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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 | |
|---|---|---|---|---|---|---|
|
Y
276
DELISTED
Alleghany Corp
Y
| $81.5M | 0.09% |
101,896
+11,015
| +12% | +$8.61M |
|
277
Trane Technologies
TT
$106B
| $81.4M | 0.09% |
612,541
-291,489
| -32% | -$36.9M |
|
278
TripAdvisor
TRIP
$1.26B
| $81.1M | 0.09% |
2,683,560
-1,376,090
| -34% | -$46.3M |
|
279
NewMarket
NEU
$8.18B
| $81M | 0.09% |
166,415
+91,926
| +123% | +$44.2M |
|
|
PRAH
280
DELISTED
PRA Health Sciences, Inc.
PRAH
| $80.9M | 0.09% |
729,511
-383,427
| -34% | -$39.4M |
|
281
C.H. Robinson
CHRW
$17.5B
| $80.6M | 0.09% |
1,031,008
+328,721
| +47% | +$26.2M |
|
282
Crane NXT
CXT
$3.07B
| $79.3M | 0.09% |
2,641,779
+247,269
| +10% | +$7.04M |
|
|
SIVB
283
DELISTED
SVB Financial Group
SIVB
| $78.9M | 0.09% |
314,348
+103,795
| +49% | +$23.6M |
|
284
Southern Company
SO
$107B
| $78.6M | 0.09% |
1,234,086
+101,270
| +9% | +$6.28M |
|
285
Fair Isaac
FICO
$22.5B
| $78.4M | 0.09% |
209,336
-49,825
| -19% | -$16.8M |
|
|
HDS
286
DELISTED
HD Supply Holdings, Inc.
HDS
| $77.5M | 0.09% |
1,926,302
+189,773
| +11% | +$7.55M |
|
287
NVIDIA
NVDA
$5.42T
| $77.3M | 0.09% |
13,154,600
+8,216,480
| +166% | +$42.7M |
|
288
Abbott
ABT
$187B
| $77M | 0.09% |
886,192
-541,184
| -38% | -$45.3M |
|
289
Altria Group
MO
$114B
| $76.8M | 0.09% |
1,541,591
-3,559,873
| -70% | -$168M |
|
290
Manhattan Associates
MANH
$11.4B
| $76.4M | 0.09% |
958,087
-84,179
| -8% | -$6.69M |
|
291
Old Republic International
ORI
$10.4B
| $76.3M | 0.09% |
3,408,859
+234,418
| +7% | +$5.34M |
|
292
H&R Block
HRB
$5.86B
| $76.2M | 0.09% |
3,254,038
-1,093,977
| -25% | -$26.3M |
|
|
CTXS
293
DELISTED
Citrix Systems Inc
CTXS
| $76M | 0.09% |
686,055
+31,669
| +5% | +$3.41M |
|
294
Dell
DELL
$293B
| $75.5M | 0.09% |
2,899,505
+2,641,227
| +1,023% | +$68.7M |
|
295
J.M. Smucker
SJM
$12.8B
| $75.1M | 0.09% |
725,471
+332,504
| +85% | +$35.2M |
|
296
WEC Energy
WEC
$35.1B
| $75.1M | 0.09% |
813,930
+52,720
| +7% | +$4.81M |
|
297
Automatic Data Processing
ADP
$108B
| $74.3M | 0.08% |
435,524
-24,572
| -5% | -$4.07M |
|
298
Intuitive Surgical
ISRG
$134B
| $73.5M | 0.08% |
372,795
-8,598
| -2% | -$1.61M |
|
299
L3Harris
LHX
$53.4B
| $72.8M | 0.08% |
367,920
-204,098
| -36% | -$40.9M |
|
|
RTN
300
DELISTED
Raytheon Company
RTN
| $72.7M | 0.08% |
330,773
-4,907
| -1% | -$1.04M |
|
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.