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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
AVNT icon
451
Avient
AVNT
$4.19B
$36.7M 0.04%
996,914
+20,389
+2% +$666K
MMS icon
452
Maximus
MMS
$3.1B
$36.5M 0.04%
491,266
-28,243
-5% -$2.12M
PII icon
453
Polaris
PII
$4.07B
$36.5M 0.04%
359,191
+296,799
+476% +$28.8M
BR icon
454
Broadridge
BR
$19B
$36.5M 0.04%
295,479
-96,445
-25% -$11.8M
AN icon
455
AutoNation
AN
$6.92B
$36.4M 0.04%
751,135
+451,620
+151% +$22.9M
IBN icon
456
ICICI Bank
IBN
$108B
$36.4M 0.04%
2,412,914
+887,047
+58% +$12M
NWSA icon
457
News Corp Class A
NWSA
$15.4B
$36.3M 0.04%
2,596,245
-76,881
-3% -$1.03M
ASB icon
458
Associated Banc-Corp
ASB
$5.91B
$36.2M 0.04%
1,643,464
+251,707
+18% +$5.31M
LBTYK icon
459
Liberty Global Class C
LBTYK
$3.49B
$36.2M 0.04%
1,669,846
+1,069,992
+178% +$24.1M
BWA icon
460
BorgWarner
BWA
$13.9B
$36.2M 0.04%
947,774
+547,011
+136% +$20M
CIT
461
DELISTED
CIT Group Inc.
CIT
$35.8M 0.04%
784,937
-251,701
-24% -$11.3M
WST icon
462
West Pharmaceutical
WST
$24.9B
$35.7M 0.04%
237,693
-12,169
-5% -$1.77M
CAH icon
463
Cardinal Health
CAH
$55.4B
$35.5M 0.04%
701,497
-1,835,627
-72% -$94.8M
DD icon
464
DuPont de Nemours
DD
$19.2B
$35.4M 0.04%
447,093
+298,016
+200% +$24.7M
ROL icon
465
Rollins
ROL
$18.2B
$35.4M 0.04%
1,608,869
-9,519
-0.6% -$226K
VOYA icon
466
Voya Financial
VOYA
$9.19B
$35.3M 0.04%
578,989
+247,170
+74% +$13.9M
CBRE icon
467
CBRE Group
CBRE
$42.9B
$35.2M 0.04%
574,505
+419,115
+270% +$23.2M
BF.B icon
468
Brown-Forman Class B
BF.B
$13.1B
$35.2M 0.04%
520,689
+39,375
+8% +$2.56M
VNO icon
469
Vornado Realty Trust
VNO
$7.38B
$34.6M 0.04%
520,948
+212,367
+69% +$13.7M
PBCT
470
DELISTED
People's United Financial Inc
PBCT
$34.3M 0.04%
2,027,123
+664,517
+49% +$10.9M
CVSA
471
Covista Inc
CVSA
$4.8B
$34M 0.04%
973,392
-428,897
-31% -$14.8M
LOGM
472
DELISTED
LogMein, Inc.
LOGM
$33.6M 0.04%
391,686
-101,281
-21% -$7.52M
TTWO icon
473
Take-Two Interactive
TTWO
$46.1B
$33.5M 0.04%
273,334
+105,309
+63% +$12.8M
FHB icon
474
First Hawaiian
FHB
$3.35B
$33.3M 0.04%
1,155,452
-266,714
-19% -$7.5M
ILMN icon
475
Illumina
ILMN
$28.4B
$33.3M 0.04%
103,872
-14,490
-12% -$4.39M
17 18
19
20 21

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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.