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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 | |
|---|---|---|---|---|---|---|
376
Howmet Aerospace
HWM
$112B
| $53.1M | 0.06% |
2,252,041
-18,455
| -0.8% | -$412K |
|
377
nVent Electric
NVT
$26.7B
| $52.5M | 0.06% |
2,054,189
-756,259
| -27% | -$17.6M |
|
378
ON Semiconductor
ON
$31.6B
| $52.4M | 0.06% |
2,148,711
-1,359,529
| -39% | -$28.7M |
|
|
HOLX
379
DELISTED
Hologic
HOLX
| $52.4M | 0.06% |
1,002,939
+229,530
| +30% | +$11.4M |
|
380
AngloGold Ashanti
AU
$48.7B
| $52.3M | 0.06% |
2,342,421
+581,216
| +33% | +$11.7M |
|
381
Sherwin-Williams
SHW
$89.8B
| $51.7M | 0.06% |
265,602
+8,607
| +3% | +$1.64M |
|
|
MXIM
382
DELISTED
Maxim Integrated Products
MXIM
| $51.6M | 0.06% |
839,518
+482,796
| +135% | +$28.1M |
|
|
MRSH
383
Marsh
MRSH
$91.5B
| $51.6M | 0.06% |
462,751
+2,858
| +0.6% | +$299K |
|
384
Evercore
EVR
$11.8B
| $51.1M | 0.06% |
683,860
+562,751
| +465% | +$42.9M |
|
|
GAP
385
The Gap Inc
GAP
$7.37B
| $51.1M | 0.06% |
2,888,560
+107,818
| +4% | +$1.84M |
|
386
Patterson-UTI
PTEN
$3.76B
| $50.7M | 0.06% |
4,858,972
+240,944
| +5% | +$2.18M |
|
387
Columbia Sportswear
COLM
$2.94B
| $50.1M | 0.06% |
499,612
+101,767
| +26% | +$9.66M |
|
388
Paychex
PAYX
$42.7B
| $49.7M | 0.06% |
584,452
-3,930
| -0.7% | -$332K |
|
389
T-Mobile US
TMUS
$190B
| $49.2M | 0.06% |
630,988
-547,501
| -46% | -$43.1M |
|
390
Carnival Corporation Ltd
CCL
$39.7B
| $49.1M | 0.06% |
966,375
+266,096
| +38% | +$11.9M |
|
391
Lamb Weston
LW
$7.19B
| $48.5M | 0.06% |
569,021
+14,354
| +3% | +$1.16M |
|
392
Huntsman Corp
HUN
$1.77B
| $48.4M | 0.06% |
2,003,079
+397,596
| +25% | +$9.21M |
|
393
Idacorp
IDA
$8.2B
| $47.8M | 0.05% |
447,371
+16,940
| +4% | +$1.81M |
|
394
Clean Harbors
CLH
$16.3B
| $47.5M | 0.05% |
554,497
-243,412
| -31% | -$19.8M |
|
|
CDK
395
DELISTED
CDK Global, Inc.
CDK
| $47.3M | 0.05% |
864,853
-102,074
| -11% | -$5.25M |
|
396
Chevron
CVX
$366B
| $46.5M | 0.05% |
387,389
-103,231
| -21% | -$12.2M |
|
397
Expeditors International
EXPD
$23.2B
| $46.4M | 0.05% |
594,978
+40,984
| +7% | +$3.07M |
|
398
US Foods
USFD
$24B
| $46.4M | 0.05% |
1,107,174
+294,408
| +36% | +$11.8M |
|
399
New Oriental
EDU
$8.98B
| $46.4M | 0.05% |
382,411
-20,789
| -5% | -$2.49M |
|
400
Willis Towers Watson
WTW
$32B
| $45.7M | 0.05% |
226,064
-85,130
| -27% | -$16.3M |
|
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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.