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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 | |
|---|---|---|---|---|---|---|
351
ConocoPhillips
COP
$141B
| $59.7M | 0.07% |
921,201
-872,313
| -49% | -$51.3M |
|
352
First Citizens BancShares
FCNCA
$25.3B
| $59.6M | 0.07% |
112,022
+37,295
| +50% | +$18.9M |
|
353
KB Home
KBH
$3.59B
| $59M | 0.07% |
1,720,723
-300,123
| -15% | -$10.4M |
|
354
Xcel Energy
XEL
$48.8B
| $58.7M | 0.07% |
924,069
-45,346
| -5% | -$2.84M |
|
355
Inogen
INGN
$164M
| $58.6M | 0.07% |
862,602
-373,286
| -30% | -$23.4M |
|
356
United Therapeutics
UTHR
$23.1B
| $58.6M | 0.07% |
671,129
+133,916
| +25% | +$11.8M |
|
|
SWN
357
DELISTED
Southwestern Energy Company
SWN
| $58.6M | 0.07% |
24,619,556
-2,622,815
| -10% | -$5.42M |
|
358
Parker-Hannifin
PH
$135B
| $58.5M | 0.07% |
284,420
-85,031
| -23% | -$16.5M |
|
|
PPLI
359
People Inc
PPLI
$3.1B
| $58M | 0.07% |
1,303,422
-950,878
| -42% | -$38.3M |
|
360
MasTec
MTZ
$21.9B
| $58M | 0.07% |
904,006
+462,214
| +105% | +$30.4M |
|
361
NetEase
NTES
$84.7B
| $57.9M | 0.07% |
943,985
-51,820
| -5% | -$3.04M |
|
362
KLA
KLAC
$259B
| $57.1M | 0.07% |
3,213,110
+520,870
| +19% | +$8.74M |
|
363
Expedia Group
EXPE
$37.3B
| $57M | 0.06% |
527,067
+221,328
| +72% | +$26M |
|
364
Analog Devices
ADI
$190B
| $56.8M | 0.06% |
477,643
-167,382
| -26% | -$18.9M |
|
365
Ally Financial
ALLY
$13.3B
| $56.6M | 0.06% |
1,853,300
+1,446,031
| +355% | +$45.1M |
|
|
CPE
366
DELISTED
Callon Petroleum Company
CPE
| $56.6M | 0.06% |
1,171,199
-144,827
| -11% | -$5.99M |
|
367
Aon
AON
$76B
| $55.6M | 0.06% |
267,065
-61,092
| -19% | -$12.1M |
|
368
Deluxe
DLX
$1.15B
| $54.9M | 0.06% |
1,099,784
-51,109
| -4% | -$2.55M |
|
369
State Street SPDR S&P 500 ETF Trust
SPY
$810B
| $54.9M | 0.06% |
170,562
-9,290
| -5% | -$2.86M |
|
370
CoStar Group
CSGP
$12.3B
| $54.5M | 0.06% |
911,260
-158,760
| -15% | -$9.27M |
|
371
Boeing
BA
$185B
| $54.5M | 0.06% |
167,186
-166,444
| -50% | -$58.9M |
|
372
U-Haul Holding Co
UHAL
$14.6B
| $54.2M | 0.06% |
1,448,650
+100,700
| +7% | +$3.82M |
|
373
Celanese
CE
$4.82B
| $54M | 0.06% |
439,592
-19,246
| -4% | -$2.37M |
|
374
Equinix
EQIX
$103B
| $53.8M | 0.06% |
92,185
-535
| -0.6% | -$301K |
|
375
TD Synnex
SNX
$20.2B
| $53.8M | 0.06% |
835,074
+558,956
| +202% | +$33.7M |
|
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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.