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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 | |
|---|---|---|---|---|---|---|
401
Match Group
MTCH
$8.55B
| $45.3M | 0.05% |
551,492
-141,015
| -20% | -$10.3M |
|
402
Dropbox
DBX
$8.12B
| $45.2M | 0.05% |
2,557,924
+211,458
| +9% | +$3.98M |
|
403
Sinclair Inc
SBGI
$1.03B
| $45M | 0.05% |
1,366,630
-624,201
| -31% | -$23.3M |
|
404
Hewlett Packard
HPE
$70.5B
| $44.9M | 0.05% |
2,837,886
+2,144,251
| +309% | +$34.3M |
|
405
Credicorp
BAP
$30.7B
| $44.8M | 0.05% |
210,044
-2,637
| -1% | -$553K |
|
406
ResMed
RMD
$30.7B
| $44.6M | 0.05% |
288,853
-113,881
| -28% | -$16.4M |
|
407
Sally Beauty Holdings
SBH
$1.58B
| $44.3M | 0.05% |
2,428,250
-569,774
| -19% | -$9.9M |
|
408
EPAM Systems
EPAM
$5.03B
| $44.3M | 0.05% |
208,807
-121,962
| -37% | -$24M |
|
409
Silgan Holdings
SLGN
$4.41B
| $44.2M | 0.05% |
1,423,503
-116,002
| -8% | -$3.55M |
|
410
Royal Caribbean
RCL
$85.6B
| $44.2M | 0.05% |
331,765
+152,457
| +85% | +$17.8M |
|
411
DXC Technology
DXC
$1.73B
| $44.2M | 0.05% |
1,198,260
-2,952,459
| -71% | -$96.3M |
|
412
Prudential Financial
PRU
$41.8B
| $44.1M | 0.05% |
471,255
-223,532
| -32% | -$20.5M |
|
|
PPL
413
PPL Corp
PPL
$26.7B
| $44M | 0.05% |
1,227,206
+318,838
| +35% | +$10.7M |
|
414
Brunswick
BC
$5.28B
| $43.5M | 0.05% |
724,591
+213,834
| +42% | +$12.4M |
|
415
Teradyne
TER
$59.3B
| $43.4M | 0.05% |
636,001
-8,601
| -1% | -$546K |
|
|
MBT
416
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $43.4M | 0.05% |
4,272,749
-8,763,240
| -67% | -$80.2M |
|
417
TAL Education Group
TAL
$6.87B
| $43.4M | 0.05% |
899,434
+3,197
| +0.4% | +$137K |
|
418
LPL Financial
LPLA
$28.6B
| $43M | 0.05% |
466,337
-8,252
| -2% | -$708K |
|
419
Dick's Sporting Goods
DKS
$18.7B
| $42.8M | 0.05% |
865,495
-556,697
| -39% | -$23.7M |
|
|
WBA
420
DELISTED
Walgreens Boots Alliance
WBA
| $42.6M | 0.05% |
723,189
-1,021,216
| -59% | -$58.9M |
|
421
Werner Enterprises
WERN
$2.25B
| $42.1M | 0.05% |
1,155,965
+33,702
| +3% | +$1.23M |
|
422
State Street
STT
$50.7B
| $41.9M | 0.05% |
529,427
+31,353
| +6% | +$2.21M |
|
423
Waters Corp
WAT
$39.9B
| $41.6M | 0.05% |
177,902
+1,049
| +0.6% | +$232K |
|
424
Cabot Corp
CBT
$4.52B
| $40.5M | 0.05% |
852,409
+65,357
| +8% | +$3.03M |
|
|
OPLN
425
Openlane
OPLN
$4.54B
| $40.5M | 0.05% |
1,859,350
-362,009
| -16% | -$8.25M |
|
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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.