
| +47% | +$221M |
|
23
Valero Energy
VLO
$89.8B
| $609M | 0.71% |
8,125,679
-245,418
| -3% | -$21.6M |
|
24
Amgen
AMGN
$203B
| $601M | 0.7% |
3,085,068
+177,493
| +6% | +$34.6M |
|
25
Cisco
CSCO
$450B
| $598M | 0.69% |
13,791,465
-1,069,069
| -7% | -$48.9M |
|
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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.