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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 | |
|---|---|---|---|---|---|---|
251
Boston Beer
SAM
$1.92B
| $90.5M | 0.1% |
239,443
-80,626
| -25% | -$30.4M |
|
252
American Financial Group
AFG
$12.1B
| $90.1M | 0.1% |
821,699
+26,414
| +3% | +$2.83M |
|
253
US Bancorp
USB
$99.6B
| $89.8M | 0.1% |
1,515,191
+251,313
| +20% | +$14.5M |
|
254
Vertex Pharmaceuticals
VRTX
$126B
| $89.6M | 0.1% |
410,310
+138,186
| +51% | +$28M |
|
255
Eastman Chemical
EMN
$8.42B
| $89.3M | 0.1% |
1,126,992
+1,528
| +0.1% | +$117K |
|
256
Vistra
VST
$47.4B
| $88.6M | 0.1% |
3,854,752
+860,303
| +29% | +$22.2M |
|
257
General Motors
GM
$76.8B
| $88.5M | 0.1% |
2,419,068
+1,741,118
| +257% | +$63.3M |
|
258
Caterpillar
CAT
$387B
| $87.6M | 0.1% |
593,257
-316,168
| -35% | -$44.1M |
|
259
Baidu
BIDU
$37.2B
| $87M | 0.1% |
688,372
-52,182
| -7% | -$5.93M |
|
260
M&T Bank
MTB
$36.2B
| $86.2M | 0.1% |
507,756
+136,321
| +37% | +$22.1M |
|
261
Gold Fields
GFI
$36.5B
| $85.5M | 0.1% |
12,949,336
+10,655,066
| +464% | +$60.4M |
|
262
Hartford Financial Services
HIG
$39.3B
| $85.2M | 0.1% |
1,402,020
+967,112
| +222% | +$58M |
|
263
Cintas
CTAS
$81.3B
| $83.9M | 0.1% |
1,247,416
-45,260
| -4% | -$2.98M |
|
264
Prologis
PLD
$133B
| $83.7M | 0.1% |
938,760
+14,733
| +2% | +$1.31M |
|
265
Ciena
CIEN
$58.4B
| $83.4M | 0.09% |
1,954,648
-1,068,885
| -35% | -$40.7M |
|
266
Booz Allen Hamilton
BAH
$9.15B
| $83.1M | 0.09% |
1,167,846
-141,184
| -11% | -$10.1M |
|
267
Woodward
WWD
$21.4B
| $83.1M | 0.09% |
701,331
+12,287
| +2% | +$1.39M |
|
|
ENIA
268
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $83M | 0.09% |
7,563,307
-1,795,622
| -19% | -$17.8M |
|
269
Nu Skin
NUS
$267M
| $82.7M | 0.09% |
2,027,192
+334,601
| +20% | +$13.7M |
|
|
VAR
270
DELISTED
Varian Medical Systems, Inc.
VAR
| $82.7M | 0.09% |
582,916
-146,987
| -20% | -$18.8M |
|
|
AGN
271
DELISTED
Allergan plc
AGN
| $82.6M | 0.09% |
432,114
+32,169
| +8% | +$5.8M |
|
272
Equitable Holdings
EQH
$14.1B
| $82.2M | 0.09% |
3,315,875
+40,225
| +1% | +$932K |
|
273
VF Corp
VFC
$5.89B
| $82.1M | 0.09% |
824,127
+144,425
| +21% | +$12.9M |
|
274
Eversource Energy
ES
$27.2B
| $81.9M | 0.09% |
962,333
+90,648
| +10% | +$7.54M |
|
275
iShares MSCI India ETF
INDA
$6.63B
| $81.6M | 0.09% |
2,320,564
| – | – |
|
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.