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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 | |
|---|---|---|---|---|---|---|
326
PayPal
PYPL
$50.5B
| $65.3M | 0.07% |
603,586
-491,065
| -45% | -$51.2M |
|
327
Omnicom Group
OMC
$23.4B
| $65.1M | 0.07% |
806,289
-56,744
| -7% | -$4.45M |
|
328
Air Products & Chemicals
APD
$67.6B
| $64.7M | 0.07% |
276,221
-51,114
| -16% | -$11.5M |
|
329
Quanta Services
PWR
$101B
| $64.3M | 0.07% |
1,579,168
-436,629
| -22% | -$17.8M |
|
330
McCormick & Company Non-Voting
MKC
$14.2B
| $64.2M | 0.07% |
755,988
-8,600
| -1% | -$712K |
|
331
Dillards
DDS
$9.56B
| $63.8M | 0.07% |
868,461
-21,837
| -2% | -$1.55M |
|
332
Linde
LIN
$226B
| $63.7M | 0.07% |
301,315
+6,422
| +2% | +$1.29M |
|
333
Dana Inc
DAN
$3.06B
| $63.3M | 0.07% |
3,479,046
-429,247
| -11% | -$7.16M |
|
334
Packaging Corp of America
PKG
$22.8B
| $63.1M | 0.07% |
563,780
-5,021
| -0.9% | -$554K |
|
335
Wintrust Financial
WTFC
$10.7B
| $63.1M | 0.07% |
889,553
+340,349
| +62% | +$22.7M |
|
336
Hanover Insurance
THG
$7.98B
| $63M | 0.07% |
460,775
+42,740
| +10% | +$5.75M |
|
|
SBNY
337
DELISTED
Signature Bank
SBNY
| $63M | 0.07% |
460,931
-118,842
| -20% | -$14.9M |
|
338
Align Technology
ALGN
$12.3B
| $62.3M | 0.07% |
224,189
-82,920
| -27% | -$20.7M |
|
339
Church & Dwight Co
CHD
$24.5B
| $62.3M | 0.07% |
886,170
-11,176
| -1% | -$794K |
|
340
PACCAR
PCAR
$70.1B
| $62.3M | 0.07% |
1,180,899
+731,886
| +163% | +$37.6M |
|
341
Equity Residential
EQR
$25.1B
| $62M | 0.07% |
766,576
+111,522
| +17% | +$9.49M |
|
342
T. Rowe Price
TROW
$24.3B
| $61.4M | 0.07% |
504,166
+79,675
| +19% | +$9.41M |
|
343
Aramark
ARMK
$14.7B
| $61.1M | 0.07% |
1,950,346
+1,368,397
| +235% | +$43M |
|
344
AXIS Capital
AXS
$7.55B
| $61M | 0.07% |
1,026,671
-91,376
| -8% | -$5.53M |
|
345
Brighthouse Financial
BHF
$3.5B
| $60.8M | 0.07% |
1,551,174
-160,159
| -9% | -$6.3M |
|
346
Union Pacific
UNP
$174B
| $60.7M | 0.07% |
335,881
-94,614
| -22% | -$16.2M |
|
347
Macy's
M
$6.68B
| $60.5M | 0.07% |
3,592,597
-1,340,009
| -27% | -$21M |
|
348
Bank of America
BAC
$442B
| $60.4M | 0.07% |
1,715,437
+220,602
| +15% | +$7.13M |
|
|
MASI
349
DELISTED
Masimo
MASI
| $60.2M | 0.07% |
380,844
-138,556
| -27% | -$20.8M |
|
350
Carter's
CRI
$1.47B
| $60M | 0.07% |
548,999
+140,505
| +34% | +$14.2M |
|
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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.