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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
+8.88%
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
$88B
AUM Growth
+$3.05B
(+3.6%)
Cap. Flow
-$3.28B
Cap. Flow
% of AUM
-3.73%
Top 10 Holdings %
Top 10 Hldgs %
12.89%
Holding
2,253
New
146
Increased
815
Reduced
1,092
Closed
142
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Humana
HUM
|
+$267M |
| 2 |
Home Depot
HD
|
+$252M |
| 3 |
Northrop Grumman
NOC
|
+$221M |
| 4 |
Gilead Sciences
GILD
|
+$175M |
| 5 |
Dollar General
DG
|
+$137M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HP
HPQ
|
+$287M |
| 2 |
TWTR
Twitter, Inc.
TWTR
|
+$278M |
| 3 |
Biogen
BIIB
|
+$244M |
| 4 |
iShares Russell 3000 ETF
IWV
|
+$198M |
| 5 |
Exelon
EXC
|
+$185M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.05% |
| 2 | Financials | 14.3% |
| 3 | Healthcare | 13.64% |
| 4 | Consumer Discretionary | 13.24% |
| 5 | Industrials | 11.61% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Atmos Energy
ATO
$28.8B
| $98.9M | 0.11% |
884,014
+136,986
| +18% | +$15M |
|
227
Illinois Tool Works
ITW
$84.5B
| $96.9M | 0.11% |
539,278
+233,104
| +76% | +$39.5M |
|
228
Mondelez International
MDLZ
$79.9B
| $96.8M | 0.11% |
1,756,650
-551,565
| -24% | -$29.5M |
|
|
JNPR
229
DELISTED
Juniper Networks
JNPR
| $96.7M | 0.11% |
3,928,082
-1,201,550
| -23% | -$29.6M |
|
230
NorthWestern Energy
NWE
$4.43B
| $96.2M | 0.11% |
1,342,089
-243,068
| -15% | -$17.5M |
|
231
D.R. Horton
DHI
$42.3B
| $95.9M | 0.11% |
1,818,374
+1,721,288
| +1,773% | +$91.9M |
|
232
Crown Castle
CCI
$32.2B
| $95.9M | 0.11% |
674,605
+1,858
| +0.3% | +$253K |
|
233
Synopsys
SNPS
$79.7B
| $95.4M | 0.11% |
685,524
+140,837
| +26% | +$19.3M |
|
234
ExxonMobil
XOM
$634B
| $95.3M | 0.11% |
1,374,488
-128,223
| -9% | -$8.87M |
|
235
Hershey
HSY
$36.6B
| $95M | 0.11% |
646,248
+139,088
| +27% | +$20.6M |
|
236
Seagate
STX
$184B
| $94.7M | 0.11% |
1,591,750
+102,352
| +7% | +$5.88M |
|
237
Pilgrim's Pride
PPC
$6.54B
| $94.3M | 0.11% |
2,881,399
+322,733
| +13% | +$10M |
|
238
Fidelity National Financial
FNF
$13.5B
| $94.2M | 0.11% |
2,170,674
+645,209
| +42% | +$28.6M |
|
239
Lincoln National
LNC
$8.81B
| $94.1M | 0.11% |
1,595,216
-813,214
| -34% | -$47.9M |
|
240
RTX Corp
RTX
$301B
| $93.7M | 0.11% |
993,907
+121,014
| +14% | +$11M |
|
241
Murphy USA
MUSA
$9.61B
| $93.1M | 0.11% |
795,995
-13,686
| -2% | -$1.48M |
|
242
Textron
TXT
$15.4B
| $92.9M | 0.11% |
2,084,407
+401,037
| +24% | +$18.6M |
|
|
QVCGA
243
DELISTED
QVC Group Inc Series A
QVCGA
| $92.2M | 0.1% |
229,763
-23,189
| -9% | -$10.4M |
|
244
Cooper Companies
COO
$14.5B
| $92.1M | 0.1% |
1,151,672
-52,196
| -4% | -$3.94M |
|
245
AGCO
AGCO
$7.2B
| $91.5M | 0.1% |
1,184,749
-16,547
| -1% | -$1.27M |
|
|
WCC
246
WESCO International
WCC
$17.7B
| $91.3M | 0.1% |
1,537,913
-300,930
| -16% | -$15.7M |
|
247
Ziff Davis
ZD
$1.98B
| $91.3M | 0.1% |
1,120,534
-10,245
| -0.9% | -$847K |
|
248
Dominion Energy
D
$59.3B
| $91.1M | 0.1% |
1,107,718
+140,114
| +14% | +$11.4M |
|
|
ANSS
249
DELISTED
Ansys
ANSS
| $90.9M | 0.1% |
353,024
-40,088
| -10% | -$9.48M |
|
250
Marathon Petroleum
MPC
$83.7B
| $90.6M | 0.1% |
1,509,996
+1,009,439
| +202% | +$63.1M |
|
Similar funds
VGA
AQR Capital Management's Q4 2019 Portfolio in Review
As of Q4 2019, AQR Capital Management held 2,253 positions worth $88B, up 3.6% from $84.9B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
AQR Capital Management withdrew a net $3.28B in Q4 2019, closing 142 positions and reducing 1,092 holdings. Its most notable exit was iShares Russell 3000 ETF, an estimated $198M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.
Against the trend, AQR Capital Management opened a new position in DaVita worth $31.1M.
- AQR Capital Management's largest Q4 2019 buy was DaVita: 417,883 shares worth $31.1M.
- AQR Capital Management added most to Humana in Q4 2019, an estimated $267M increase.
- AQR Capital Management's biggest Q4 2019 reduction was HP, cutting an estimated $287M.
- AQR Capital Management fully exited iShares Russell 3000 ETF in Q4 2019, selling an estimated $198M.
- AQR Capital Management's ten largest holdings make up 13% of its $88B portfolio in Q4 2019.
- AQR Capital Management opened 146 new positions and closed 142 in Q4 2019.
- AQR Capital Management's portfolio value rose 3.6% quarter-over-quarter to $88B.
Based on AQR Capital Management's 13F filing for Q4 2019, filed 14 Feb 2020.