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AQR Capital Management

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
Cap. Flow
-$3.28B
Cap. Flow %
-3.73%
Top 10 Hldgs %
12.89%
Holding
2,253
New
146
Increased
815
Reduced
1,092
Closed
142

Top Buys

Rank Stock Value
1
HUM icon
Humana
HUM
+$267M
2
HD icon
Home Depot
HD
+$252M
3
NOC icon
Northrop Grumman
NOC
+$221M
4
GILD icon
Gilead Sciences
GILD
+$175M
5
DG icon
Dollar General
DG
+$137M

Top Sells

Rank Stock Value
1
HPQ icon
HP
HPQ
+$287M
2
TWTR
Twitter, Inc.
TWTR
+$278M
3
BIIB icon
Biogen
BIIB
+$244M
4
IWV icon
iShares Russell 3000 ETF
IWV
+$198M
5
EXC icon
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
SWK icon
426
Stanley Black & Decker
SWK
$15.7B
$40.3M 0.05%
243,272
+64,250
+36% +$9.95M
CMG icon
427
Chipotle Mexican Grill
CMG
$41.5B
$40.1M 0.05%
2,395,300
+564,650
+31% +$9.06M
LEN icon
428
Lennar Class A
LEN
$21.2B
$39.9M 0.05%
738,290
+709,474
+2,462% +$40.5M
BDX icon
429
Becton Dickinson
BDX
$48.2B
$39.5M 0.04%
150,000
-6,092
-4% -$1.52M
CVLT icon
430
Commault Systems
CVLT
$5.61B
$39.5M 0.04%
893,070
-49,622
-5% -$2.35M
TCOM icon
431
Trip.com Group
TCOM
$29.1B
$39.4M 0.04%
1,174,993
+1,364
+0.1% +$44K
GNTX icon
432
Gentex
GNTX
$5.07B
$39.4M 0.04%
1,359,633
+1,182,946
+670% +$33.3M
IJH icon
433
iShares Core S&P Mid-Cap ETF
IJH
$127B
$39.2M 0.04%
952,890
-11,275
-1% -$447K
TEX icon
434
Terex
TEX
$7.74B
$39.1M 0.04%
1,312,856
+808,473
+160% +$22.7M
ALKS icon
435
Alkermes
ALKS
$8.25B
$39M 0.04%
1,919,379
-191,571
-9% -$3.81M
LVS icon
436
Las Vegas Sands
LVS
$29.6B
$39M 0.04%
564,384
-742,448
-57% -$46.3M
WRK
437
DELISTED
WestRock Company
WRK
$38.5M 0.04%
897,343
+272,407
+44% +$10.6M
AEO icon
438
American Eagle Outfitters
AEO
$3.01B
$38.4M 0.04%
2,627,537
-551,147
-17% -$8.41M
URI icon
439
United Rentals
URI
$72.4B
$38.4M 0.04%
230,140
+182,992
+388% +$26.6M
YUMC icon
440
Yum China
YUMC
$16.3B
$38.3M 0.04%
797,488
-50,349
-6% -$2.24M
VRSK icon
441
Verisk Analytics
VRSK
$25B
$37.9M 0.04%
254,061
+109,352
+76% +$16.2M
LDOS icon
442
Leidos
LDOS
$17.3B
$37.8M 0.04%
386,064
+83,763
+28% +$7.38M
EWBC icon
443
East-West Bancorp
EWBC
$18B
$37.7M 0.04%
774,028
+211,333
+38% +$9.52M
ALE
444
DELISTED
Allete
ALE
$37.5M 0.04%
461,711
-96,697
-17% -$8M
AVY icon
445
Avery Dennison
AVY
$13.4B
$37.5M 0.04%
286,351
+60,854
+27% +$7.68M
MIK
446
DELISTED
Michaels Stores, Inc
MIK
$37.4M 0.04%
4,660,426
+1,048,832
+29% +$8.81M
PPG icon
447
PPG Industries
PPG
$26.6B
$37.1M 0.04%
278,240
+30,511
+12% +$3.87M
DLPH
448
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$37.1M 0.04%
2,888,268
+499,966
+21% +$6.47M
OPTU
449
Optimum Communications Inc
OPTU
$301M
$36.9M 0.04%
1,360,816
-117,022
-8% -$3.23M
HUBB icon
450
Hubbell
HUBB
$27.2B
$36.7M 0.04%
248,326
+36,096
+17% +$5.14M
16 17
18
19 20

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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.